# EDGAR Filing Document

**Accession Number:** 0001021882
**File Stem:** 0001021882-26-000278
**Filing Date:** 2026-4
**Character Count:** 938088
**Document Hash:** 3f16930c99953e313dc88ceeb84b5d1d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001021882-26-000278.hdr.sgml**: 20260428

**ACCESSION NUMBER**: 0001021882-26-000278

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260428

**DATE AS OF CHANGE**: 20260427

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD SCOTTSDALE FUNDS
- **CENTRAL INDEX KEY:** 0001021882

**ORGANIZATION NAME:**
- **EIN:** 232439140
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-07803
- **FILM NUMBER:** 26902863

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD TREASURY FUND
- **DATE OF NAME CHANGE:** 19960829

## Series and Classes Contracts Data

### Vanguard Intermediate-Term Corporate Bond Index Fund (Series ID: S000026863)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000080853 | Admiral Shares       | VICSX           |
| C000080854 | Institutional Shares | VICBX           |
| C000080855 | ETF Shares           | VCIT            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD SCOTTSDALE FUNDS

- **b. Investment Company Act file number:** 811-07803

- **c. CIK number of Registrant:** 0001021882

- **d. LEI of Registrant:** 549300Y88GQ3VLJIBX57

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND

- **b. EDGAR series identifier (if any):** S000026863

- **c. LEI of Series:** VKDXEYNPEMWGHJ22MR31

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

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

- **b. Date as of which information is reported:** 2026-02-28

**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:** $68609100438.83

**Total Liabilities:** $344403707.90

**Net Assets:** $68264696730.93

**Cash Not Reported:** $100427408.15

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -64809.93358540 | **1-Year:** -1401182.65020223 | **5-Year:** -20082422.61955831 | **10-Year:** -19795430.07546541 | **30-Year:** -297736.17122506

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

- **3-Month:** -1303.14708527 | **1-Year:** -28753.78116993 | **5-Year:** -389133.65041111 | **10-Year:** -269034.82125690 | **30-Year:** -362.32940049

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000080853 | -0.13%               | 0.18%                | 1.37%                |
| Class ID C000080854 | -0.14%               | 0.21%                | 1.36%                |
| Class ID C000080855 | -0.13%               | 0.19%                | 1.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $35501934.91             | $-351495643.25                             |
| Month 2  | $26910416.32             | $-163737445.07                             |
| Month 3  | $22257506.70             | $634586265.17                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   5000978 | NS      | $500047792.42 | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |      7329 | NC      | $3032754.12   | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -1325 | NC      | $-884447.23   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corp                                                                       | AGCO CORP                      | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |  22837000 | PA      | $24142106.08  | 0.04%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                      | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |  15668000 | PA      | $14453767.94  | 0.02%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                      | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   3841000 | PA      | $3885943.95   | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                      | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1336632.91   | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                      | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |  15271000 | PA      | $16158932.41  | 0.02%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION               | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |  11630000 | PA      | $12015575.05  | 0.02%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION               | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    578000 | PA      | $603470.79    | 0.00%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                    | AES CORP/THE                   | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |  34782000 | PA      | $36255484.54  | 0.05%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  60153000 | PA      | $58651078.75  | 0.09%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  91736000 | PA      | $85448755.49  | 0.13%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  93834000 | PA      | $83815111.00  | 0.12%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        | 115925000 | PA      | $100431892.22 | 0.15%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  99620000 | PA      | $104362107.27 | 0.15%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  31443000 | PA      | $32632448.80  | 0.05%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  42111000 | PA      | $42368321.48  | 0.06%             | 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        |  25151000 | PA      | $25205802.50  | 0.04%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  19241000 | PA      | $19507541.12  | 0.03%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                       | CUSIP: 00206RNH1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  24979000 | PA      | $25329115.79  | 0.04%             | 2036-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                        | APTIV SWISS HOLD               | CUSIP: 00217GAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |  27923000 | PA      | $26406315.54  | 0.04%             | 2032-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                    | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |  76800000 | PA      | $76729824.28  | 0.11%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                    | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |  97556000 | PA      | $97501799.36  | 0.14%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  73188000 | PA      | $72524157.17  | 0.11%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  78961000 | PA      | $78581607.64  | 0.12%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  44825000 | PA      | $46651007.41  | 0.07%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        | 111323000 | PA      | $115550583.98 | 0.17%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  30951000 | PA      | $32240243.31  | 0.05%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  16300000 | PA      | $16370693.65  | 0.02%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                     | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  16431000 | PA      | $16521413.70  | 0.02%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                           | ACCENTURE CAPITA               | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |  46140000 | PA      | $46293900.91  | 0.07%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                           | ACCENTURE CAPITA               | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |  52595000 | PA      | $52040084.40  | 0.08%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                       | ADOBE INC                      | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |   7509000 | PA      | $7673246.76   | 0.01%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                       | ADOBE INC                      | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |  28968000 | PA      | $30194458.63  | 0.04%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        | 148598000 | PA      | $138811314.75 | 0.20%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  54185000 | PA      | $49439387.15  | 0.07%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  23696000 | PA      | $24380494.21  | 0.04%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  42986000 | PA      | $43086638.21  | 0.06%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   9295000 | PA      | $9694921.46   | 0.01%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  16334000 | PA      | $16300421.38  | 0.02%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                 | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  14640000 | PA      | $14669460.25  | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                    | ADVENT HEALTH SY               | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |  18268000 | PA      | $19017125.79  | 0.03%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                    | ADVENT HEALTH SY               | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |  13497000 | PA      | $14236435.24  | 0.02%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                   | AFFIL MANAGERS                 | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |  10360000 | PA      | $10639106.06  | 0.02%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                   | AFFIL MANAGERS                 | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |  12232000 | PA      | $12343634.52  | 0.02%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                        | AGILENT TECH INC               | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |   8838000 | PA      | $8073170.37   | 0.01%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                        | AGILENT TECH INC               | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |  24046000 | PA      | $24229733.03  | 0.04%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                        | AGREE LP                       | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |  10623000 | PA      | $10790040.09  | 0.02%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                        | AGREE LP                       | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |   8717000 | PA      | $9205754.98   | 0.01%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                        | AGREE LP                       | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |  24410000 | PA      | $25752068.61  | 0.04%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   5351000 | PA      | $4853157.55   | 0.01%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                  | AIR LEASE CORP                 | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  27760000 | PA      | $28468009.71  | 0.04%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | AIR PROD & CHEM                | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |  23524000 | PA      | $24218197.47  | 0.04%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | AIR PROD & CHEM                | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |  10400000 | PA      | $10739090.59  | 0.02%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | AIR PROD & CHEM                | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |  36333000 | PA      | $37279169.76  | 0.05%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                  | AIR PROD & CHEM                | CUSIP: 009158BP0<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78654.91     | 0.00%             | 2032-10-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93863.74     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |  18756000 | PA      | $18450564.88  | 0.03%             | 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        |   1894000 | PA      | $2050517.51   | 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        |  23150000 | PA      | $23975698.04  | 0.04%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO               | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |  17355000 | PA      | $17523325.53  | 0.03%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                  | ALBEMARLE CORP                 | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |  29115000 | PA      | $29684895.90  | 0.04%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | OVINTIV INC                    | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   5185000 | PA      | $5853050.20   | 0.01%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                             | RIO TINTO ALCAN                | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |   7494000 | PA      | $8569127.66   | 0.01%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                             | RIO TINTO ALCAN                | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |  27374000 | PA      | $30203340.98  | 0.04%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       800 | PA      | $798.27       | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |  42932000 | PA      | $40433630.54  | 0.06%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |       600 | PA      | $569.54       | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |  17494000 | PA      | $14533838.36  | 0.02%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |  31500000 | PA      | $27037075.44  | 0.04%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |  29124000 | PA      | $25342658.73  | 0.04%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   3627000 | PA      | $3533183.94   | 0.01%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271BE8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |  14534000 | PA      | $14924465.86  | 0.02%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                             | ALEXANDRIA REAL                | CUSIP: 015271BF5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   7499000 | PA      | $7496903.19   | 0.01%             | 2036-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | ALIBABA GROUP                  | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |  16700000 | PA      | $16721691.84  | 0.02%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | ALIBABA GROUP                  | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |  30418000 | PA      | $27930341.00  | 0.04%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | ALIBABA GROUP                  | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |  33936000 | PA      | $35682678.66  | 0.05%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                      | ALLEGION US HLDG               | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |  15360000 | PA      | $16202710.35  | 0.02%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                      | ALLEGION US HLDG               | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |  22350000 | PA      | $23345775.90  | 0.03%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corp                                                             | ALLIANT ENERGY                 | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |  17423000 | PA      | $17326342.03  | 0.03%             | 2056-04-01      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP                  | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   6949000 | PA      | $7303198.96   | 0.01%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP                  | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |  15647000 | PA      | $16627760.54  | 0.02%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                               | ALLSTATE CORP                  | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |  20401000 | PA      | $21296354.35  | 0.03%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                 | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  25587000 | PA      | $26391731.06  | 0.04%             | 2035-07-26      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                 | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    613000 | PA      | $617823.34    | 0.00%             | 2033-07-31      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                   | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  34662000 | PA      | $34879026.06  | 0.05%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                   | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  40810000 | PA      | $41359197.93  | 0.06%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                   | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        | 112658000 | PA      | $114045091.38 | 0.17%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                   | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  55061000 | PA      | $55534653.72  | 0.08%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                   | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |  76497000 | PA      | $77741611.62  | 0.11%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  50159000 | PA      | $45006561.82  | 0.07%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   3756000 | PA      | $4274538.38   | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  24194000 | PA      | $25420757.97  | 0.04%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC               | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |  25017000 | PA      | $25630413.77  | 0.04%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  22104000 | PA      | $22908368.58  | 0.03%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  85254000 | PA      | $77632663.18  | 0.11%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  88069000 | PA      | $85740509.67  | 0.13%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  58793000 | PA      | $60790026.67  | 0.09%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                 | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  71661000 | PA      | $72222815.20  | 0.11%             | 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        |  84695000 | PA      | $85091130.65  | 0.12%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA Inc                                                           | AMCOR FIN USA                  | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $7373058.50   | 0.01%             | 2033-05-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | AMCOR FLEXIBLES                | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |  19496000 | PA      | $18011801.06  | 0.03%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | AMCOR FLEXIBLES                | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |  35403000 | PA      | $37245017.45  | 0.05%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                       | HESS CORP                      | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |  25267000 | PA      | $29179610.39  | 0.04%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                       | HESS CORP                      | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |  11356000 | PA      | $13267914.20  | 0.02%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                    | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |  14543000 | PA      | $14092894.90  | 0.02%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                    | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |  30997000 | PA      | $32011412.77  | 0.05%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |  13901000 | PA      | $13549530.24  | 0.02%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |  15033000 | PA      | $15500526.37  | 0.02%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |  29240000 | PA      | $32774252.46  | 0.05%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |  23514000 | PA      | $23869186.47  | 0.03%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                         | AMERICA MOVIL SA               | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |  16061000 | PA      | $16579877.88  | 0.02%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2019-1 Class AA Pass Through Trust                            | AM AIRLN 19-1AA                | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18902758 | PA      | $18088495.09  | 0.03%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Airlines 2025-1 Class A Pass Through Trust                             | AM AIRAN 25-1A                 | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11350000 | PA      | $11389145.02  | 0.02%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Airlines 2021-1 Class A Pass Through Trust                             | AM AIRLN 21-1A                 | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19986293 | PA      | $18322146.17  | 0.03%             | 2034-07-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                        | AMERICAN ASTS LP               | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |  14621000 | PA      | $13454992.62  | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                        | AMERICAN ASTS LP               | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |   9349000 | PA      | $9559929.08   | 0.01%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                  | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  20197000 | PA      | $21846620.76  | 0.03%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  49669000 | PA      | $52654422.44  | 0.08%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                  | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  23248000 | PA      | $25129683.47  | 0.04%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  37657000 | PA      | $37859544.15  | 0.06%             | 2056-03-15      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                     | AMERICAN NATL GR               | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |  29596000 | PA      | $29389555.49  | 0.04%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  59252000 | PA      | $60493841.62  | 0.09%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  25142000 | PA      | $25104867.03  | 0.04%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  13302000 | PA      | $13650387.36  | 0.02%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6081000 | PA      | $6379298.11   | 0.01%             | 2034-07-28      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  22382000 | PA      | $23905209.51  | 0.04%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  34323000 | PA      | $35586850.24  | 0.05%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  41920000 | PA      | $43670853.51  | 0.06%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  61157000 | PA      | $64727046.57  | 0.09%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  74389000 | PA      | $76071064.12  | 0.11%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS               | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  80422000 | PA      | $79663777.28  | 0.12%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                 | AMER FINL GROUP                | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |  15299000 | PA      | $15146471.46  | 0.02%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1010422.92   | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  45173000 | PA      | $46804627.44  | 0.07%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $4290632.74   | 0.01%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  20818000 | PA      | $21295392.01  | 0.03%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  38993000 | PA      | $40455447.54  | 0.06%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F               | CUSIP: 02665WGT2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  17395000 | PA      | $17542982.87  | 0.03%             | 2036-01-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | AMERICAN HOMES 4               | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |   9320000 | PA      | $8392244.99   | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | AMERICAN HOMES 4               | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |  17462000 | PA      | $16569399.83  | 0.02%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | AMERICAN HOMES 4               | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |  23174000 | PA      | $23892709.01  | 0.04%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | AMERICAN HOMES 4               | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |  16269000 | PA      | $16740987.26  | 0.02%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | AMERICAN HOMES 4               | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |  14402000 | PA      | $14521825.46  | 0.02%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMER INTL GROUP                | CUSIP: 026874DC8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1263614.37   | 0.00%             | 2035-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMERICAN INTERNA               | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |  40050000 | PA      | $41327502.26  | 0.06%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMERICAN INTERNA               | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |  30195000 | PA      | $31491595.07  | 0.05%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  35654000 | PA      | $33096745.73  | 0.05%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  29766000 | PA      | $26774261.85  | 0.04%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  46702000 | PA      | $45961950.64  | 0.07%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  26916000 | PA      | $28577504.62  | 0.04%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  31113000 | PA      | $32827646.20  | 0.05%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     54000 | PA      | $58240.03     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  12572000 | PA      | $13152662.14  | 0.02%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  27897000 | PA      | $28994934.96  | 0.04%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  24185000 | PA      | $25082401.27  | 0.04%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                             | AMERICAN TOWER                 | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   8100000 | PA      | $8181211.74   | 0.01%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |  16675000 | PA      | $15257519.15  | 0.02%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |  25701000 | PA      | $25944982.61  | 0.04%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |  15322000 | PA      | $15933166.30  | 0.02%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                 | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |  30658000 | PA      | $31866711.72  | 0.05%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                       | AMERICOLD REALT                | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |  22724000 | PA      | $22524933.74  | 0.03%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                       | AMERICOLD REALT                | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |  24048000 | PA      | $24592553.79  | 0.04%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                    | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |  20357000 | PA      | $18974933.43  | 0.03%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                    | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   6714000 | PA      | $6958767.22   | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                    | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |  28818000 | PA      | $29780850.21  | 0.04%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                    | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |   5515000 | PA      | $5554175.04   | 0.01%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                    | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |  11549000 | PA      | $11628074.12  | 0.02%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                        | AMERIPRISE FINL                | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |   7787000 | PA      | $7864325.54   | 0.01%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                        | AMERIPRISE FINL                | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |  12866000 | PA      | $13339894.18  | 0.02%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                        | AMERIPRISE FINL                | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |  46248000 | PA      | $47116980.45  | 0.07%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  60851000 | PA      | $53747352.26  | 0.08%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  31710000 | PA      | $30194180.47  | 0.04%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1130443.66   | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        | 150960000 | PA      | $157989951.94 | 0.23%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                      | CUSIP: 031162DW7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |  12829000 | PA      | $12898323.68  | 0.02%             | 2036-02-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                  | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   6835000 | PA      | $6196702.28   | 0.01%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                  | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  32034000 | PA      | $33532142.25  | 0.05%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                  | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  34738000 | PA      | $35626404.83  | 0.05%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                  | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  45110000 | PA      | $45212654.91  | 0.07%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                  | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |  47945000 | PA      | $47627957.68  | 0.07%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | ANALOG DEVICES                 | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |  30542000 | PA      | $27497339.46  | 0.04%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | ANALOG DEVICES                 | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   9401000 | PA      | $9837374.46   | 0.01%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | ANHEUSER-BUSCH                 | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        | 128989000 | PA      | $129260629.01 | 0.19%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                 | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |  18852000 | PA      | $19614868.13  | 0.03%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Antero Resources Corp                                                           | ANTERO RESOURCES               | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |  19150000 | PA      | $19169224.69  | 0.03%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       500 | PA      | $501.11       | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |       400 | PA      | $384.35       | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   8135000 | PA      | $7492633.45   | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   5474000 | PA      | $5372242.34   | 0.01%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  28133000 | PA      | $29683009.47  | 0.04%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  46019000 | PA      | $47871211.91  | 0.07%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  26657000 | PA      | $27434564.54  | 0.04%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  38176000 | PA      | $39200192.18  | 0.06%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  24624000 | PA      | $24836767.52  | 0.04%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  30700000 | PA      | $30837210.02  | 0.05%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                              | AON CORP/AON GLO               | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  12694000 | PA      | $11331379.84  | 0.02%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                              | AON CORP/AON GLO               | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   8579000 | PA      | $7817913.14   | 0.01%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                              | AON CORP/AON GLO               | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  21279000 | PA      | $21902683.16  | 0.03%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                              | AON CORP/AON GLO               | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  23383000 | PA      | $24427722.70  | 0.04%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                           | AON NORTH AMER                 | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24357000 | PA      | $25430321.79  | 0.04%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                           | AON NORTH AMER                 | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  51368000 | PA      | $53622809.72  | 0.08%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APA Corp                                                                        | APA CORP                       | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |  12810000 | PA      | $13406387.95  | 0.02%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | APOLLO GLOBAL                  | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |  15075000 | PA      | $16406562.70  | 0.02%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | APOLLO GLOBAL                  | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |  16913000 | PA      | $16256399.84  | 0.02%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | APOLLO GLOBAL                  | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |  38662000 | PA      | $38289966.58  | 0.06%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLU               | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |  46655000 | PA      | $48206311.04  | 0.07%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLU               | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |  12683000 | PA      | $12962980.17  | 0.02%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |  29825000 | PA      | $27636052.48  | 0.04%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |  30101000 | PA      | $30141122.66  | 0.04%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |  10153000 | PA      | $10709370.22  | 0.02%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $900757.95    | 0.00%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  45842000 | PA      | $44424385.66  | 0.07%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  56035000 | PA      | $57789725.97  | 0.08%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                      | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |  36725000 | PA      | $37940485.98  | 0.06%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                           | APPLIED MATERIAL               | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   4797000 | PA      | $4989411.02   | 0.01%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                           | APPLIED MATERIAL               | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |  13700000 | PA      | $13626059.21  | 0.02%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                   | APPLOVIN CORP                  | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  55484000 | PA      | $57145550.33  | 0.08%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                   | APPLOVIN CORP                  | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  36343000 | PA      | $37038069.62  | 0.05%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AptarGroup Inc                                                                  | APTARGROUP INC                 | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   7205000 | PA      | $6874061.06   | 0.01%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AptarGroup Inc                                                                  | APTARGROUP INC                 | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |   6815000 | PA      | $6916048.87   | 0.01%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                        | APTIV SWISS HOLD               | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |  16985000 | PA      | $17420557.90  | 0.03%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                | ARCELORMITTAL SA               | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  20074000 | PA      | $22763429.34  | 0.03%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                | ARCELORMITTAL SA               | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |  22660000 | PA      | $24536879.88  | 0.04%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                       | ARCHER-DANIELS                 | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |  47294000 | PA      | $43969684.82  | 0.06%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                       | ARCHER-DANIELS                 | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1363083.53   | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                       | ARCHER-DANIELS                 | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |  24604000 | PA      | $26944546.22  | 0.04%             | 2032-10-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | ARES CAPITAL COR               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   9664000 | PA      | $8503404.67   | 0.01%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | ARES CAPITAL COR               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |  29066000 | PA      | $28950311.32  | 0.04%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | ARES CAPITAL COR               | CUSIP: 04010LBM4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |  38656000 | PA      | $37861400.45  | 0.06%             | 2031-04-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC I               | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |  35218000 | PA      | $35368308.67  | 0.05%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC I               | CUSIP: 04020EAU1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |  17286000 | PA      | $16995383.79  | 0.02%             | 2031-04-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    520000 | PA      | $462764.05    | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |  10040000 | PA      | $11037389.02  | 0.02%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |  28045000 | PA      | $29460024.21  | 0.04%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                       | ARIZONA PUB SERV               | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |  24854000 | PA      | $26342210.49  | 0.04%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                           | ARROW ELECTRONIC               | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    599000 | PA      | $542308.76    | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                           | ARROW ELECTRONIC               | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |  15246000 | PA      | $16039193.36  | 0.02%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | ARTHUR J GALLAGH               | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   7196000 | PA      | $6447887.81   | 0.01%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | ARTHUR J GALLAGH               | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   2426000 | PA      | $2530925.29   | 0.00%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | ARTHUR J GALLAGH               | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   8399000 | PA      | $9262108.54   | 0.01%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | ARTHUR J GALLAGH               | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |  13128000 | PA      | $13614797.95  | 0.02%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | ARTHUR J GALLAGH               | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |  21354000 | PA      | $21791309.50  | 0.03%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | ARTHUR J GALLAGH               | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |  59894000 | PA      | $60725527.48  | 0.09%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                | ASCENSION HEALTH               | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45440000 | PA      | $46393248.43  | 0.07%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                    | ASSURANT INC                   | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |       500 | PA      | $506.47       | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                    | ASSURANT INC                   | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $3158735.31   | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FIN                | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |  18345000 | PA      | $16812762.96  | 0.02%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FIN                | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |  24198000 | PA      | $25149334.72  | 0.04%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FIN                | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |  34464000 | PA      | $35855123.62  | 0.05%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FIN                | CUSIP: 04636NAR4<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |  13125000 | PA      | $13158982.84  | 0.02%             | 2033-03-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                         | ASTRAZENECA FIN                | CUSIP: 04636NAS2<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |  19125000 | PA      | $19121677.38  | 0.03%             | 2036-03-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                 | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |  33311000 | PA      | $35600554.13  | 0.05%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                 | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |  25762000 | PA      | $26241769.27  | 0.04%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                 | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |  12210000 | PA      | $11824265.66  | 0.02%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                 | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |  19210000 | PA      | $18504435.41  | 0.03%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                  | ATLASSIAN CORP                 | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |  15719000 | PA      | $15668864.68  | 0.02%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | ATMOS ENERGY COR               | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   7611000 | PA      | $8136556.12   | 0.01%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | ATMOS ENERGY COR               | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |  28035000 | PA      | $30635937.15  | 0.04%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | ATMOS ENERGY COR               | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |  14412000 | PA      | $15044401.34  | 0.02%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                    | AUTODESK INC                   | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |  34459000 | PA      | $30861080.57  | 0.05%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                    | AUTODESK INC                   | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |  14025000 | PA      | $14276973.46  | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                   | AUTOMATIC DATA                 | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |  22235000 | PA      | $22197504.78  | 0.03%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                   | AUTOMATIC DATA                 | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |  31661000 | PA      | $32667747.17  | 0.05%             | 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        |  23188000 | PA      | $22121835.60  | 0.03%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                  | AUTONATION INC                 | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7729000 | PA      | $6948755.55   | 0.01%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                  | AUTONATION INC                 | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20892000 | PA      | $21792848.43  | 0.03%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                   | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |  35120000 | PA      | $35641950.34  | 0.05%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                   | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |  33499000 | PA      | $33893668.61  | 0.05%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                   | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   9021000 | PA      | $9359527.83   | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                   | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   6205000 | PA      | $6933210.70   | 0.01%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                   | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |  17012000 | PA      | $17763761.42  | 0.03%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN               | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |  27605000 | PA      | $24543886.19  | 0.04%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN               | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |  23773000 | PA      | $24611310.11  | 0.04%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN               | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |  13566000 | PA      | $14280489.68  | 0.02%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN               | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |  17389000 | PA      | $18271208.98  | 0.03%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUN               | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |   8675000 | PA      | $8864189.46   | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                             | AVERY DENNISON                 | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |  14709000 | PA      | $13103629.41  | 0.02%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                             | AVERY DENNISON                 | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |  17852000 | PA      | $19073811.62  | 0.03%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                       | AVNET INC                      | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   7662000 | PA      | $7061663.64   | 0.01%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                       | AVNET INC                      | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |   7648000 | PA      | $7939990.59   | 0.01%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  24518000 | PA      | $27228915.43  | 0.04%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  22428000 | PA      | $22510893.98  | 0.03%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  24857000 | PA      | $23142017.03  | 0.03%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  41917000 | PA      | $42638090.40  | 0.06%             | 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        |    186000 | PA      | $219131.26    | 0.00%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP               | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |  24649000 | PA      | $26704367.43  | 0.04%             | 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        |  50868000 | PA      | $53402651.06  | 0.08%             | 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        |  19891000 | PA      | $20970068.30  | 0.03%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                    | BHP FINANCE USA                | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   2165000 | PA      | $2227275.74   | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                    | BHP FINANCE USA                | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |  23786000 | PA      | $24940085.55  | 0.04%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                    | BHP FINANCE USA                | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |  43403000 | PA      | $45386327.28  | 0.07%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                    | BHP FINANCE USA                | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |  61850000 | PA      | $64862438.11  | 0.10%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BOKF NA                                                                         | BOKF NA                        | CUSIP: 05572YHP0<br>LEI: FU7RSW4CQQY98A2O7J66 | Long             | DBT              | CORP              | US        |  11285000 | PA      | $11806028.26  | 0.02%             | 2040-11-06      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                       | BAIDU INC                      | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |  19962000 | PA      | $18400176.64  | 0.03%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                              | BAIN CAPITAL SPE               | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4434460.26   | 0.01%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | BALTIMORE GAS                  | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |  24715000 | PA      | $25794523.73  | 0.04%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                   | BALTIMORE GAS                  | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |  39322000 | PA      | $41298469.65  | 0.06%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  29870000 | PA      | $34815631.06  | 0.05%             | 2034-11-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                              | BANCO BILBAO VIZ               | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  37487000 | PA      | $40088492.91  | 0.06%             | 2035-03-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  57822000 | PA      | $64219185.10  | 0.09%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  47246000 | PA      | $54445233.34  | 0.08%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  41124000 | PA      | $44394747.37  | 0.07%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  70572000 | PA      | $74571739.10  | 0.11%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  42148000 | PA      | $45395673.22  | 0.07%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  11135000 | PA      | $10241453.25  | 0.02%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   5700000 | PA      | $5252402.22   | 0.01%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  36736000 | PA      | $36941753.46  | 0.05%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 060505GR9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  44270000 | PA      | $44894773.87  | 0.07%             | 2037-02-06      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       600 | PA      | $593.88       | 0.00%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  56730000 | PA      | $52629927.42  | 0.08%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  79208000 | PA      | $73364641.55  | 0.11%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        | 111581000 | PA      | $100569141.02 | 0.15%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  75066000 | PA      | $66317185.18  | 0.10%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        | 107020000 | PA      | $97388193.86  | 0.14%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        | 108589000 | PA      | $100319667.79 | 0.15%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  37904000 | PA      | $35864536.80  | 0.05%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        | 136607000 | PA      | $137232282.16 | 0.20%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        | 173797000 | PA      | $178684833.11 | 0.26%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        | 119812000 | PA      | $124385728.62 | 0.18%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        | 121981000 | PA      | $130865640.43 | 0.19%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        | 140575000 | PA      | $147327203.18 | 0.22%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  70606000 | PA      | $72287405.97  | 0.11%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        | 130746000 | PA      | $134257873.49 | 0.20%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        | 107586000 | PA      | $112776267.99 | 0.17%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        | 102574000 | PA      | $107183460.94 | 0.16%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP               | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  66224000 | PA      | $69369770.55  | 0.10%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  41341000 | PA      | $37731847.96  | 0.06%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                | BANK OF MONTREAL               | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |  15163000 | PA      | $16058262.11  | 0.02%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RAW7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  10920000 | PA      | $9707408.96   | 0.01%             | 2031-07-28      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2404000 | PA      | $2201676.11   | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  40583000 | PA      | $40274645.84  | 0.06%             | 2033-06-13      | Variable      | 4.29%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  58989000 | PA      | $63858088.35  | 0.09%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  27346000 | PA      | $27679538.56  | 0.04%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  29982000 | PA      | $30753425.39  | 0.05%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  27684000 | PA      | $31046436.60  | 0.05%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  52719000 | PA      | $54848114.51  | 0.08%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  44390000 | PA      | $46175516.12  | 0.07%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RCA3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  11808000 | PA      | $12277624.33  | 0.02%             | 2035-11-20      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  36120000 | PA      | $37641609.53  | 0.06%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO               | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |  15162000 | PA      | $15966868.78  | 0.02%             | 2039-07-21      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  18848000 | PA      | $17015776.97  | 0.02%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  23425000 | PA      | $21198563.71  | 0.03%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  30005000 | PA      | $29487646.13  | 0.04%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  21682000 | PA      | $22050004.80  | 0.03%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06418GAZ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  11768000 | PA      | $11903752.95  | 0.02%             | 2034-02-02      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                         | BANK NOVA SCOTIA               | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |  37539000 | PA      | $40140687.16  | 0.06%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                   | BANNER HEALTH                  | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |   4860000 | PA      | $4407743.09   | 0.01%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  30548000 | PA      | $28095843.92  | 0.04%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  26186000 | PA      | $23986761.63  | 0.04%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  41178000 | PA      | $43565353.21  | 0.06%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  82984000 | PA      | $95221608.11  | 0.14%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  71086000 | PA      | $76825686.66  | 0.11%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  62492000 | PA      | $70134803.67  | 0.10%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  58230000 | PA      | $64640422.16  | 0.09%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  36398000 | PA      | $37214764.33  | 0.05%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  78506000 | PA      | $82216103.78  | 0.12%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                   | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  13065000 | PA      | $13042951.96  | 0.02%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                    | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   4514000 | PA      | $3890655.89   | 0.01%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                    | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  78168000 | PA      | $68248877.19  | 0.10%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                        | BAXTER INTL                    | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |  15230000 | PA      | $15489788.42  | 0.02%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | BECTON DICKINSON               | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |  21856000 | PA      | $21831680.58  | 0.03%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | BECTON DICKINSON               | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   8049000 | PA      | $8285328.85   | 0.01%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | BELL CANADA                    | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |  46599000 | PA      | $47895621.09  | 0.07%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW               | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |  32049000 | PA      | $28348241.35  | 0.04%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                 | BERKSHIRE HATH                 | CUSIP: 084664DA6<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   9587000 | PA      | $9025017.35   | 0.01%             | 2032-03-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC               | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  37259000 | PA      | $39691850.24  | 0.06%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC               | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |  41885000 | PA      | $44252616.70  | 0.06%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                        | BIO-RAD LABS                   | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |  19802000 | PA      | $18846534.39  | 0.03%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                      | BIOGEN INC                     | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |  21405000 | PA      | $22816844.77  | 0.03%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                | BLACK HILLS CORP               | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |  16073000 | PA      | $15753352.24  | 0.02%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                | BLACK HILLS CORP               | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |  12664000 | PA      | $13752735.60  | 0.02%             | 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        |  13049000 | PA      | $14058850.52  | 0.02%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                        | BLACKROCK INC                  | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |  36450000 | PA      | $32512769.02  | 0.05%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                        | BLACKROCK INC                  | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |  45205000 | PA      | $46517633.88  | 0.07%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVA               | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |  14785000 | PA      | $14315114.31  | 0.02%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVA               | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |  48176000 | PA      | $47738385.40  | 0.07%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                  | BLACKSTONE PRIVA               | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |  16100000 | PA      | $15610137.27  | 0.02%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                           | BLACKROCK FUND                 | CUSIP: 09290DAB7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |  23239000 | PA      | $24147009.77  | 0.04%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                           | BLACKROCK FUND                 | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |  16012000 | PA      | $16492103.61  | 0.02%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co L.L.C.                                                | BLACKSTONE REG                 | CUSIP: 092914AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16959000 | PA      | $16980074.45  | 0.02%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co L.L.C.                                                | BLACKSTONE REG                 | CUSIP: 092914AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22225000 | PA      | $22001099.45  | 0.03%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                             | BLOCK FINANCIAL                | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  28235000 | PA      | $27769589.33  | 0.04%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                            | BLUE OWL FIN LLC               | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |  21124000 | PA      | $18782604.79  | 0.03%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                            | BLUE OWL FIN LLC               | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |  10615000 | PA      | $9942630.22   | 0.01%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                            | BLUE OWL FIN LLC               | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |  33577000 | PA      | $33558214.87  | 0.05%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | BOARDWALK PIPELI               | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    920000 | PA      | $870006.52    | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | BOARDWALK PIPELI               | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |  26764000 | PA      | $28318835.27  | 0.04%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                          | BOARDWALK PIPELI               | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |  14875000 | PA      | $15103480.70  | 0.02%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1392680.96   | 0.00%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                      | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2533000 | PA      | $2255796.44   | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                  | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  15800000 | PA      | $17259531.82  | 0.03%             | 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        | 143881000 | PA      | $161437760.82 | 0.24%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                         | BOOZ ALLEN & HAM               | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  25709000 | PA      | $26379973.21  | 0.04%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                         | BOOZ ALLEN & HAM               | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  11456000 | PA      | $11625399.50  | 0.02%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                  | BORGWARNER INC                 | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |       500 | PA      | $491.24       | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                  | BORGWARNER INC                 | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |  17498000 | PA      | $18177393.45  | 0.03%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                 | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   7924000 | PA      | $6962096.62   | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                 | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  31805000 | PA      | $26316925.40  | 0.04%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                 | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  31914000 | PA      | $34188932.48  | 0.05%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                            | BOSTON PROP LP                 | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |  28089000 | PA      | $28623191.39  | 0.04%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  42811000 | PA      | $39589320.71  | 0.06%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  72329000 | PA      | $74118661.95  | 0.11%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  60881000 | PA      | $62504554.77  | 0.09%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  51987000 | PA      | $53682151.81  | 0.08%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER               | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |  77173000 | PA      | $80761215.54  | 0.12%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  62652000 | PA      | $58528932.57  | 0.09%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2209000 | PA      | $2423426.03   | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | BRISTOL-MYERS                  | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |  96298000 | PA      | $100744064.49 | 0.15%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATIN               | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |   7706000 | PA      | $8152823.84   | 0.01%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATIN               | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |  13294000 | PA      | $13829160.72  | 0.02%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATIN               | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |  11158000 | PA      | $11525994.40  | 0.02%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                | BRIXMOR OPERATIN               | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252148.09    | 0.00%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                              | BROADRIDGE FINAN               | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |  28207000 | PA      | $25568951.00  | 0.04%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease LLC                                                        | BROADSTONE NET L               | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |   1895000 | PA      | $1699518.22   | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  94020000 | PA      | $93692581.17  | 0.14%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        | 105710000 | PA      | $92344888.87  | 0.14%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  36660000 | PA      | $36260368.86  | 0.05%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  40153000 | PA      | $42036861.36  | 0.06%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  39964000 | PA      | $40467076.88  | 0.06%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  50869000 | PA      | $51384718.21  | 0.08%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  50786000 | PA      | $53060993.55  | 0.08%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  68479000 | PA      | $70507407.77  | 0.10%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        | 104508000 | PA      | $108012428.56 | 0.16%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  52241000 | PA      | $48283604.88  | 0.07%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  42376000 | PA      | $37724068.33  | 0.06%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        | 111934000 | PA      | $103423604.14 | 0.15%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  76089000 | PA      | $71220607.69  | 0.10%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  30771000 | PA      | $30851385.14  | 0.05%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FDA6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  38590000 | PA      | $38999972.43  | 0.06%             | 2033-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                   | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  37497000 | PA      | $37945593.24  | 0.06%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brookfield Capital Finance LLC                                                  | BROOKFIELD CAP                 | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |  10585000 | PA      | $11230732.81  | 0.02%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                          | BROOKFIELD FIN                 | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   9019000 | PA      | $8303921.35   | 0.01%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                          | BROOKFIELD FIN                 | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |  23592000 | PA      | $25561028.62  | 0.04%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                          | BROOKFIELD FIN                 | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   6930000 | PA      | $7150802.90   | 0.01%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                          | BROOKFIELD FIN                 | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |  21390000 | PA      | $21335669.58  | 0.03%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK Plc / Brookfield Finance Inc                            | BROOKFIELD F UK                | CUSIP: 11272BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   9823000 | PA      | $8665134.70   | 0.01%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                 | BROOKFIELD ASSE                | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |  25835000 | PA      | $26822731.89  | 0.04%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                 | BROOKFIELD ASSE                | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |  27290000 | PA      | $27157773.40  | 0.04%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN                  | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  16027000 | PA      | $14401160.81  | 0.02%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN                  | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  20004000 | PA      | $19326212.76  | 0.03%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN                  | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  17221000 | PA      | $17698247.19  | 0.03%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN                  | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  24042000 | PA      | $24491273.33  | 0.04%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN                  | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |  29695000 | PA      | $30321140.20  | 0.04%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                               | BROWN-FORMAN                   | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |  14967000 | PA      | $15345973.17  | 0.02%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                               | BRUNSWICK CORP                 | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    500000 | PA      | $444392.05    | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                               | BRUNSWICK CORP                 | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |  22856000 | PA      | $22213215.38  | 0.03%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                          | BUNGE LTD FIN CP               | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  36916000 | PA      | $34349366.15  | 0.05%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                          | BUNGE LTD FIN CP               | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |  37258000 | PA      | $37061084.66  | 0.05%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                          | BUNGE LTD FIN CP               | CUSIP: 120568BN9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285439.05    | 0.00%             | 2031-04-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                          | BUNGE LTD FIN CP               | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   9627000 | PA      | $9869034.67   | 0.01%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                         | CBOE GLOBAL MKTS               | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |   9198000 | PA      | $8599700.75   | 0.01%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                               | CBRE SERVICES IN               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    535000 | PA      | $488682.56    | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                               | CBRE SERVICES IN               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |  29080000 | PA      | $31086085.80  | 0.05%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                               | CBRE SERVICES IN               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |  12920000 | PA      | $13368436.27  | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                               | CBRE SERVICES IN               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |  21821000 | PA      | $22077253.53  | 0.03%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                      | CDW LLC/CDW FIN                | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  59253000 | PA      | $55367638.42  | 0.08%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                      | CDW LLC/CDW FIN                | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    685000 | PA      | $689700.71    | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF INDUSTRIES IN               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |  15710000 | PA      | $15981015.19  | 0.02%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                               | CF INDUSTRIES IN               | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |  45930000 | PA      | $46707350.78  | 0.07%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                         | CGI INC                        | CUSIP: 12532HAD6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |       500 | PA      | $444.94       | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| CGI Inc                                                                         | CGI INC                        | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |   6400000 | PA      | $5695265.97   | 0.01%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | CIGNA GROUP/THE                | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  41068000 | PA      | $37659592.87  | 0.06%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | CIGNA GROUP/THE                | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  31948000 | PA      | $33569133.84  | 0.05%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | CIGNA GROUP/THE                | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  33415000 | PA      | $34762123.53  | 0.05%             | 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        |  17485000 | PA      | $18115503.57  | 0.03%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | CIGNA GROUP/THE                | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |  65854000 | PA      | $67332366.87  | 0.10%             | 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        |  16541000 | PA      | $16981410.63  | 0.02%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                   | CME GROUP INC                  | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |  23251000 | PA      | $21499898.34  | 0.03%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS ENERGY                     | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   6866000 | PA      | $6793692.61   | 0.01%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS ENERGY                     | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |  33963000 | PA      | $35394325.87  | 0.05%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                      | CNH INDUSTRIAL                 | CUSIP: 12592BAW4<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13483318.59  | 0.02%             | 2031-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                              | CNA FINANCIAL                  | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |  13807000 | PA      | $14451588.99  | 0.02%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                              | CNA FINANCIAL                  | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |   8655000 | PA      | $8796446.26   | 0.01%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                              | CNA FINANCIAL                  | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |  22652000 | PA      | $22795292.35  | 0.03%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                         | CNO FINANCIAL                  | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |  21830000 | PA      | $22785220.53  | 0.03%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                         | CRH AMERICA FIN                | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |  20204000 | PA      | $21114665.06  | 0.03%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                         | CRH AMERICA FIN                | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |  46694000 | PA      | $49120112.69  | 0.07%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |  28357000 | PA      | $28245200.02  | 0.04%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HW6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   7533000 | PA      | $7917972.90   | 0.01%             | 2033-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                       | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |  35601000 | PA      | $36688961.43  | 0.05%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   5498000 | PA      | $5456271.59   | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   6292000 | PA      | $5654361.97   | 0.01%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  57704025 | PA      | $51410005.88  | 0.08%             | 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        |  30767000 | PA      | $27305537.60  | 0.04%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  40582000 | PA      | $42095961.02  | 0.06%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  13647000 | PA      | $14138070.42  | 0.02%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  57246000 | PA      | $60373138.65  | 0.09%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |  20035000 | PA      | $20552131.35  | 0.03%             | 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        |  63366000 | PA      | $65332665.00  | 0.10%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cabot Corp                                                                      | CABOT CORP                     | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |  13088000 | PA      | $13397019.65  | 0.02%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY                 | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |  20624000 | PA      | $21606868.69  | 0.03%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY                 | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |  25489000 | PA      | $26287740.55  | 0.04%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                      | CADENCE DESIGN                 | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |  27416000 | PA      | $27625310.77  | 0.04%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                           | CAMDEN PROP TRST               | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |  10550000 | PA      | $10771783.79  | 0.02%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                           | CAMDEN PROP TRST               | CUSIP: 133131BC5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |  15600000 | PA      | $15603997.34  | 0.02%             | 2036-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                          | CAMPBELLS CO/THE               | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |  38631000 | PA      | $39494031.16  | 0.06%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                          | CAMPBELLS CO/THE               | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |  23641000 | PA      | $22951327.83  | 0.03%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Campbell's Company/The                                                          | CAMPBELLS CO/THE               | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |  11046000 | PA      | $11049920.95  | 0.02%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  19882000 | PA      | $19132766.54  | 0.03%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                              | CAN IMPERIAL BK                | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |  29741000 | PA      | $32594577.78  | 0.05%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |  14206000 | PA      | $15902708.32  | 0.02%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |  29878000 | PA      | $29241637.51  | 0.04%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   7907000 | PA      | $8618650.06   | 0.01%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375DR0<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   1178000 | PA      | $1171463.88   | 0.00%             | 2034-09-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   8500000 | PA      | $8555265.43   | 0.01%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR               | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |   9901000 | PA      | $10048326.63  | 0.01%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CAN NATURAL RES                | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |  26418000 | PA      | $29869900.23  | 0.04%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CAN NATURAL RES                | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |  13360000 | PA      | $14293062.61  | 0.02%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE               | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |  14695000 | PA      | $15223567.44  | 0.02%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |  16562000 | PA      | $18903319.06  | 0.03%             | 2031-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |  64882000 | PA      | $59058856.59  | 0.09%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13645RBK9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |  20697000 | PA      | $21656788.65  | 0.03%             | 2035-03-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC               | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |       200 | PA      | $185.59       | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  36615000 | PA      | $32267605.70  | 0.05%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  10156000 | PA      | $9201341.61   | 0.01%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  12537000 | PA      | $12854985.10  | 0.02%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  53722000 | PA      | $56691963.28  | 0.08%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  79109000 | PA      | $85782487.26  | 0.13%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  19961000 | PA      | $21209064.43  | 0.03%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  42415000 | PA      | $44679130.45  | 0.07%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  53844000 | PA      | $55999625.64  | 0.08%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  46290000 | PA      | $46178270.71  | 0.07%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH                | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |  16801000 | PA      | $17670417.75  | 0.03%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH                | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |  33466000 | PA      | $34780998.66  | 0.05%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH                | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   5285000 | PA      | $5407826.75   | 0.01%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                | CARLISLE COS INC               | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |  25756000 | PA      | $22759488.24  | 0.03%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                | CARLISLE COS INC               | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |  14770000 | PA      | $15242540.56  | 0.02%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                           | CARLYLE GRP INC                | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |  40373000 | PA      | $39809776.89  | 0.06%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                             | CARRIER GLOBAL                 | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |  25001000 | PA      | $27021256.75  | 0.04%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                 | CATERPILLAR INC                | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |  65547000 | PA      | $68667360.17  | 0.10%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cedars-Sinai Health System                                                      | CEDARS-SINAI HLT               | CUSIP: 15073LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6155000 | PA      | $5625942.64   | 0.01%             | 2031-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  51853000 | PA      | $44983659.40  | 0.07%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                   | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   6744000 | PA      | $5848567.88   | 0.01%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENOVUS ENERGY                 | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   4235000 | PA      | $3844494.14   | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENOVUS ENERGY                 | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |   4250000 | PA      | $4301904.50   | 0.01%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER               | CUSIP: 15189TBJ5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  13385000 | PA      | $14257178.82  | 0.02%             | 2055-02-15      | Variable      | 6.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER               | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3611421.67   | 0.01%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER               | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |  19925000 | PA      | $20055091.65  | 0.03%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                               | CENTERPOINT ENER               | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   5945000 | PA      | $5972088.93   | 0.01%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                               | CENTERPOINT ENER               | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   4176000 | PA      | $4363530.13   | 0.01%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |  15564000 | PA      | $14257065.58  | 0.02%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |  10724000 | PA      | $9985896.39   | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |  19849000 | PA      | $20003630.50  | 0.03%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |  21224000 | PA      | $21790575.99  | 0.03%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |  20773000 | PA      | $21570702.29  | 0.03%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |  18126000 | PA      | $18544888.13  | 0.03%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |  17934000 | PA      | $18219768.10  | 0.03%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS               | CUSIP: 15189XBL1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |   7263000 | PA      | $7289012.47   | 0.01%             | 2036-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                               | CENTERPOINT ENER               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |  10109000 | PA      | $9114395.49   | 0.01%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                               | CENTERPOINT ENER               | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |   2024000 | PA      | $2126197.21   | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  67090000 | PA      | $70048298.66  | 0.10%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18466000 | PA      | $16787775.63  | 0.02%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  48298000 | PA      | $42145103.59  | 0.06%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  41774000 | PA      | $39760490.58  | 0.06%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  42116000 | PA      | $44752775.68  | 0.07%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  71847000 | PA      | $76375996.84  | 0.11%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT               | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26925000 | PA      | $27091902.72  | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP               | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  47719000 | PA      | $46798181.85  | 0.07%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP               | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  35447000 | PA      | $33058495.64  | 0.05%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP               | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  52573000 | PA      | $56363387.63  | 0.08%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP               | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  55687000 | PA      | $58812893.89  | 0.09%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP               | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |  37775000 | PA      | $39286332.57  | 0.06%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                             | CHENIERE ENERGY                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |  51358000 | PA      | $54005054.68  | 0.08%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                              | EXPAND ENRGY                   | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  20333000 | PA      | $21292142.86  | 0.03%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | CHEVRON USA INC                | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  37008000 | PA      | $38488732.37  | 0.06%             | 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        |   2852000 | PA      | $2959749.11   | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                 | CHEVRON USA INC                | CUSIP: 166756BK1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |  52518000 | PA      | $53766853.97  | 0.08%             | 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        |  35662000 | PA      | $36627134.03  | 0.05%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                                                 | CHOICE HOTELS                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |  24538000 | PA      | $25440346.53  | 0.04%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                          | CHUBB INA HLDGS                | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |  47681000 | PA      | $49060773.71  | 0.07%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                          | CHUBB INA HLDGS                | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |  59046000 | PA      | $59955771.75  | 0.09%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                          | CHURCH & DWIGHT                | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |   9205000 | PA      | $8363479.99   | 0.01%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                          | CHURCH & DWIGHT                | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |  21925000 | PA      | $23600876.22  | 0.03%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                                       | CINCINNATI FINL                | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    755000 | PA      | $816453.51    | 0.00%             | 2034-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                | CINTAS CORP NO.2               | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |  26738000 | PA      | $26474646.63  | 0.04%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | CISCO SYSTEMS                  | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  65227000 | PA      | $67762227.94  | 0.10%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | CISCO SYSTEMS                  | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  54733000 | PA      | $57014780.50  | 0.08%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                               | CISCO SYSTEMS                  | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |  56124000 | PA      | $58301569.95  | 0.09%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967BL4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  55277000 | PA      | $61487104.37  | 0.09%             | 2032-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  29393000 | PA      | $31654412.20  | 0.05%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  66036000 | PA      | $60474384.31  | 0.09%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    105000 | PA      | $94981.40     | 0.00%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        | 120956000 | PA      | $116161717.38 | 0.17%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  51946750 | PA      | $52900289.15  | 0.08%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  94841000 | PA      | $104036611.65 | 0.15%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  77030000 | PA      | $80211037.30  | 0.12%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  48081000 | PA      | $50082492.17  | 0.07%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        | 116520000 | PA      | $122273803.64 | 0.18%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  89804000 | PA      | $91317362.85  | 0.13%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                     | CITIBANK NA                    | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |  69707000 | PA      | $74084479.97  | 0.11%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        | 122662000 | PA      | $113464284.28 | 0.17%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        | 124213000 | PA      | $132603857.20 | 0.19%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4405000 | PA      | $4430186.19   | 0.01%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                  | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  89678000 | PA      | $92392739.39  | 0.14%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | CITIZENS FIN GRP               | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   3158000 | PA      | $2775638.83   | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | CITIZENS FIN GRP               | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  14122000 | PA      | $14504273.71  | 0.02%             | 2037-05-21      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | CITIZENS FIN GRP               | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  13599000 | PA      | $15040030.86  | 0.02%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | CITIZENS FIN GRP               | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  58712000 | PA      | $61852080.96  | 0.09%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                   | CLOROX CO                      | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |  35525000 | PA      | $36043823.31  | 0.05%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                      | COCA-COLA CONSOL               | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |  18137000 | PA      | $19223593.69  | 0.03%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |  53158000 | PA      | $47150128.85  | 0.07%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |  33989000 | PA      | $31139455.08  | 0.05%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |  63102000 | PA      | $57514884.87  | 0.08%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   2424000 | PA      | $2551095.02   | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                | COCA-COLA CO/THE               | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |  19840000 | PA      | $20510250.44  | 0.03%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                       | COCA-COLA FEMSA                | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |  15949000 | PA      | $13690615.13  | 0.02%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                       | COCA-COLA FEMSA                | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |  15449000 | PA      | $15904173.22  | 0.02%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |  16811000 | PA      | $16095434.09  | 0.02%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                            | COLGATE-PALM CO                | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |  10657000 | PA      | $11006935.69  | 0.02%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Trustees of Columbia University in the City of New York/The                     | COLUMBIA UNIV                  | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9959752.65   | 0.01%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  22891000 | PA      | $26421139.93  | 0.04%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  29703000 | PA      | $31635598.45  | 0.05%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  11659000 | PA      | $13145522.07  | 0.02%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  74114000 | PA      | $73358503.63  | 0.11%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  15392000 | PA      | $14920923.24  | 0.02%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1624000 | PA      | $1575026.70   | 0.00%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  51591000 | PA      | $55056179.11  | 0.08%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NEC1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  39644000 | PA      | $40265233.60  | 0.06%             | 2033-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  42198000 | PA      | $43047129.77  | 0.06%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  62765000 | PA      | $65532322.52  | 0.10%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  28199000 | PA      | $29495081.13  | 0.04%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                   | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |  21410000 | PA      | $22134587.54  | 0.03%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                             | FIFTH THIRD BANK               | CUSIP: 200339EX3<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |  14460000 | PA      | $14862303.79  | 0.02%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |  39407000 | PA      | $41083872.90  | 0.06%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |  11927000 | PA      | $12319282.55  | 0.02%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |  18670000 | PA      | $18786733.70  | 0.03%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | COMMONSPIRIT                   | CUSIP: 20268JBE2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |   6571000 | PA      | $6582433.88   | 0.01%             | 2035-09-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   9925000 | PA      | $9375648.10   | 0.01%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   4077000 | PA      | $4195364.51   | 0.01%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI               | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |  18083000 | PA      | $19022994.82  | 0.03%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                              | CONAGRA BRANDS                 | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |  14536000 | PA      | $15001326.96  | 0.02%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                                 | CONCENTRIX CORP                | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |  10744000 | PA      | $10348757.44  | 0.02%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                              | CONN LIGHT & PWR               | CUSIP: 207597EN1<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   7853500 | PA      | $7057415.10   | 0.01%             | 2031-07-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                              | CONN LIGHT & PWR               | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   9156000 | PA      | $9355808.30   | 0.01%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                              | CONN LIGHT & PWR               | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |   6265000 | PA      | $6386422.33   | 0.01%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                  | CONOCOPHILLIPS                 | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |  27041000 | PA      | $29699069.66  | 0.04%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                  | CONOCOPHILLIPS                 | CUSIP: 20825CBA1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |   6222000 | PA      | $5767283.87   | 0.01%             | 2031-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                  | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |  22119000 | PA      | $23013364.08  | 0.03%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                  | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |  44835000 | PA      | $46494174.70  | 0.07%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                  | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |  46597000 | PA      | $47910156.75  | 0.07%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   9420000 | PA      | $9819194.35   | 0.01%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1107007.94   | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |  21387000 | PA      | $22419491.96  | 0.03%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |  34275000 | PA      | $36339297.80  | 0.05%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    305000 | PA      | $320648.41    | 0.00%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                  | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |  16208000 | PA      | $16720314.22  | 0.02%             | 2035-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR               | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |  52352000 | PA      | $47077497.75  | 0.07%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR               | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |  23124000 | PA      | $23513887.01  | 0.03%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR               | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |  19963000 | PA      | $20331456.25  | 0.03%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR               | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   8590000 | PA      | $8597279.59   | 0.01%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTL ENRGY GEN               | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |  10502000 | PA      | $11265635.12  | 0.02%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTL ENRGY GEN               | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |  18619000 | PA      | $20361645.92  | 0.03%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY               | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |  17194000 | PA      | $16560048.41  | 0.02%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY               | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |  12050000 | PA      | $12211185.08  | 0.02%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                             | CONSUMERS ENERGY               | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |  27710000 | PA      | $28532178.38  | 0.04%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                 | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  35909000 | PA      | $34106795.45  | 0.05%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                 | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  10351000 | PA      | $11077655.55  | 0.02%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                 | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  30515000 | PA      | $31539719.07  | 0.05%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                 | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  22865000 | PA      | $22950887.63  | 0.03%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                              | CORNELL UNIV                   | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $13412681.88  | 0.02%             | 2034-06-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                              | CORNELL UNIV                   | CUSIP: 219207AF4<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |  14817000 | PA      | $15160625.62  | 0.02%             | 2035-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                      | COPT DEFENSE LP                | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |  32221000 | PA      | $29753882.29  | 0.04%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                      | COPT DEFENSE LP                | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $7811066.29   | 0.01%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                           | COSTCO COMPANIES               | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |  31426000 | PA      | $27601414.62  | 0.04%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                           | COUSINS LP                     | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |  23541000 | PA      | $24661866.52  | 0.04%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                           | COUSINS LP                     | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |  20804000 | PA      | $21484289.39  | 0.03%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                           | COUSINS LP                     | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |  15786000 | PA      | $15646278.47  | 0.02%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Americas Inc                                                                | UBS AMERICAS INC               | CUSIP: 22541LAE3<br>LEI: T2E64KWP8B9GCLM28W20 | Long             | DBT              | CORP              | US        |  39673000 | PA      | $45720093.28  | 0.07%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  47925000 | PA      | $42752172.33  | 0.06%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT               | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  37097000 | PA      | $33537464.12  | 0.05%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC               | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    705000 | PA      | $718852.80    | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC               | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |  37878000 | PA      | $40151403.52  | 0.06%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INC               | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   4643000 | PA      | $4746029.37   | 0.01%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP                   | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |  31131000 | PA      | $27943077.11  | 0.04%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP                   | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |  15388000 | PA      | $15662430.09  | 0.02%             | 2035-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                     | CUMMINS INC                    | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |   6708000 | PA      | $7002744.15   | 0.01%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                     | CUMMINS INC                    | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |  42435000 | PA      | $44660179.51  | 0.07%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                   | D.R. HORTON                    | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |  19151000 | PA      | $19611018.97  | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                   | D.R. HORTON                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   7906000 | PA      | $8307840.56   | 0.01%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                  | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  23792000 | PA      | $25583928.36  | 0.04%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                  | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  26208000 | PA      | $26435995.97  | 0.04%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |  24673000 | PA      | $23102689.49  | 0.03%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VAQ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |  26646000 | PA      | $24980982.20  | 0.04%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |  28689000 | PA      | $30011549.20  | 0.04%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20910.60     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |  29019000 | PA      | $30123730.90  | 0.04%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                | CUSIP: 23338VBB1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   8193000 | PA      | $8246724.92   | 0.01%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                          | DARDEN RESTAURAN               | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    880000 | PA      | $964885.37    | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                      | DEERE & CO                     | CUSIP: 244199BA2<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    740000 | PA      | $847902.45    | 0.00%             | 2031-03-03      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                      | DEERE & CO                     | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |  31607000 | PA      | $33743077.17  | 0.05%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422EVS5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   2754000 | PA      | $2490700.11   | 0.00%             | 2031-06-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422EWH8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    537000 | PA      | $532174.96    | 0.00%             | 2032-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  44602000 | PA      | $45148082.40  | 0.07%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  43112000 | PA      | $44906700.01  | 0.07%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  40654000 | PA      | $42496048.43  | 0.06%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  39604000 | PA      | $41275297.57  | 0.06%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                         | JOHN DEERE CAP                 | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  14681000 | PA      | $14964660.10  | 0.02%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                 | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  36710000 | PA      | $38974061.27  | 0.06%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                 | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  48779000 | PA      | $50513693.47  | 0.07%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                 | CUSIP: 24703DBQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  32951000 | PA      | $32723177.01  | 0.05%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                 | CUSIP: 24703DBS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26746000 | PA      | $26869598.75  | 0.04%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                 | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  43088000 | PA      | $43425009.05  | 0.06%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                 | CUSIP: 24703DBU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26925000 | PA      | $26997231.13  | 0.04%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                 | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  37856000 | PA      | $39301781.07  | 0.06%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                 | CUSIP: 24703TAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3115117.45   | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                             | DELTA AIR LINES                | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   4706000 | PA      | $4852694.62   | 0.01%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY               | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  18664000 | PA      | $17297807.07  | 0.03%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY               | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  59437000 | PA      | $65383187.29  | 0.10%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY               | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  31149000 | PA      | $31920703.56  | 0.05%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN               | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |  28406000 | PA      | $35792465.94  | 0.05%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY               | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |  66034000 | PA      | $61818093.71  | 0.09%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                   | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |   4731000 | PA      | $5572156.55   | 0.01%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                   | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |  21678000 | PA      | $22228742.44  | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON FINANCING                | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |  34418000 | PA      | $40258595.40  | 0.06%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                 | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |  10343000 | PA      | $9110460.96   | 0.01%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                 | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |  22670000 | PA      | $24022150.41  | 0.04%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                              | DIAGEO CAP PLC                 | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |  17330000 | PA      | $18575441.25  | 0.03%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                          | DIAGEO INV CORP                | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |  36281000 | PA      | $38589209.23  | 0.06%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER               | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  28606000 | PA      | $27132070.72  | 0.04%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER               | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  14875000 | PA      | $16253834.85  | 0.02%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER               | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  44067000 | PA      | $45827129.56  | 0.07%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER               | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  47630000 | PA      | $49841106.80  | 0.07%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                       | DICK'S SPORTING                | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |  13479000 | PA      | $12520740.88  | 0.02%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   8284000 | PA      | $9429406.90   | 0.01%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687DZ6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   2113000 | PA      | $2389279.84   | 0.00%             | 2034-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                 | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |  17735000 | PA      | $20158465.74  | 0.03%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                        | WALT DISNEY CO                 | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |  40462000 | PA      | $46382589.30  | 0.07%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 254709AS7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  45225000 | PA      | $50296239.47  | 0.07%             | 2032-11-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL               | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  40029000 | PA      | $47107502.55  | 0.07%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL                 | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |  43700000 | PA      | $44824418.10  | 0.07%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                             | DOLLAR GENERAL                 | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |  18101000 | PA      | $18972604.67  | 0.03%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                 | DOLLAR TREE                    | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |  33361000 | PA      | $30501739.83  | 0.04%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | DOMINION ENERGY                | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |  14341000 | PA      | $12996936.65  | 0.02%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | DOMINION ENERGY                | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |  30233000 | PA      | $31578739.84  | 0.05%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION RES INC               | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  27950000 | PA      | $28946416.58  | 0.04%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  39436000 | PA      | $35613296.47  | 0.05%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  13683000 | PA      | $13571824.88  | 0.02%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  52972000 | PA      | $55530705.63  | 0.08%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  27253000 | PA      | $29587663.59  | 0.04%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  38909000 | PA      | $40417951.36  | 0.06%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  25427000 | PA      | $26267998.83  | 0.04%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  12200000 | PA      | $12387439.99  | 0.02%             | 2056-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION ENERGY                | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |  18227000 | PA      | $18527239.09  | 0.03%             | 2056-02-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                      | DOVER CORP                     | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |   8600000 | PA      | $9195803.07   | 0.01%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   8925000 | PA      | $8251435.84   | 0.01%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |  28567000 | PA      | $30376495.50  | 0.04%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    698000 | PA      | $695026.18    | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                             | DOW CHEMICAL CO                | CUSIP: 260543DL4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |  20055000 | PA      | $19927288.25  | 0.03%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                        | EIDP                           | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   9849000 | PA      | $9966279.99   | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                        | EIDP                           | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |  32391000 | PA      | $33596677.01  | 0.05%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   1078000 | PA      | $1203521.10   | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  23875000 | PA      | $21972135.94  | 0.03%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  60308000 | PA      | $60791642.35  | 0.09%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  30341000 | PA      | $32420484.65  | 0.05%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  28484000 | PA      | $29889712.15  | 0.04%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  26168000 | PA      | $27571608.89  | 0.04%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  21237000 | PA      | $21286212.57  | 0.03%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   9636000 | PA      | $8975123.64   | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |   8319000 | PA      | $7703484.04   | 0.01%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |  57717000 | PA      | $59824684.83  | 0.09%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |  17998000 | PA      | $18372997.26  | 0.03%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |  31317000 | PA      | $32646067.30  | 0.05%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                            | DUKE ENERGY OHIO               | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |  12951000 | PA      | $13536981.68  | 0.02%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                            | DUKE ENERGY OHIO               | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |  10826000 | PA      | $11276290.87  | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    123000 | PA      | $110603.88    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   4083000 | PA      | $3908188.91   | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |  18529000 | PA      | $19415648.05  | 0.03%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |  23629000 | PA      | $24587876.01  | 0.04%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG               | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |  40572000 | PA      | $41634228.93  | 0.06%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | DUKE ENERGY IND                | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   7320000 | PA      | $7696200.40   | 0.01%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLA                | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |  27247000 | PA      | $24892825.60  | 0.04%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLA                | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |  14718000 | PA      | $15983127.08  | 0.02%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLA                | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |  13988000 | PA      | $14092787.76  | 0.02%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG RESOURCES IN               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |  63919000 | PA      | $66315892.43  | 0.10%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG RESOURCES IN               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |  31530000 | PA      | $32756176.63  | 0.05%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP               | CUSIP: 26884ABN2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |  31666000 | PA      | $28248262.38  | 0.04%             | 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        |  19754000 | PA      | $19771807.16  | 0.03%             | 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        |  35237000 | PA      | $36357555.44  | 0.05%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                       | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |  46811000 | PA      | $49591774.07  | 0.07%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                  | EPR PROPERTIES                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |  25064000 | PA      | $23537279.70  | 0.03%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                             | EAGLE MATERIALS                | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |  28242000 | PA      | $25856320.70  | 0.04%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                 | EASTERN ENERGY                 | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |  38251000 | PA      | $40986157.86  | 0.06%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                             | EASTMAN CHEMICAL               | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   2255000 | PA      | $2397520.29   | 0.00%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                             | EASTMAN CHEMICAL               | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |  10333000 | PA      | $10785197.94  | 0.02%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                     | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |  34542000 | PA      | $34286646.37  | 0.05%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                     | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |  28706000 | PA      | $28604861.22  | 0.04%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                       | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |  39239000 | PA      | $36114477.81  | 0.05%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                       | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |  10148000 | PA      | $11148109.33  | 0.02%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                        | EBAY INC                       | CUSIP: 278642BE2<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |  24445000 | PA      | $24681323.65  | 0.04%             | 2035-11-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | ECOLAB INC                     | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |  30435000 | PA      | $27292045.63  | 0.04%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                      | ECOLAB INC                     | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   8025000 | PA      | $8287677.34   | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Edison International                                                            | EDISON INTL                    | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2049000 | PA      | $2086523.51   | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                             | EL PASO ELEC CO                | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1823579.56   | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | EL PASO CORP                   | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  30696000 | PA      | $36070991.22  | 0.05%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                             | ELECTRONIC ARTS                | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |  21834000 | PA      | $20613108.47  | 0.03%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  39286000 | PA      | $39706854.68  | 0.06%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                  | EMBRAER NL FINAN               | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |  23837000 | PA      | $25580805.02  | 0.04%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC               | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |  45050000 | PA      | $40744233.25  | 0.06%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                             | EMERSON ELECTRIC               | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |   8845000 | PA      | $9151341.37   | 0.01%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                             | EMERA US FINANCE               | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9804000 | PA      | $8984038.81   | 0.01%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | ENCANA CORP                    | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |  21135000 | PA      | $23166880.19  | 0.03%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  13905000 | PA      | $12131632.91  | 0.02%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  92569000 | PA      | $98368073.82  | 0.14%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  46288000 | PA      | $48952243.39  | 0.07%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  17343000 | PA      | $18687616.96  | 0.03%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2490000 | PA      | $2609170.99   | 0.00%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5050000 | PA      | $5099212.45   | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                   | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  34147000 | PA      | $34821000.66  | 0.05%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                   | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  34587000 | PA      | $36718686.91  | 0.05%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                   | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  50936000 | PA      | $56415607.69  | 0.08%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                   | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  42886000 | PA      | $44679929.67  | 0.07%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                   | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  48221000 | PA      | $50404749.25  | 0.07%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                   | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  30844000 | PA      | $32409362.01  | 0.05%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                   | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  36441000 | PA      | $37022903.82  | 0.05%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                | ENSTAR GROUP LTD               | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |       500 | PA      | $507.13       | 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        |  26473000 | PA      | $23821990.88  | 0.03%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | ENTERGY CORP                   | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |  20816000 | PA      | $18892725.37  | 0.03%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | ENTERGY CORP                   | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   7850000 | PA      | $7896437.25   | 0.01%             | 2056-06-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |  10373000 | PA      | $9827066.79   | 0.01%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   4609000 | PA      | $4483336.71   | 0.01%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   3149000 | PA      | $2809622.56   | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   7859000 | PA      | $7031919.66   | 0.01%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |  22147000 | PA      | $23297032.81  | 0.03%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WBP2<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |  40659000 | PA      | $42010533.00  | 0.06%             | 2034-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                           | ENTERGY LA LLC                 | CUSIP: 29364WBR8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   7684000 | PA      | $7697791.63   | 0.01%             | 2036-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                               | ENTERGY TEXAS                  | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |  11111000 | PA      | $9907015.11   | 0.01%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                               | ENTERGY TEXAS                  | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |  20123000 | PA      | $20844311.17  | 0.03%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS               | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |  16700000 | PA      | $17387882.70  | 0.03%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS               | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   3804000 | PA      | $3988935.94   | 0.01%             | 2033-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS               | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |  16245000 | PA      | $17186133.94  | 0.03%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS               | CUSIP: 29366MAH1<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |   6769000 | PA      | $6832617.75   | 0.01%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                         | ENTERGY MISSISSI               | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1142177.09   | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  10152000 | PA      | $11661547.47  | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   4239000 | PA      | $4806788.45   | 0.01%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   5810000 | PA      | $6138036.18   | 0.01%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  42530000 | PA      | $43452953.71  | 0.06%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU               | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |  52258000 | PA      | $53505556.37  | 0.08%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                             | EQUINIX EU 2 FIN               | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |  19003000 | PA      | $19835115.21  | 0.03%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                             | EQUINIX EU 2 FIN               | CUSIP: 29390XAH7<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |  23400000 | PA      | $23488909.11  | 0.03%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                     | EQUIFAX INC                    | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |  38099000 | PA      | $34139216.40  | 0.05%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                    | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  30559000 | PA      | $27876179.35  | 0.04%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | EQUINIX INC                    | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  41797000 | PA      | $40467134.33  | 0.06%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                          | EQUITABLE HLDGS                | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |  19988000 | PA      | $20800848.20  | 0.03%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                          | EQUITABLE HLDGS                | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |   9950000 | PA      | $10357780.33  | 0.02%             | 2055-03-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | ESSENTIAL UTIL                 | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |  10552000 | PA      | $9632688.68   | 0.01%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | ESSENTIAL UTIL                 | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |  24613000 | PA      | $25611558.68  | 0.04%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | ESSENTIAL UTIL                 | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |  16192000 | PA      | $16612869.22  | 0.02%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                         | ESSENTIAL PROPER               | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |  16718000 | PA      | $15415283.10  | 0.02%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                         | ESSENTIAL PROPER               | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |   9960000 | PA      | $10134222.20  | 0.01%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |  32943000 | PA      | $29695069.32  | 0.04%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   7361000 | PA      | $6734807.63   | 0.01%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |  29177000 | PA      | $30350884.89  | 0.04%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   1792000 | PA      | $1848943.31   | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                | CUSIP: 29717PBD8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |  13200000 | PA      | $13051864.82  | 0.02%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                        | ESTEE LAUDER CO                | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |  26075000 | PA      | $23532795.69  | 0.03%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                        | ESTEE LAUDER CO                | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |  25036000 | PA      | $25389257.79  | 0.04%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                        | ESTEE LAUDER CO                | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |  14486000 | PA      | $14968743.05  | 0.02%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                       | EVERGY KANSAS                  | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |   4366000 | PA      | $4723174.45   | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                       | EVERGY KANSAS                  | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |  20036000 | PA      | $20564026.72  | 0.03%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                | EVERGY METRO                   | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   7837000 | PA      | $8054097.42   | 0.01%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                | EVERGY METRO                   | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |   8435000 | PA      | $8909744.49   | 0.01%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                | EVERGY METRO                   | CUSIP: 30037DAE5<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |  19833000 | PA      | $20151076.60  | 0.03%             | 2035-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  19060000 | PA      | $17487776.47  | 0.03%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  40287000 | PA      | $37766323.81  | 0.06%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  28280000 | PA      | $28896078.35  | 0.04%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  27216000 | PA      | $28242497.88  | 0.04%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |  36237000 | PA      | $38537553.72  | 0.06%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                               | EVERSOURCE ENERG               | CUSIP: 30040WBC1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   5625000 | PA      | $5651706.82   | 0.01%             | 2056-08-15      | Variable      | 6.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                    | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   9747000 | PA      | $10283241.54  | 0.02%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                      | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   4862000 | PA      | $4596291.57   | 0.01%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                      | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |  41363000 | PA      | $43276819.86  | 0.06%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                      | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |  22004000 | PA      | $23106465.71  | 0.03%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |  25230000 | PA      | $26451724.89  | 0.04%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                      | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |  33088000 | PA      | $34477996.44  | 0.05%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                      | CUSIP: 30161NBV2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |  14499000 | PA      | $14416078.55  | 0.02%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                        | F&G ANNUITIES                  | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20829000 | PA      | $19888104.94  | 0.03%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                               | EXPEDIA GRP INC                | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |  35758000 | PA      | $36097020.44  | 0.05%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR               | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   9782000 | PA      | $8939440.84   | 0.01%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR               | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   8681000 | PA      | $7664788.88   | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR               | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  37247000 | PA      | $33381209.13  | 0.05%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR               | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  38606000 | PA      | $39802802.99  | 0.06%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR               | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  11174000 | PA      | $11501086.20  | 0.02%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR               | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  24443000 | PA      | $25235744.55  | 0.04%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR               | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |  25468000 | PA      | $25835464.61  | 0.04%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                             | FS KKR CAPITAL                 | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      1000 | PA      | $960.27       | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                 | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        | 109249000 | PA      | $107076500.47 | 0.16%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                 | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  61784000 | PA      | $63889103.58  | 0.09%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                 | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  30563000 | PA      | $31290262.01  | 0.05%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                 | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  93089000 | PA      | $94573639.19  | 0.14%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                 | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |  96568000 | PA      | $98180799.68  | 0.14%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                 | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        | 203318000 | PA      | $205196927.47 | 0.30%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                                                    | FACTSET RESEARCH               | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |  31331000 | PA      | $28703482.10  | 0.04%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | FAIRFAX FINL HLD               | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |  12949000 | PA      | $12341983.12  | 0.02%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | FAIRFAX FINL HLD               | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |  44784000 | PA      | $46910825.69  | 0.07%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | FAIRFAX FINL HLD               | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |  25962000 | PA      | $27728865.28  | 0.04%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                  | FAIRFAX FINL HLD               | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   8730000 | PA      | $9119846.27   | 0.01%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XDG8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |  20755000 | PA      | $20925147.29  | 0.03%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |  31560000 | PA      | $28995556.90  | 0.04%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XDJ2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |  12420000 | PA      | $12702018.92  | 0.02%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                     | CUSIP: 31428XDK9<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     94000 | PA      | $89704.36     | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FEDEX FREIGHT HO               | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |  10467000 | PA      | $10523667.09  | 0.02%             | 2031-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FEDEX FREIGHT HO               | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |  27469000 | PA      | $27451936.63  | 0.04%             | 2033-03-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FEDEX FREIGHT HO               | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |  14158000 | PA      | $14109881.60  | 0.02%             | 2036-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                                                           | FEDEX 2020-1                   | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5388139 | PA      | $4788949.11   | 0.01%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                        | FERGUSON ENTERPR               | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |  20028000 | PA      | $20338144.37  | 0.03%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                        | FERGUSON ENTERPR               | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |   8775000 | PA      | $8799248.58   | 0.01%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN               | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |  23098000 | PA      | $20804562.02  | 0.03%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | FIDELITY NATL IN               | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |  25300000 | PA      | $25704035.24  | 0.04%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                 | FIDELITY NATL FI               | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |   5986000 | PA      | $5364454.11   | 0.01%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANC               | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  23787000 | PA      | $23508080.98  | 0.03%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANC               | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  31014000 | PA      | $31187981.14  | 0.05%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANC               | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |  27319000 | PA      | $27371312.36  | 0.04%             | 2037-01-29      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                   | FIRST AMERICAN                 | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |  28231000 | PA      | $24885806.17  | 0.04%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                   | FIRST AMERICAN                 | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |   9871000 | PA      | $9927542.01   | 0.01%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                | FIRST CITIZENS                 | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |  25371000 | PA      | $25830025.96  | 0.04%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FIRSTENERGY TRAN               | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |  17483000 | PA      | $17713296.26  | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FIRSTENERGY TRAN               | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |  17921000 | PA      | $18051606.24  | 0.03%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   7686000 | PA      | $7948110.29   | 0.01%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  42006000 | PA      | $43486443.63  | 0.06%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   9692000 | PA      | $9981410.38   | 0.01%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  23697000 | PA      | $24155679.70  | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  39554000 | PA      | $39391641.00  | 0.06%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                     | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  42404000 | PA      | $42407306.98  | 0.06%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                        | FLEX LTD                       | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |  18560000 | PA      | $19044279.47  | 0.03%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                        | FLEX LTD                       | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |  19490000 | PA      | $19696870.02  | 0.03%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA PWR & LT               | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1625148.25   | 0.00%             | 2034-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA POWER &                | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  67400000 | PA      | $61530564.56  | 0.09%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA POWER &                | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  23663000 | PA      | $24620905.12  | 0.04%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA POWER &                | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  30867000 | PA      | $31668192.00  | 0.05%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA POWER &                | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |  42219000 | PA      | $44505275.42  | 0.07%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                        | FLORIDA POWER &                | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   9730000 | PA      | $9757667.63   | 0.01%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                               | FLOWERS FOODS                  | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |  25126000 | PA      | $24868037.09  | 0.04%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp                                                                  | FLOWSERVE CORP                 | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36382.89     | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                  | CUSIP: 345370CA6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  50245500 | PA      | $56112882.22  | 0.08%             | 2031-07-16      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                   | FORD MOTOR CO                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        | 107417000 | PA      | $96599421.06  | 0.14%             | 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        |  39388000 | PA      | $41173933.78  | 0.06%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       500 | PA      | $478.87       | 0.00%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  16834000 | PA      | $15683937.21  | 0.02%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  31081000 | PA      | $33885155.19  | 0.05%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  32962000 | PA      | $34278507.12  | 0.05%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  51488000 | PA      | $53240138.72  | 0.08%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  44396000 | PA      | $46134360.69  | 0.07%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  28160000 | PA      | $29553925.26  | 0.04%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  41793000 | PA      | $44442249.84  | 0.07%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  12683000 | PA      | $12725166.22  | 0.02%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |  19128000 | PA      | $19489823.91  | 0.03%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                    | FORTINET INC                   | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |  18634000 | PA      | $16883253.14  | 0.02%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                  | FORTUNE BRANDS H               | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |  10669000 | PA      | $10364047.95  | 0.02%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                  | FORTUNE BRANDS I               | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |  20029000 | PA      | $21429271.14  | 0.03%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                        | FOX CORP                       | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |  46935000 | PA      | $51457442.25  | 0.08%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                       | FRANCE TELECOM                 | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |  75922000 | PA      | $91599205.43  | 0.13%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN               | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |  33830000 | PA      | $35336362.25  | 0.05%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                      | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |  12636000 | PA      | $11959006.77  | 0.02%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                      | CUSIP: 361448BK8<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |  10987000 | PA      | $11170604.48  | 0.02%             | 2033-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                      | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   9945000 | PA      | $10428323.19  | 0.02%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                      | CUSIP: 361448BM4<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |  17210000 | PA      | $18667942.62  | 0.03%             | 2034-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                      | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |  14267000 | PA      | $16199870.36  | 0.02%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                       | GATX CORP                      | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |  20694000 | PA      | $21502145.09  | 0.03%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE Capital International Funding Co Unlimited Co                                | GE CAPITAL INTL                | CUSIP: 36164QNA2<br>LEI: 549300G6UZOB126GBY72 | Long             | DBT              | CORP              | IE        |  19327000 | PA      | $19068989.25  | 0.03%             | 2035-11-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                                          | GE CAP FUNDING                 | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |  24482000 | PA      | $24939679.10  | 0.04%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP CAP/FIN II                 | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13205000 | PA      | $12055606.65  | 0.02%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP CAP/FIN II                 | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19732000 | PA      | $21356459.33  | 0.03%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP CAP/FIN II                 | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29315000 | PA      | $29826669.32  | 0.04%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                           | GLP CAP/FIN II                 | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19452000 | PA      | $19672758.94  | 0.03%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | GMAC LLC                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |  84163000 | PA      | $95492522.57  | 0.14%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                               | GXO LOGISTICS                  | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |  17414000 | PA      | $18981638.72  | 0.03%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                           | GSK CONSUMER                   | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |  82144000 | PA      | $79131907.48  | 0.12%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  10540000 | PA      | $10796485.04  | 0.02%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  39631000 | PA      | $41505239.64  | 0.06%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                  | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  29674000 | PA      | $29839698.32  | 0.04%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  44048000 | PA      | $47651994.29  | 0.07%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                     | GARTNER GROUP                  | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |  12250000 | PA      | $12079019.79  | 0.02%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Gartner Inc                                                                     | GARTNER GROUP                  | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |  16210000 | PA      | $15526569.11  | 0.02%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                  | GE VERNOVA INC                 | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |  16199000 | PA      | $16401991.31  | 0.02%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS               | CUSIP: 369550BP2<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |  13753000 | PA      | $12627220.18  | 0.02%             | 2031-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                           | GENERAL DYNAMICS               | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |   2274000 | PA      | $2351444.77   | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GENERAL ELECTRIC               | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   1880000 | PA      | $1927061.21   | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                             | GENERAL ELECTRIC               | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |  62840000 | PA      | $71805032.11  | 0.11%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |  25561000 | PA      | $22922731.87  | 0.03%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN               | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |  22062000 | PA      | $22542682.26  | 0.03%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                               | GENERAL MILLS IN               | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |  22375000 | PA      | $22964040.03  | 0.03%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | GMAC LLC                       | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   8900000 | PA      | $10110052.44  | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1801894.52   | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C               | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  46088000 | PA      | $48560397.62  | 0.07%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C               | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  43605000 | PA      | $46771308.50  | 0.07%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  43629000 | PA      | $40057528.42  | 0.06%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  17448000 | PA      | $16127079.92  | 0.02%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  27248000 | PA      | $29653497.55  | 0.04%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  13291000 | PA      | $14229774.73  | 0.02%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  48830000 | PA      | $51813866.49  | 0.08%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  41273000 | PA      | $43348002.46  | 0.06%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  42011000 | PA      | $43133580.28  | 0.06%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  54131000 | PA      | $56881843.89  | 0.08%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  42340000 | PA      | $44493760.61  | 0.07%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  40322000 | PA      | $43135685.84  | 0.06%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                 | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  19278000 | PA      | $19612764.62  | 0.03%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                | GENUINE PARTS CO               | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |  20165000 | PA      | $17866035.71  | 0.03%             | 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        |   6301000 | PA      | $6957370.51   | 0.01%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                             | GEORGIA-PACIFIC                | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |  19495000 | PA      | $23742677.33  | 0.03%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  35214000 | PA      | $36063998.40  | 0.05%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  33487000 | PA      | $34536059.47  | 0.05%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  21851000 | PA      | $22812115.70  | 0.03%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  22363000 | PA      | $23098033.29  | 0.03%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                  | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |  15368000 | PA      | $15957130.88  | 0.02%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Gerdau Trade Inc                                                                | GERDAU TRADE INC               | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |  20421000 | PA      | $21221723.29  | 0.03%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| J Paul Getty Trust/The                                                          | J PAUL GETTY TRS               | CUSIP: 374288AC2<br>LEI: 72TDDU3K225INPK3EI14 | Long             | DBT              | CORP              | US        |   6341000 | PA      | $6571863.83   | 0.01%             | 2035-04-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |  34538000 | PA      | $34490447.74  | 0.05%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1572400.97   | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |  50126000 | PA      | $51867064.67  | 0.08%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                     | GLAXOSMITHKLINE                | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |   3741000 | PA      | $4005043.55   | 0.01%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                     | GLAXOSMITHKLINE                | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |       500 | PA      | $502.22       | 0.00%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                     | GLAXOSMITHKLINE                | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |  30309000 | PA      | $30913354.89  | 0.05%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                 | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  16813000 | PA      | $15143222.11  | 0.02%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                 | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  19627000 | PA      | $19980067.89  | 0.03%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                 | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  36243000 | PA      | $36394019.34  | 0.05%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                             | GLOBAL PAY INC                 | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |  57012000 | PA      | $56701262.34  | 0.08%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                  | GLOBE LIFE INC                 | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |   7480000 | PA      | $7859407.30   | 0.01%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    168000 | PA      | $187269.87    | 0.00%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        | 105482000 | PA      | $112537754.43 | 0.16%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  93605000 | PA      | $96399983.24  | 0.14%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  94423000 | PA      | $95491440.83  | 0.14%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        | 107499000 | PA      | $112460471.90 | 0.16%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  51675000 | PA      | $56599732.89  | 0.08%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        | 117279000 | PA      | $116759598.89 | 0.17%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        | 112384000 | PA      | $103191192.50 | 0.15%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        | 154309000 | PA      | $139145463.57 | 0.20%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  96759000 | PA      | $88054937.27  | 0.13%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        | 142178000 | PA      | $131824809.53 | 0.19%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                                         | GOLDMAN SACHS                  | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    600000 | PA      | $645456.77    | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP               | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        | 140653000 | PA      | $141601980.88 | 0.21%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                               | GOLUB CAP                      | CUSIP: 38179RAG0<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |  15467000 | PA      | $15072792.08  | 0.02%             | 2031-04-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| WW Grainger Inc                                                                 | WW GRAINGER INC                | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |  18883000 | PA      | $18935765.22  | 0.03%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                          | GRAND METRO INV                | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1842364.43   | 0.00%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                | HF SINCLAIR CORP               | CUSIP: 403949AS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29102000 | PA      | $30650126.78  | 0.04%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                | HF SINCLAIR CORP               | CUSIP: 403949AT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5121000 | PA      | $5239827.41   | 0.01%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                       | HA SUST INF CAP                | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |  17120000 | PA      | $17980061.38  | 0.03%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  11270000 | PA      | $10173528.63  | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  74499000 | PA      | $70900921.37  | 0.10%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  26656000 | PA      | $27915174.12  | 0.04%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  51597000 | PA      | $54014935.69  | 0.08%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  48158000 | PA      | $50535700.81  | 0.07%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  18992000 | PA      | $19921956.48  | 0.03%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  65983000 | PA      | $69858000.90  | 0.10%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  44155000 | PA      | $44184859.75  | 0.06%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  30872000 | PA      | $30733932.51  | 0.05%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                        | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  55531000 | PA      | $57668540.16  | 0.08%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        | 105308000 | PA      | $97170260.96  | 0.14%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  46211000 | PA      | $42520274.78  | 0.06%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  69886000 | PA      | $70010143.34  | 0.10%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  76490000 | PA      | $79876646.85  | 0.12%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  69419000 | PA      | $81873278.18  | 0.12%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  72257000 | PA      | $78922063.66  | 0.12%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  78730000 | PA      | $85436118.32  | 0.13%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  58253000 | PA      | $66635201.20  | 0.10%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  24014000 | PA      | $25499589.76  | 0.04%             | 2035-03-04      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  49131000 | PA      | $52059548.81  | 0.08%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  53268000 | PA      | $55904656.05  | 0.08%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  72231000 | PA      | $74939027.32  | 0.11%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  60230000 | PA      | $64043346.07  | 0.09%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  58942000 | PA      | $61041644.04  | 0.09%             | 2036-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                  | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |  55306000 | PA      | $55862057.99  | 0.08%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                | HSBC BANK USA NA               | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |   1635000 | PA      | $1751478.57   | 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        |     65000 | PA      | $68292.62     | 0.00%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                         | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |  32014000 | PA      | $28997009.11  | 0.04%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                         | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |  43990000 | PA      | $42667815.33  | 0.06%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                         | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   3279000 | PA      | $3368703.77   | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                          | HP INC                         | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |  26001000 | PA      | $27781987.40  | 0.04%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LE               | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |  15180000 | PA      | $15169415.32  | 0.02%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LE               | CUSIP: 40440VAV7<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |  13200000 | PA      | $13076774.23  | 0.02%             | 2031-04-02      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Halliburton Co                                                                  | HALLIBURTON CO                 | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |  45521000 | PA      | $45509251.40  | 0.07%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                       | HA SUST INF CAP                | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |  28185000 | PA      | $29127656.60  | 0.04%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                       | HA SUST INF CAP                | CUSIP: 41068XAK6<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |   3179000 | PA      | $3159772.62   | 0.00%             | 2036-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                 | HANOVER INSURANC               | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |  13265000 | PA      | $13567606.89  | 0.02%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                      | HASBRO INC                     | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |  11029000 | PA      | $11843682.71  | 0.02%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                   | HEALTHCARE RLTY                | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |  23098000 | PA      | $20480441.77  | 0.03%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                               | HEALTHPEAK OP                  | CUSIP: 42250GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20219000 | PA      | $20832710.58  | 0.03%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                               | HEALTHPEAK OP                  | CUSIP: 42250PAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       800 | PA      | $749.27       | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                               | HEALTHPEAK OP                  | CUSIP: 42250PAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  27874000 | PA      | $28788051.11  | 0.04%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                                                      | HEICO CORP                     | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |  17664000 | PA      | $18551466.87  | 0.03%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD               | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   8838000 | PA      | $9850194.36   | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                           | HELMERICH & PAYN               | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |  47733000 | PA      | $43733953.72  | 0.06%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                           | HELMERICH & PAYN               | CUSIP: 423452AN1<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   9229000 | PA      | $9296739.34   | 0.01%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                  | HERSHEY COMPANY                | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |  11689000 | PA      | $11896945.39  | 0.02%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                  | HERSHEY COMPANY                | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |  33414000 | PA      | $34925685.80  | 0.05%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                  | HERSHEY COMPANY                | CUSIP: 427866BN7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |   5480000 | PA      | $5750672.94   | 0.01%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                  | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  57812000 | PA      | $58638532.43  | 0.09%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                  | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  65592000 | PA      | $64867192.74  | 0.10%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                     | HEXCEL CORP                    | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |   7862000 | PA      | $8374721.34   | 0.01%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY               | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   8284000 | PA      | $9438762.46   | 0.01%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY               | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |  18509000 | PA      | $18582969.69  | 0.03%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                           | AMRIZE FINANCE                 | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |  50268000 | PA      | $52550475.20  | 0.08%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  38988000 | PA      | $34333168.24  | 0.05%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  49493000 | PA      | $44185810.31  | 0.06%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  54144000 | PA      | $51662867.80  | 0.08%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  29822000 | PA      | $30421439.17  | 0.04%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  38568000 | PA      | $40206340.95  | 0.06%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  44906000 | PA      | $46381489.95  | 0.07%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                              | HOME DEPOT INC                 | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |  27723000 | PA      | $27710000.04  | 0.04%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                              | HONDA MOTOR CO                 | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   9778000 | PA      | $9057573.07   | 0.01%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                              | HONDA MOTOR CO                 | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |  31134000 | PA      | $32226610.81  | 0.05%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  25204000 | PA      | $22303533.96  | 0.03%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  33276000 | PA      | $34690007.90  | 0.05%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  34186000 | PA      | $34330902.66  | 0.05%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  40247000 | PA      | $42033181.93  | 0.06%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  34279000 | PA      | $35294870.04  | 0.05%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                     | HONEYWELL INTL                 | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |  34247000 | PA      | $35250385.32  | 0.05%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | HOST HOTELS                    | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |  34503000 | PA      | $31517333.78  | 0.05%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | HOST HOTELS                    | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |  24986000 | PA      | $25999433.53  | 0.04%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | HOST HOTELS                    | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |  18494000 | PA      | $18873636.70  | 0.03%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | HOST HOTELS                    | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |  13545000 | PA      | $14266972.91  | 0.02%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | HOWMET AEROSPACE               | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |  13010000 | PA      | $13489775.56  | 0.02%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                            | HOWMET AEROSPACE               | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |  17700000 | PA      | $18039641.29  | 0.03%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                     | HUBBELL INC                    | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |   6357000 | PA      | $5868825.02   | 0.01%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                     | HUBBELL INC                    | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |  14971000 | PA      | $15045414.16  | 0.02%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                     | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  33727000 | PA      | $29447051.92  | 0.04%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                     | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  37838000 | PA      | $39601998.76  | 0.06%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                     | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  39807000 | PA      | $41725946.62  | 0.06%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                     | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  26747000 | PA      | $27564757.09  | 0.04%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                      | HUMANA INC                     | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   4056000 | PA      | $4130476.75   | 0.01%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS               | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  22411000 | PA      | $19776015.91  | 0.03%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS               | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  18616000 | PA      | $18994949.49  | 0.03%             | 2033-05-17      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS               | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  36889000 | PA      | $38798975.39  | 0.06%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS               | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  22270000 | PA      | $23410591.54  | 0.03%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS               | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |  23719000 | PA      | $23825931.55  | 0.03%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNT INGALLS IND               | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |  28373000 | PA      | $30326443.10  | 0.04%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                               | HYATT HOTELS                   | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |  31494000 | PA      | $32616780.02  | 0.05%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                               | HYATT HOTELS                   | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |  32902000 | PA      | $34712537.08  | 0.05%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                               | HYATT HOTELS                   | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |  12343000 | PA      | $12595280.12  | 0.02%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                               | IBM INT CAPITAL                | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |  14035000 | PA      | $14297223.69  | 0.02%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                               | IBM INT CAPITAL                | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |  23870000 | PA      | $24162178.08  | 0.04%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                        | ICON INVESTMENTS               | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |  13761000 | PA      | $14122573.10  | 0.02%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                  | IDAHO POWER CO                 | CUSIP: 45138LBK8<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   5140000 | PA      | $5357276.86   | 0.01%             | 2034-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                  | IDAHO POWER CO                 | CUSIP: 45138LBM4<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |   4191000 | PA      | $4194915.16   | 0.01%             | 2036-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                                       | IDEX CORP                      | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |  14709000 | PA      | $13497038.47  | 0.02%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  31628000 | PA      | $31295868.55  | 0.05%             | 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        |  23642000 | PA      | $25733717.28  | 0.04%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  63243000 | PA      | $66245151.93  | 0.10%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                    | ING GROEP NV                   | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |  31644000 | PA      | $33122474.21  | 0.05%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                              | INGERSOLL RAND                 | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |  35795000 | PA      | $38243557.37  | 0.06%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                              | INGERSOLL RAND                 | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |   7750000 | PA      | $8138782.26   | 0.01%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                              | INGERSOLL RAND                 | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |  25802000 | PA      | $27053613.79  | 0.04%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   7052000 | PA      | $6811961.58   | 0.01%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  64922000 | PA      | $57515478.23  | 0.08%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  23164000 | PA      | $22642914.54  | 0.03%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  85936000 | PA      | $88511676.64  | 0.13%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                     | CUSIP: 458140CL2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |  28617000 | PA      | $29215694.92  | 0.04%             | 2034-02-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  66582000 | PA      | $57342207.41  | 0.08%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                 | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  74361000 | PA      | $75415346.04  | 0.11%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  34796000 | PA      | $37706434.64  | 0.06%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   8620000 | PA      | $7902347.48   | 0.01%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  33303000 | PA      | $33302077.73  | 0.05%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  10968000 | PA      | $11166408.14  | 0.02%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  47923000 | PA      | $49335966.80  | 0.07%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200LS8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   8730000 | PA      | $8797912.81   | 0.01%             | 2033-02-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                       | CUSIP: 459200LT6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |  25225000 | PA      | $25172287.18  | 0.04%             | 2036-02-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                          | INTL PAPER CO                  | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |   3010000 | PA      | $3038617.04   | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                   | INTERSTATE P&L                 | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |   8499000 | PA      | $9039706.40   | 0.01%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                   | INTERSTATE P&L                 | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |  16375000 | PA      | $16545844.11  | 0.02%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                   | INTERSTATE P&L                 | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |  19936000 | PA      | $20985004.66  | 0.03%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                      | INTUIT INC                     | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |  33094000 | PA      | $34240966.03  | 0.05%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES               | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |  33232000 | PA      | $29283050.17  | 0.04%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES               | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   6169000 | PA      | $5297526.39   | 0.01%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES               | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   7990000 | PA      | $7778262.58   | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES               | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |  14417000 | PA      | $14892722.90  | 0.02%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES               | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |  15920000 | PA      | $15771899.85  | 0.02%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                       | INVITATION HOMES               | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |  21895000 | PA      | $22052336.36  | 0.03%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                                          | IPALCO ENTPRS IN               | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |   9859000 | PA      | $10167673.16  | 0.01%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                 | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  11470000 | PA      | $10958800.95  | 0.02%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                 | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3642000 | PA      | $3315258.08   | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                 | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  18466000 | PA      | $17486098.11  | 0.03%             | 2032-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  58089000 | PA      | $61049514.69  | 0.09%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   8307000 | PA      | $7449577.68   | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        | 102559000 | PA      | $94533323.27  | 0.14%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  53842000 | PA      | $49028095.13  | 0.07%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        | 135225000 | PA      | $125310162.89 | 0.18%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  56635000 | PA      | $57147718.71  | 0.08%             | 2033-04-26      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        | 159099000 | PA      | $163171377.81 | 0.24%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  89868000 | PA      | $95267890.53  | 0.14%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        | 150920000 | PA      | $157938776.89 | 0.23%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        | 114890000 | PA      | $126288026.69 | 0.18%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  89676000 | PA      | $93382014.45  | 0.14%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  65872000 | PA      | $70453690.56  | 0.10%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        | 123567000 | PA      | $128197928.40 | 0.19%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  52532000 | PA      | $53289051.28  | 0.08%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  65074000 | PA      | $68407536.47  | 0.10%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        | 131342000 | PA      | $138645284.89 | 0.20%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        | 147104000 | PA      | $152889422.28 | 0.22%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        | 121690000 | PA      | $121337110.26 | 0.18%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                 | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        | 123897000 | PA      | $124566540.68 | 0.18%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                       | JABIL INC                      | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   5662000 | PA      | $5642710.91   | 0.01%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                           | JACKSON FIN INC                | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |  12459000 | PA      | $11371067.61  | 0.02%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                           | JACKSON FIN INC                | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |  16231000 | PA      | $16654280.18  | 0.02%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                    | JACOBS ENGIN GRP               | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |  17464000 | PA      | $18405813.22  | 0.03%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                                            | JACOBS SOLUTIONS               | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |  13750000 | PA      | $13733654.06  | 0.02%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Janus Henderson US Holdings Inc                                                 | JANUS HEND US                  | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |  13765000 | PA      | $13961243.90  | 0.02%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                 | CUSIP: 472140AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  40190000 | PA      | $42664165.83  | 0.06%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                 | CUSIP: 472140AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  19397000 | PA      | $19918896.76  | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |  48951000 | PA      | $54523410.29  | 0.08%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                   | JEFFERIES GROUP                | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  52393000 | PA      | $46560168.25  | 0.07%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                   | JEFFERIES GROUP                | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  36306000 | PA      | $38017586.12  | 0.06%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                   | JEFFERIES GROUP                | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9810781.24   | 0.01%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                 | JERSEY CENT P&L                | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |  28103000 | PA      | $28867616.75  | 0.04%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                 | JERSEY CENT P&L                | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |   7310000 | PA      | $7493303.28   | 0.01%             | 2036-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| JetBlue 2019-1 Class AA Pass Through Trust                                      | JETBLUE 19-1 AA                | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10866860 | PA      | $9855758.03   | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JetBlue 2020-1 Class A Pass Through Trust                                       | JETBLUE AIRWAYS                | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2749122 | PA      | $2655471.06   | 0.00%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                        | JOHNS HOPKINS                  | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |   7885000 | PA      | $8165231.87   | 0.01%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   4560000 | PA      | $4835362.30   | 0.01%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  11050000 | PA      | $11252353.98  | 0.02%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  25669000 | PA      | $26928582.57  | 0.04%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    585000 | PA      | $619297.31    | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  61968000 | PA      | $64982075.04  | 0.10%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | JOHNSON&JOHNSON                | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |  40993000 | PA      | $43119666.22  | 0.06%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA           | JOHNSON CONTROLS               | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  17386000 | PA      | $15495840.18  | 0.02%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA           | JOHNSON CONTROLS               | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  21414000 | PA      | $22003262.97  | 0.03%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                        | KLA  CORP                      | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |  44893000 | PA      | $45996984.04  | 0.07%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                        | KLA  CORP                      | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |  13173000 | PA      | $13355894.26  | 0.02%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| KKR & Co Inc                                                                    | KKR & CO INC                   | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |  37307000 | PA      | $36809409.54  | 0.05%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                       | KELLOGG CO                     | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   4897000 | PA      | $5641314.22   | 0.01%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                       | KELLOGG CO                     | CUSIP: 487836BZ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   8767000 | PA      | $9206950.28   | 0.01%             | 2033-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                     | KEMPER                         | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |  31230000 | PA      | $28685036.36  | 0.04%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                                                                  | KENNAMETAL INC                 | CUSIP: 489170AF7<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |   9361000 | PA      | $8713761.60   | 0.01%             | 2031-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                           | KENTUCKY UTIL                  | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |   5042000 | PA      | $5334548.40   | 0.01%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                      | KENVUE INC                     | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |  26044000 | PA      | $26879835.43  | 0.04%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                      | KENVUE INC                     | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |  39424000 | PA      | $40759758.07  | 0.06%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER               | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2916000 | PA      | $2631512.17   | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER               | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  40134000 | PA      | $39030744.92  | 0.06%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER               | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  31096000 | PA      | $32136488.49  | 0.05%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER               | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |  21567000 | PA      | $22193368.80  | 0.03%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | KEURIG DR PEPPER               | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   4930000 | PA      | $4992367.96   | 0.01%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP                        | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |  18059000 | PA      | $18153302.44  | 0.03%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP                        | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |  38010000 | PA      | $41396956.83  | 0.06%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP                        | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |  29080000 | PA      | $29316766.79  | 0.04%             | 2037-01-28      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                    | KEYBANK NAT ASSN               | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |  16826000 | PA      | $16997688.80  | 0.02%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                    | KEYBANK NAT ASSN               | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |  30769000 | PA      | $30877311.17  | 0.05%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| National Grid USA                                                               | KEYSPAN CORP                   | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     97000 | PA      | $103026.21    | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                       | KEYSIGHT TECHNOL               | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |  11446000 | PA      | $11672215.51  | 0.02%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP               | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   8705000 | PA      | $7307480.16   | 0.01%             | 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        |  10189000 | PA      | $8327332.87   | 0.01%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                | KILROY REALTY LP               | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2897898.99   | 0.00%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                             | KIMBERLY-CLARK                 | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |  33427000 | PA      | $30263252.84  | 0.04%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                             | KIMBERLY-CLARK                 | CUSIP: 494368CE1<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |   2661000 | PA      | $2719692.94   | 0.00%             | 2033-02-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                   | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |       200 | PA      | $192.74       | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                   | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   8633000 | PA      | $7771138.08   | 0.01%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                   | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    360000 | PA      | $338291.11    | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                   | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |  20751000 | PA      | $20939567.14  | 0.03%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                   | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |  22720000 | PA      | $25282780.34  | 0.04%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                   | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |  18031000 | PA      | $18212236.32  | 0.03%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                   | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |  15665000 | PA      | $16262876.07  | 0.02%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   2544000 | PA      | $2907881.11   | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                | KINDER MORGAN EN               | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1720225.31   | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  41596000 | PA      | $43681496.95  | 0.06%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  26501000 | PA      | $27485568.99  | 0.04%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   9101000 | PA      | $8244513.06   | 0.01%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  15825000 | PA      | $16104811.79  | 0.02%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  73373000 | PA      | $76568108.98  | 0.11%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                  | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  42362000 | PA      | $45507792.26  | 0.07%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                               | KINROSS GOLD                   | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |  12219000 | PA      | $13440629.04  | 0.02%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                            | KITE REALTY GRP                | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |  12106000 | PA      | $12609229.21  | 0.02%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                            | KITE REALTY GRP                | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |  14879000 | PA      | $15200103.98  | 0.02%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                            | KITE REALTY GRP                | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6685419.26   | 0.01%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD               | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   5413000 | PA      | $5421623.65   | 0.01%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD               | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   6383000 | PA      | $6376098.20   | 0.01%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD               | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   9494000 | PA      | $9835286.89   | 0.01%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD               | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |  25450000 | PA      | $26251176.35  | 0.04%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                      | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |  13437000 | PA      | $15430887.63  | 0.02%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                      | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |  70253000 | PA      | $71382821.63  | 0.10%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                            | KYNDRYL HOLDINGS               | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |  19756000 | PA      | $16719512.34  | 0.02%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                            | KYNDRYL HOLDINGS               | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |  18889000 | PA      | $17964774.60  | 0.03%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                        | LKQ CORP                       | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |  13781000 | PA      | $14606634.02  | 0.02%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC               | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  13869000 | PA      | $14496316.15  | 0.02%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC               | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  17405000 | PA      | $17683798.06  | 0.03%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                | LPL HOLDINGS INC               | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  14331000 | PA      | $14633505.26  | 0.02%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN               | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  53524000 | PA      | $56372196.53  | 0.08%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN               | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  19522000 | PA      | $20444024.47  | 0.03%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN               | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |  31337000 | PA      | $32720380.01  | 0.05%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INT FIN III                | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |  20996000 | PA      | $21441955.75  | 0.03%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INT FIN III                | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |  13343000 | PA      | $13437713.15  | 0.02%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INT FIN III                | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |  15292000 | PA      | $15888203.53  | 0.02%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INT FIN III                | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   6945000 | PA      | $7016346.33   | 0.01%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                             | LABORATORY CORP                | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |  21500000 | PA      | $19896796.48  | 0.03%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                             | LABORATORY CORP                | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |  35496000 | PA      | $35770180.81  | 0.05%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                             | LABORATORY CORP                | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |  17605000 | PA      | $17619287.53  | 0.03%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                            | LAS VEGAS SAN                  | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |  15428000 | PA      | $16292020.94  | 0.02%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                | LAZARD GROUP LLC               | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   8085000 | PA      | $8615094.06   | 0.01%             | 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        |   8000000 | PA      | $8281828.88   | 0.01%             | 2035-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                       | LEAR CORP                      | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |  24783000 | PA      | $22499088.93  | 0.03%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                      | LEIDOS INC                     | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |  25884000 | PA      | $27517061.97  | 0.04%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                      | LEIDOS INC                     | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |  11244000 | PA      | $11721770.97  | 0.02%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                      | LEIDOS INC                     | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |  10753000 | PA      | $11212167.64  | 0.02%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                      | LEIDOS INC                     | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |  14304000 | PA      | $14270784.63  | 0.02%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                     | LENNAR CORP                    | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    211000 | PA      | $218625.68    | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                            | LEXINGTON REALTY               | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |   7141000 | PA      | $6335714.05   | 0.01%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   7881000 | PA      | $8107863.82   | 0.01%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  45453000 | PA      | $46598662.69  | 0.07%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  38241000 | PA      | $38825665.78  | 0.06%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  35811000 | PA      | $37286174.12  | 0.05%             | 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        |  46402000 | PA      | $48387012.09  | 0.07%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                 | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |  22650000 | PA      | $22964062.10  | 0.03%             | 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        |  57109000 | PA      | $58268927.83  | 0.09%             | 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        |  45113000 | PA      | $46200902.39  | 0.07%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                           | LINCOLN NATL CRP               | CUSIP: 534187BQ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   4416000 | PA      | $4068681.88   | 0.01%             | 2032-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                           | LINCOLN NATL CRP               | CUSIP: 534187BT5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |   2714000 | PA      | $2808474.94   | 0.00%             | 2034-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                           | LINCOLN NATL CRP               | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |  19820000 | PA      | $19347831.14  | 0.03%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  24478000 | PA      | $28734507.29  | 0.04%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  31260000 | PA      | $32871415.27  | 0.05%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  58210000 | PA      | $61290508.70  | 0.09%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  32742000 | PA      | $33515181.03  | 0.05%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  61616000 | PA      | $65206053.13  | 0.10%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC               | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |  20700000 | PA      | $20570215.62  | 0.03%             | 2036-11-04      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1270466.35   | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |  36477000 | PA      | $36219639.32  | 0.05%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |  45409000 | PA      | $48293218.04  | 0.07%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1232276.37   | 0.00%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |  27700000 | PA      | $28347949.18  | 0.04%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |  41710000 | PA      | $43182499.83  | 0.06%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                            | LOCKHEED MARTIN                | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |  27032000 | PA      | $27935445.96  | 0.04%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                      | LOEWS CORP                     | CUSIP: 540424AU2<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |   6400000 | PA      | $6378785.12   | 0.01%             | 2036-04-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                  | LOUISVILLE G & E               | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |  11118000 | PA      | $11743613.05  | 0.02%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWES COMPANIES                | CUSIP: 548661CJ4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    370000 | PA      | $389770.19    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  48449000 | PA      | $44933257.19  | 0.07%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  48407000 | PA      | $46863577.10  | 0.07%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  34608000 | PA      | $35695472.99  | 0.05%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  32100000 | PA      | $33328316.41  | 0.05%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                 | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |  43052000 | PA      | $43180223.94  | 0.06%             | 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        |  56637000 | PA      | $56903472.03  | 0.08%             | 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        |  62340000 | PA      | $62265457.69  | 0.09%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lubrizol Corp/The                                                               | LUBRIZOL CORP                  | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |   9598000 | PA      | $10994579.53  | 0.02%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                  | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |  45240000 | PA      | $45890419.05  | 0.07%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                  | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |  35814000 | PA      | $38308538.48  | 0.06%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                  | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |  17078000 | PA      | $17504971.32  | 0.03%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                        | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  39234000 | PA      | $39973897.87  | 0.06%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                        | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  38619000 | PA      | $39255821.83  | 0.06%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                        | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  36215000 | PA      | $37531438.68  | 0.05%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                        | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |  40025000 | PA      | $40947064.99  | 0.06%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                        | CUSIP: 55336VCB4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    370000 | PA      | $375858.17    | 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        |  59294000 | PA      | $60532324.37  | 0.09%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MSCI Inc                                                                        | MSCI INC                       | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |  40055000 | PA      | $40066016.98  | 0.06%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp                                                             | MSD INVESTMENT                 | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |   5480000 | PA      | $5412980.09   | 0.01%             | 2031-02-05      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Magna International Inc                                                         | MAGNA INTL INC                 | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |  14583000 | PA      | $15335657.39  | 0.02%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                         | MAGNA INTL INC                 | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   8264000 | PA      | $8853032.36   | 0.01%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                         | MANULIFE FIN COR               | CUSIP: 56501RAN6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |  21071000 | PA      | $20340754.64  | 0.03%             | 2032-03-16      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                         | MANULIFE FIN COR               | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |  32491000 | PA      | $32580421.19  | 0.05%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | MARATHON PETRO                 | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |  49023000 | PA      | $51627512.53  | 0.08%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   8956000 | PA      | $8086392.87   | 0.01%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  16354000 | PA      | $17236467.57  | 0.03%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   8701000 | PA      | $8995697.62   | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  58528000 | PA      | $60232492.58  | 0.09%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN               | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  77539000 | PA      | $78902330.44  | 0.12%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                  | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  19077000 | PA      | $17995708.62  | 0.03%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                  | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  16796000 | PA      | $15720564.38  | 0.02%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                  | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    190000 | PA      | $168262.87    | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  37788000 | PA      | $39230873.82  | 0.06%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                  | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  14307000 | PA      | $14833708.16  | 0.02%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                  | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  24504000 | PA      | $25462653.13  | 0.04%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                  | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10328506.32  | 0.02%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                  | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   6146000 | PA      | $6210145.25   | 0.01%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                  | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   6990000 | PA      | $7162095.98   | 0.01%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                  | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   7511000 | PA      | $7490196.04   | 0.01%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                   | MARTIN MAR MTLS                | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |  40188000 | PA      | $36579450.67  | 0.05%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                   | MARTIN MAR MTLS                | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |  14413000 | PA      | $14868523.12  | 0.02%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | MARVELL TECH INC               | CUSIP: 573874AJ3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |  10572000 | PA      | $9880780.43   | 0.01%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | MARVELL TECH INC               | CUSIP: 573874AQ7<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |  28236000 | PA      | $30307528.56  | 0.04%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | MARVELL TECH INC               | CUSIP: 573874AS3<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |  16810000 | PA      | $17460388.37  | 0.03%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                 | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   7940000 | PA      | $7205633.79   | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                 | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |  23416000 | PA      | $21066671.40  | 0.03%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                 | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |  14732000 | PA      | $15229281.67  | 0.02%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                 | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |  34758000 | PA      | $35829794.47  | 0.05%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                 | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |  35651000 | PA      | $36140027.15  | 0.05%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                 | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |  41838000 | PA      | $42110399.94  | 0.06%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                 | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |  32912000 | PA      | $34372064.38  | 0.05%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                           | MCCORMICK                      | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |  19295000 | PA      | $19783216.83  | 0.03%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                           | MCCORMICK                      | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |  11483000 | PA      | $11474656.20  | 0.02%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |  11100000 | PA      | $11212774.81  | 0.02%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |  27469000 | PA      | $28193904.77  | 0.04%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104059.90    | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2125000 | PA      | $2230516.67   | 0.00%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |  48078000 | PA      | $49266004.64  | 0.07%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                 | MCDONALD'S CORP                | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |  15950000 | PA      | $16344296.60  | 0.02%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                  | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   3834000 | PA      | $4002855.87   | 0.01%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                  | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |  30613000 | PA      | $31825033.44  | 0.05%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                  | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |  31313000 | PA      | $32849517.44  | 0.05%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                   | MEDTRONIC INC                  | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |  55879000 | PA      | $55268278.02  | 0.08%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                   | MEDTRONIC GLOBAL               | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |  37757000 | PA      | $38115228.05  | 0.06%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MercadoLibre Inc                                                                | MERCADOLIBRE INC               | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |  28111000 | PA      | $28013466.08  | 0.04%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  91957000 | PA      | $83129053.92  | 0.12%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  29450000 | PA      | $29967061.88  | 0.04%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  32035000 | PA      | $32783236.32  | 0.05%             | 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        |  76296000 | PA      | $78219441.30  | 0.11%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                 | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |  24675000 | PA      | $24858624.02  | 0.04%             | 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        |  34751000 | PA      | $35209439.96  | 0.05%             | 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        |  59881000 | PA      | $60461068.28  | 0.09%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                             | MERITAGE HOMES                 | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |  19902000 | PA      | $20545901.95  | 0.03%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RAE8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |  13330000 | PA      | $14981698.01  | 0.02%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RAM0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |  28807000 | PA      | $30738653.75  | 0.05%             | 2035-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |  39491000 | PA      | $41560696.05  | 0.06%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |  44676000 | PA      | $46452890.78  | 0.07%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |  29149000 | PA      | $30360248.41  | 0.04%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                    | CUSIP: 59156RCR7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   8500000 | PA      | $8438622.91   | 0.01%             | 2056-03-15      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1638943.79   | 0.00%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                 | CUSIP: 594918BK9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   6325000 | PA      | $6363312.99   | 0.01%             | 2035-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | MICRON TECH                    | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |  50728000 | PA      | $46367611.23  | 0.07%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | MICRON TECH                    | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |  27807000 | PA      | $29903808.40  | 0.04%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | MICRON TECH                    | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   6275000 | PA      | $6740326.13   | 0.01%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | MICRON TECH                    | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |  45300000 | PA      | $48505417.79  | 0.07%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | MICRON TECH                    | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2505053.43   | 0.00%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                           | MICRON TECH                    | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |  30326000 | PA      | $32967653.53  | 0.05%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   3257000 | PA      | $3314027.94   | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |  22133000 | PA      | $23267906.27  | 0.03%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |   9604000 | PA      | $9749389.02   | 0.01%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                       | MID-AMER APT LP                | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |  12075000 | PA      | $12145491.31  | 0.02%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER               | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113412.55    | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  83924000 | PA      | $75969216.02  | 0.11%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  13451000 | PA      | $12219282.66  | 0.02%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  15970000 | PA      | $14693785.32  | 0.02%             | 2033-01-19      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   7694000 | PA      | $7650092.16   | 0.01%             | 2033-04-19      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  54417000 | PA      | $56432087.72  | 0.08%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822CR3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  18171000 | PA      | $19198179.48  | 0.03%             | 2033-09-13      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  20169000 | PA      | $21249449.52  | 0.03%             | 2034-02-22      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   8670000 | PA      | $9123006.92   | 0.01%             | 2034-04-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  61844000 | PA      | $64940975.78  | 0.10%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  34837000 | PA      | $36802147.51  | 0.05%             | 2036-01-16      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  57944000 | PA      | $61323625.73  | 0.09%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  28505000 | PA      | $29180663.83  | 0.04%             | 2036-09-12      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                 | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |  48497000 | PA      | $49092124.23  | 0.07%             | 2037-01-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YBT5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   2422000 | PA      | $2181582.28   | 0.00%             | 2032-07-09      | Variable      | 2.26%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  27686000 | PA      | $25118460.06  | 0.04%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  24263000 | PA      | $25935839.50  | 0.04%             | 2033-09-13      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  29823000 | PA      | $31858794.41  | 0.05%             | 2034-05-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  25101000 | PA      | $26816051.76  | 0.04%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  25146000 | PA      | $26603161.10  | 0.04%             | 2035-05-26      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  14627000 | PA      | $15483088.56  | 0.02%             | 2035-07-10      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YDJ5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   3980000 | PA      | $4160935.43   | 0.01%             | 2036-05-13      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  58090000 | PA      | $60191130.11  | 0.09%             | 2036-07-08      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YDR7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  14738000 | PA      | $14817107.95  | 0.02%             | 2032-05-12      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL               | CUSIP: 60687YDS5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |  22617000 | PA      | $22912128.30  | 0.03%             | 2037-05-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    750000 | PA      | $651387.08    | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |  52137000 | PA      | $48365199.15  | 0.07%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1329518.61   | 0.00%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                      | MONDELEZ INT INC               | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |  16198000 | PA      | $16716118.05  | 0.02%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                    | MOODY'S CORP                   | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |  18280000 | PA      | $16411015.98  | 0.02%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                    | MOODY'S CORP                   | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |  32700000 | PA      | $32606794.00  | 0.05%             | 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        |  15560000 | PA      | $16018537.09  | 0.02%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   9459000 | PA      | $8373878.89   | 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        |  95301000 | PA      | $84549325.15  | 0.12%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  40379000 | PA      | $46750539.82  | 0.07%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        | 139519000 | PA      | $125103438.31 | 0.18%             | 2032-07-21      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        | 133654000 | PA      | $118263372.83 | 0.17%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  84087000 | PA      | $76214469.61  | 0.11%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  84078000 | PA      | $77415744.48  | 0.11%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  45297000 | PA      | $46406809.76  | 0.07%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  76298000 | PA      | $77714370.34  | 0.11%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  97519000 | PA      | $107186620.86 | 0.16%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  80893000 | PA      | $85333098.54  | 0.13%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        | 125711000 | PA      | $130107671.19 | 0.19%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  57518000 | PA      | $60057326.80  | 0.09%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  68093000 | PA      | $76384868.63  | 0.11%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  89275000 | PA      | $93291984.12  | 0.14%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  37258000 | PA      | $39216697.31  | 0.06%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  98730000 | PA      | $105424081.72 | 0.15%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        | 100226000 | PA      | $103701732.77 | 0.15%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        | 110537000 | PA      | $116811528.31 | 0.17%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  77188000 | PA      | $81120694.78  | 0.12%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  70549000 | PA      | $70180424.84  | 0.10%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  12397000 | PA      | $12333710.90  | 0.02%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                 | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $20168749.23  | 0.03%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                   | MOSAIC CO                      | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |  13091000 | PA      | $13593660.92  | 0.02%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | MOTOROLA SOLUTIO               | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   4154000 | PA      | $3853674.18   | 0.01%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | MOTOROLA SOLUTIO               | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |  26806000 | PA      | $28468985.81  | 0.04%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | MOTOROLA SOLUTIO               | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |  30934000 | PA      | $32285742.65  | 0.05%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | MOTOROLA SOLUTIO               | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |  13532000 | PA      | $14107957.57  | 0.02%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | MOTOROLA SOLUTIO               | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |  29754000 | PA      | $31315264.39  | 0.05%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV/NXP FDG                 | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  37173000 | PA      | $33545665.40  | 0.05%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV/NXP FDG                 | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  43069000 | PA      | $39436278.39  | 0.06%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV/NXP FDG                 | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  16574000 | PA      | $16920797.17  | 0.02%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV/NXP FDG                 | CUSIP: 62954HBH0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |  12911000 | PA      | $13187105.81  | 0.02%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                     | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |  32119000 | PA      | $33841019.17  | 0.05%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                            | NATIONAL FUEL GA               | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |   6361000 | PA      | $5903982.24   | 0.01%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                            | NATIONAL FUEL GA               | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |  19063000 | PA      | $20312572.86  | 0.03%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                  | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |  40136000 | PA      | $42893138.78  | 0.06%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                               | NATL GRID PLC                  | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |  27698000 | PA      | $28923495.13  | 0.04%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                                   | NATIONAL HEALTH                | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |   3423000 | PA      | $3140296.96   | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                                   | NATIONAL HEALTH                | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |   2640000 | PA      | $2672729.34   | 0.00%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                    | NNN REIT                       | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |  28944000 | PA      | $30548820.01  | 0.04%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                    | NNN REIT                       | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |  20209000 | PA      | $21137499.89  | 0.03%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   7697000 | PA      | $9239635.46   | 0.01%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   6684000 | PA      | $6597684.51   | 0.01%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  16082000 | PA      | $14050736.66  | 0.02%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                | CUSIP: 637432NY7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   5715000 | PA      | $5249478.13   | 0.01%             | 2032-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    212000 | PA      | $209442.80    | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  31521000 | PA      | $34110378.59  | 0.05%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  34949000 | PA      | $36070347.33  | 0.05%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                               | NATL RURAL UTIL                | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |  23468000 | PA      | $24377085.76  | 0.04%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  23819000 | PA      | $25662813.98  | 0.04%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                  | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |  44347000 | PA      | $47144384.09  | 0.07%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                      | NETAPP INC                     | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |  17760000 | PA      | $18510188.61  | 0.03%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                      | NETAPP INC                     | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |  27507000 | PA      | $28663016.18  | 0.04%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                    | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |  27148000 | PA      | $27986948.72  | 0.04%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp                                                                  | NEWMARKET CORP                 | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |   3546000 | PA      | $3265962.25   | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                    | NEWMONT GOLDCORP               | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |   6432000 | PA      | $6983450.84   | 0.01%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                    | NEWMONT CORP                   | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |  32877000 | PA      | $30173892.05  | 0.04%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                         | NEWMNT / NEWCRST               | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  45982000 | PA      | $48601261.67  | 0.07%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  13472000 | PA      | $12148230.20  | 0.02%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  33983000 | PA      | $35082498.32  | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  40290000 | PA      | $41584759.03  | 0.06%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   8290000 | PA      | $8583505.03   | 0.01%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  42803000 | PA      | $45538476.77  | 0.07%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   9050000 | PA      | $9408893.44   | 0.01%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  31931000 | PA      | $33866483.60  | 0.05%             | 2055-08-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  32613000 | PA      | $34192088.58  | 0.05%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                 | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |  37844000 | PA      | $39362791.30  | 0.06%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                   | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  10698000 | PA      | $9484039.41   | 0.01%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                   | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  13928000 | PA      | $14589638.57  | 0.02%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                   | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  26641000 | PA      | $27806764.75  | 0.04%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                   | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  24502000 | PA      | $25520213.46  | 0.04%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                   | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  48581000 | PA      | $50166045.49  | 0.07%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                   | CUSIP: 65473PAY1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10063712.83  | 0.01%             | 2056-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  35120000 | PA      | $32036555.91  | 0.05%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    175000 | PA      | $161401.04    | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                | CUSIP: 65535HBK4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  33268000 | PA      | $36193421.64  | 0.05%             | 2033-01-18      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                | CUSIP: 65535HBP3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    897000 | PA      | $973840.09    | 0.00%             | 2033-07-12      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  31022000 | PA      | $32962941.41  | 0.05%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  25558000 | PA      | $26638272.71  | 0.04%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                             | NOMURA HOLDINGS                | CUSIP: 65535HCE7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |  30860000 | PA      | $30936563.69  | 0.05%             | 2036-06-10      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                    | NORDSON CORP                   | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |  15942000 | PA      | $17043296.13  | 0.02%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |  27735000 | PA      | $25331897.93  | 0.04%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |  26430000 | PA      | $24675380.30  | 0.04%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |  15503000 | PA      | $15607973.81  | 0.02%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |  11898000 | PA      | $12372573.31  | 0.02%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |  25533000 | PA      | $27140017.20  | 0.04%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN               | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   3015000 | PA      | $3111183.08   | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M               | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |  26111000 | PA      | $26818275.43  | 0.04%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | NORTHERN TRST CO               | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $1729780.26   | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | NORTHERN TRST CO               | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |  29153000 | PA      | $29212612.17  | 0.04%             | 2040-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN               | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |  53562000 | PA      | $54703761.72  | 0.08%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN               | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |  36642000 | PA      | $37605521.40  | 0.06%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN               | CUSIP: 666807CP5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   3221000 | PA      | $3372965.31   | 0.00%             | 2035-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Co                                                    | NORTHWEST NATURA               | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10435625.49  | 0.02%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                         | NORTHWESTERN UNI               | CUSIP: 668444AT9<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |  19255000 | PA      | $19922911.07  | 0.03%             | 2035-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL               | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  16862000 | PA      | $15720656.22  | 0.02%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL               | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  11610000 | PA      | $11646889.02  | 0.02%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL               | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   8825000 | PA      | $8752581.89   | 0.01%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL               | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  36774000 | PA      | $37062381.50  | 0.05%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL               | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |  44110000 | PA      | $44336183.37  | 0.06%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                               | NSTAR ELECTRIC                 | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |  17834000 | PA      | $18660427.34  | 0.03%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                               | NSTAR ELECTRIC                 | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |  16950000 | PA      | $17453232.43  | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                     | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   3714000 | PA      | $3489165.52   | 0.01%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                     | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |  32346000 | PA      | $33413789.72  | 0.05%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA CORP                    | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |   8509000 | PA      | $7745947.79   | 0.01%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                    | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   2170000 | PA      | $2043260.82   | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                    | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  30169000 | PA      | $31468435.78  | 0.05%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                    | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |  23118000 | PA      | $24138094.20  | 0.04%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                              | NVENT FINANCE                  | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |   7796000 | PA      | $7073644.79   | 0.01%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                              | NVENT FINANCE                  | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |  18660000 | PA      | $19690193.93  | 0.03%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'REILLY AUTOMOT               | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1073000 | PA      | $952614.38    | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'REILLY AUTOMOT               | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |  12738000 | PA      | $12949753.96  | 0.02%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                         | O'REILLY AUTOMOT               | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |  27240000 | PA      | $27677927.16  | 0.04%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  34867000 | PA      | $39727847.19  | 0.06%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  37085000 | PA      | $43158922.59  | 0.06%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  31046000 | PA      | $32319361.51  | 0.05%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |  26324630 | PA      | $27457274.49  | 0.04%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                   | OHIO POWER CO                  | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   2902000 | PA      | $2571445.24   | 0.00%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                   | OHIO POWER CO                  | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |   3210000 | PA      | $3277926.55   | 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        |  10673000 | PA      | $11265698.84  | 0.02%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                 | OHIOHEALTH                     | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |   5220000 | PA      | $4763834.37   | 0.01%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                    | OKLAHOMA GAS & E               | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |  14942000 | PA      | $15753156.75  | 0.02%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Old National Bancorp/IN                                                         | OLD NATL BANCORP               | CUSIP: 68003DAA3<br>LEI: 549300MMK90CL5KMVX16 | Long             | DBT              | CORP              | US        |  14191000 | PA      | $14388315.80  | 0.02%             | 2036-02-15      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                 | OLD REPUB INTL                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |  17481000 | PA      | $18325664.28  | 0.03%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | OMNICOM GROUP                  | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |  42870000 | PA      | $39071068.74  | 0.06%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | OMNICOM GROUP                  | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |  15165000 | PA      | $15297618.73  | 0.02%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE               | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |  22075000 | PA      | $19927633.87  | 0.03%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC                 | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   5075000 | PA      | $5780888.41   | 0.01%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  19508000 | PA      | $19331654.27  | 0.03%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  31413000 | PA      | $31729639.75  | 0.05%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  34996000 | PA      | $37486671.47  | 0.05%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                  | ONCOR ELECTRIC D               | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |  28694000 | PA      | $29857028.28  | 0.04%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| ONE Gas Inc                                                                     | ONE GAS INC                    | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |   8305000 | PA      | $8312430.88   | 0.01%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     95000 | PA      | $101189.69    | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  14945000 | PA      | $16132783.92  | 0.02%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  57103000 | PA      | $61325937.67  | 0.09%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  34026000 | PA      | $34497755.97  | 0.05%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680CE1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  60105000 | PA      | $60319148.10  | 0.09%             | 2034-11-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  21412000 | PA      | $22355409.96  | 0.03%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680DB6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  23040000 | PA      | $23425426.87  | 0.03%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                       | ONEOK INC                      | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |  23000000 | PA      | $23442534.40  | 0.03%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  26254000 | PA      | $23998201.27  | 0.04%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  50765000 | PA      | $44462854.69  | 0.07%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  96435000 | PA      | $87654431.57  | 0.13%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  62528000 | PA      | $66038983.82  | 0.10%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  60963000 | PA      | $59573624.07  | 0.09%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  65340000 | PA      | $61382369.25  | 0.09%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  42287000 | PA      | $42441419.34  | 0.06%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10587000 | PA      | $10459866.32  | 0.02%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  95830000 | PA      | $93672356.68  | 0.14%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        | 139339000 | PA      | $134660102.96 | 0.20%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  83593000 | PA      | $83924731.66  | 0.12%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                    | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        | 180882000 | PA      | $180941728.18 | 0.27%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                       | ORIX CORP                      | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |  15990000 | PA      | $16700802.96  | 0.02%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                       | ORIX CORP                      | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |      1000 | PA      | $997.56       | 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        |  14744000 | PA      | $13437684.60  | 0.02%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                       | ORIX CORP                      | CUSIP: 686330AP6<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   5598000 | PA      | $5513130.08   | 0.01%             | 2032-04-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                       | ORIX CORP                      | CUSIP: 686330AR2<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |   9006000 | PA      | $9420053.56   | 0.01%             | 2032-09-13      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                  | ORLANDO HEALTH                 | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  17945000 | PA      | $19088793.39  | 0.03%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                             | OTIS WORLDWIDE                 | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |  30839000 | PA      | $32251424.43  | 0.05%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                             | OTIS WORLDWIDE                 | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |  16965000 | PA      | $17454880.27  | 0.03%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | OVINTIV INC                    | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |   8856000 | PA      | $9552127.74   | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                   | OWENS CORNING                  | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |  35679000 | PA      | $37832463.40  | 0.06%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                     | BLUE OWL CREDIT                | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |  19795000 | PA      | $19899427.93  | 0.03%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                 | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |   6388000 | PA      | $6574955.20   | 0.01%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                 | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |  21730000 | PA      | $22041962.32  | 0.03%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475BA2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  46948000 | PA      | $42764929.68  | 0.06%             | 2032-04-23      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  48674000 | PA      | $48566560.48  | 0.07%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  37511000 | PA      | $40716565.33  | 0.06%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  20570000 | PA      | $21221888.97  | 0.03%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  30398000 | PA      | $32822062.54  | 0.05%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  91448000 | PA      | $103809341.82 | 0.15%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  66216000 | PA      | $70210678.51  | 0.10%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  29447000 | PA      | $30668018.56  | 0.04%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  73772000 | PA      | $75387340.80  | 0.11%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  78652000 | PA      | $82844195.42  | 0.12%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   4280000 | PA      | $4433326.24   | 0.01%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                  | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |  42619000 | PA      | $43034840.54  | 0.06%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                              | PPG INDUSTRIES                 | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |  20400000 | PA      | $20500197.22  | 0.03%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                     | PPL ELECTRIC UTI               | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |  23862000 | PA      | $24625006.86  | 0.04%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                     | PPL ELECTRIC UTI               | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |  19161000 | PA      | $19598589.03  | 0.03%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc                                                         | PPL CAPITAL FDG                | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |  32516000 | PA      | $33572863.01  | 0.05%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | DUKE ENERGY IND                | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |   1995000 | PA      | $2184301.20   | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                           | PACCAR FINL CORP               | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |  10258000 | PA      | $10648646.05  | 0.02%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  29893000 | PA      | $27332122.97  | 0.04%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  39950000 | PA      | $37639079.02  | 0.06%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29695.05     | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  19805000 | PA      | $20973878.34  | 0.03%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  28345000 | PA      | $30457020.98  | 0.04%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  41113000 | PA      | $44779794.98  | 0.07%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  35546000 | PA      | $39989053.71  | 0.06%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263229.65    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  52433000 | PA      | $54659514.88  | 0.08%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  21551000 | PA      | $22925528.31  | 0.03%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  32165000 | PA      | $32783929.85  | 0.05%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC               | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   7692000 | PA      | $7714635.56   | 0.01%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    195000 | PA      | $225566.62    | 0.00%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   5081000 | PA      | $5270682.31   | 0.01%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                      | PACIFICORP                     | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |  55980000 | PA      | $57482974.17  | 0.08%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                       | PACKAGING CORP                 | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $2070375.10   | 0.00%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                       | PACKAGING CORP                 | CUSIP: 695156AY5<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |  19785000 | PA      | $20277250.69  | 0.03%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                     | OVINTIV INC                    | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |  16260000 | PA      | $18220054.59  | 0.03%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                            | PARKER-HANNIFIN                | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   6623000 | PA      | $6536654.53   | 0.01%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                        | PATTERSON-UTI                  | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |   7132000 | PA      | $7813744.68   | 0.01%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                     | PAYCHEX INC                    | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |  52630000 | PA      | $53963870.47  | 0.08%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                     | PAYCHEX INC                    | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |  36783000 | PA      | $37693160.54  | 0.06%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PAYPAL HOLDING                 | CUSIP: 70450YAL7<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |  49277000 | PA      | $49393080.04  | 0.07%             | 2032-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PAYPAL HOLDING                 | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |  18895000 | PA      | $19236359.95  | 0.03%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                             | PAYPAL HOLDING                 | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |  19559000 | PA      | $19726506.45  | 0.03%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                     | PEACEHEALTH OBLI               | CUSIP: 70462GAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3190000 | PA      | $3257512.94   | 0.00%             | 2032-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Pentair Finance Sarl                                                            | PENTAIR FINANCE                | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |  17974000 | PA      | $19264499.28  | 0.03%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  20296000 | PA      | $18555514.92  | 0.03%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  10772000 | PA      | $9577851.59   | 0.01%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  51240000 | PA      | $46009921.04  | 0.07%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  12271000 | PA      | $12177043.73  | 0.02%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448FY9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   9105000 | PA      | $9414184.90   | 0.01%             | 2034-07-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  44027000 | PA      | $45596620.49  | 0.07%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  52715000 | PA      | $54336038.32  | 0.08%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                    | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |  59343000 | PA      | $61471999.13  | 0.09%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte Ltd                                           | PEPSICO SINGAP                 | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $508334.80    | 0.00%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                     | REVVITY INC                    | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   8608000 | PA      | $7657646.89   | 0.01%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                           | PFIZER INVSTMNT                | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        | 175603000 | PA      | $179243700.58 | 0.26%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |  59931000 | PA      | $53481669.36  | 0.08%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |  36039000 | PA      | $36600307.40  | 0.05%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                      | PFIZER INC                     | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |  67033000 | PA      | $68315732.63  | 0.10%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  10671000 | PA      | $9611980.90   | 0.01%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  40326000 | PA      | $43486673.75  | 0.06%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  75315000 | PA      | $79448104.84  | 0.12%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  40119000 | PA      | $43030150.24  | 0.06%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  79703000 | PA      | $83460159.34  | 0.12%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  38783000 | PA      | $39873243.41  | 0.06%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  11481000 | PA      | $11703788.49  | 0.02%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2030717.05   | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  54047000 | PA      | $53892743.21  | 0.08%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN               | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |  23245000 | PA      | $22999098.17  | 0.03%             | 2035-10-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | PHILLIPS EDIS                  | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |  14132000 | PA      | $12831606.28  | 0.02%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | PHILLIPS EDIS                  | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |    805000 | PA      | $852247.48    | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | PHILLIPS EDIS                  | CUSIP: 71845JAC2<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |  15224000 | PA      | $15231787.13  | 0.02%             | 2035-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | PHILLIPS EDIS                  | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |  16500000 | PA      | $17036489.03  | 0.02%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                     | PHILLIPS 66                    | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |   6771000 | PA      | $6718756.67   | 0.01%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | PHILLIPS 66 CO                 | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |  51034000 | PA      | $53028384.07  | 0.08%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | PHILLIPS 66 CO                 | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |  49407000 | PA      | $51620516.22  | 0.08%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | PHILLIPS 66 CO                 | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |  19972000 | PA      | $20209863.47  | 0.03%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                  | PHILLIPS 66 CO                 | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |  15413000 | PA      | $15499698.13  | 0.02%             | 2056-03-15      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                      | PHYSICIANS REALT               | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   9027000 | PA      | $8201987.69   | 0.01%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                         | PIEDMONT HLTH                  | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |   4513000 | PA      | $4019716.68   | 0.01%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                     | PIEDMONT NAT GAS               | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |   6573000 | PA      | $6908469.27   | 0.01%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                     | PIEDMONT NAT GAS               | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |  23286000 | PA      | $23843525.60  | 0.03%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                               | PIEDMONT OPERAT                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   5373000 | PA      | $4683172.24   | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                               | PIEDMONT OPERAT                | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |   3887000 | PA      | $3903820.41   | 0.01%             | 2033-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                            | PILGRIM'S PRIDE                | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |  31473000 | PA      | $29368203.16  | 0.04%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                            | PILGRIM'S PRIDE                | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |  26554000 | PA      | $26037044.94  | 0.04%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                            | PILGRIM'S PRIDE                | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |  28974000 | PA      | $31210259.63  | 0.05%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                            | PILGRIM'S PRIDE                | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |  18746000 | PA      | $21005102.38  | 0.03%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  16554000 | PA      | $17278627.32  | 0.03%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                 | PLAINS ALL AMER                | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |  47793000 | PA      | $50452044.67  | 0.07%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20835000 | PA      | $21378947.38  | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Polaris Inc                                                                     | POLARIS INC                    | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |   4688000 | PA      | $4770172.89   | 0.01%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                       | POTOMAC ELECTRIC               | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130395.28    | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                        | PRES & FELLOWS                 | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   9380000 | PA      | $9618686.80   | 0.01%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                        | PRES & FELLOWS                 | CUSIP: 740816AT0<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |   4950000 | PA      | $5298294.60   | 0.01%             | 2036-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Primerica Inc                                                                   | PRIMERICA INC                  | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |  31411000 | PA      | $28723057.04  | 0.04%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                   | PRINCIPAL FINL                 | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |  15188000 | PA      | $15900759.43  | 0.02%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  28407000 | PA      | $31439259.41  | 0.05%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  14175000 | PA      | $12606453.10  | 0.02%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718FQ7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  26691000 | PA      | $24386504.69  | 0.04%             | 2031-04-23      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718FW4<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1199753.13   | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25201.33     | 0.00%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  27908000 | PA      | $28607275.39  | 0.04%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   5387000 | PA      | $5501860.08   | 0.01%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  48045000 | PA      | $48311693.74  | 0.07%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                         | PROCTER & GAMBLE               | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |  14635000 | PA      | $14577679.60  | 0.02%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                             | PROGRESS ENERGY                | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |  17906000 | PA      | $20636063.76  | 0.03%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                             | PROGRESS ENERGY                | CUSIP: 743263AG0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |  32566000 | PA      | $36808249.10  | 0.05%             | 2031-10-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP               | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |   8339000 | PA      | $9262695.55   | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP               | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |  33364000 | PA      | $30957113.80  | 0.05%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP               | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |  10572000 | PA      | $10896525.97  | 0.02%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       500 | PA      | $500.25       | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XBT7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   5505000 | PA      | $5585350.53   | 0.01%             | 2033-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |  13006000 | PA      | $11702753.38  | 0.02%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |  35590000 | PA      | $36238030.22  | 0.05%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |  29469000 | PA      | $30520592.09  | 0.04%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |  20029000 | PA      | $20548484.90  | 0.03%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |  23940000 | PA      | $24468530.33  | 0.04%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                     | PROLOGIS LP                    | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |  34504000 | PA      | $35897496.15  | 0.05%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | ST JOSEPH HLTH                 | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3565000 | PA      | $3728533.55   | 0.01%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                     | ST JOSEPH HLTH                 | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  36769000 | PA      | $38525663.23  | 0.06%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |  47903000 | PA      | $47162819.33  | 0.07%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |  36793000 | PA      | $38113564.85  | 0.06%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   5865000 | PA      | $6285963.70   | 0.01%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |  35739000 | PA      | $37673117.70  | 0.06%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |  13579000 | PA      | $14851835.75  | 0.02%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                 | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   7874000 | PA      | $8069962.80   | 0.01%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                     | PRU FUNDING ASIA               | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |  21322000 | PA      | $20642086.85  | 0.03%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO               | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |  21321000 | PA      | $18979571.64  | 0.03%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO               | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   2471000 | PA      | $2454576.74   | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO               | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |  16993000 | PA      | $17693921.44  | 0.03%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO               | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |  20388000 | PA      | $20821402.18  | 0.03%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                   | PUB SVC OKLAHOMA               | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   1041000 | PA      | $932905.39    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                   | PUB SVC OKLAHOMA               | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |   8112000 | PA      | $8399342.68   | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                   | PUB SVC OKLAHOMA               | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |  24608000 | PA      | $25091644.56  | 0.04%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                   | PUB SVC OKLAHOMA               | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    881000 | PA      | $912895.14    | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                              | PUB SVC NEW HAMP               | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |  15074000 | PA      | $15915938.03  | 0.02%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QCH7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1542409.69   | 0.00%             | 2031-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |  18381000 | PA      | $17281553.24  | 0.03%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |  15854000 | PA      | $16379050.89  | 0.02%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |  22948000 | PA      | $23213932.20  | 0.03%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |  12316000 | PA      | $12871494.17  | 0.02%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   9064000 | PA      | $9443257.40   | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |  30742000 | PA      | $31257257.09  | 0.05%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |  36668000 | PA      | $37855947.89  | 0.06%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                 | CUSIP: 74456QCW4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |   6037000 | PA      | $6149075.45   | 0.01%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                 | CUSIP: 744573AU0<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |  32824000 | PA      | $29744793.27  | 0.04%             | 2031-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                 | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   3561000 | PA      | $3862682.88   | 0.01%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                 | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |  12883000 | PA      | $13465434.34  | 0.02%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                 | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |  13829000 | PA      | $14355885.33  | 0.02%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                     | PUBLIC STORAGE                 | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |  18950000 | PA      | $17148561.44  | 0.03%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                     | PUBLIC STORAGE                 | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |  36495000 | PA      | $33463042.66  | 0.05%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                     | PUBLIC STORAGE                 | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |  13364000 | PA      | $13925466.23  | 0.02%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                     | PUBLIC STORAGE                 | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   9630000 | PA      | $9893562.02   | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                | PUGET ENERGY                   | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |  26513000 | PA      | $27418175.94  | 0.04%             | 2035-03-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                          | PUGET SOUND ENRG               | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |  14004000 | PA      | $14585488.03  | 0.02%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                  | PULTE HOMES INC                | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12990000 | PA      | $15333136.00  | 0.02%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                  | PULTE HOMES INC                | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10171000 | PA      | $11317767.05  | 0.02%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                  | PULTE HOMES INC                | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1648707.95   | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                  | PULTEGROUP INC                 | CUSIP: 745867AZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5850000 | PA      | $5854165.61   | 0.01%             | 2036-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |  27680000 | PA      | $23928988.87  | 0.04%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BQ5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   8265000 | PA      | $8323634.06   | 0.01%             | 2032-05-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   9673000 | PA      | $10294121.38  | 0.02%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |  35619000 | PA      | $36588693.50  | 0.05%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                    | QUALCOMM INC                   | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |  36626000 | PA      | $37479261.40  | 0.05%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | QUANTA SERVICES                | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |  24051000 | PA      | $21482576.27  | 0.03%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | QUANTA SERVICES                | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |  21275000 | PA      | $22043345.28  | 0.03%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | QUANTA SERVICES                | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |  19619000 | PA      | $19848415.12  | 0.03%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | QUANTA SERVICES                | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |  18203000 | PA      | $18522196.08  | 0.03%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | QUEST DIAGNOSTIC               | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |  39619000 | PA      | $36919423.37  | 0.05%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | QUEST DIAGNOSTIC               | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |  10193000 | PA      | $11388439.16  | 0.02%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | QUEST DIAGNOSTIC               | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |  24058000 | PA      | $24616978.81  | 0.04%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                | RELX CAPITAL INC               | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |  30198000 | PA      | $30761482.95  | 0.05%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                | RELX CAPITAL INC               | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |  17279000 | PA      | $17784494.61  | 0.03%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                           | RPM INTL INC                   | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |   6722000 | PA      | $6181466.72   | 0.01%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                               | RALPH LAUREN                   | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |  40442000 | PA      | $42090873.25  | 0.06%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                     | RAYMOND JAMES                  | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |  20721000 | PA      | $20668658.69  | 0.03%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rayonier LP                                                                     | RAYONIER LP                    | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |   1838000 | PA      | $1681945.78   | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                       | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  38845000 | PA      | $34552036.74  | 0.05%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                       | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  57880000 | PA      | $52179449.61  | 0.08%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                       | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  51582000 | PA      | $53973300.52  | 0.08%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                       | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  10512000 | PA      | $11399020.27  | 0.02%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |  60208000 | PA      | $66538812.02  | 0.10%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  24486000 | PA      | $22278672.35  | 0.03%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  28679000 | PA      | $30654990.28  | 0.04%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    185000 | PA      | $189267.88    | 0.00%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    160000 | PA      | $146434.79    | 0.00%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  19421000 | PA      | $20089753.93  | 0.03%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  28378000 | PA      | $29179249.28  | 0.04%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                  | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |  15700000 | PA      | $15731425.86  | 0.02%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                              | REGAL REXNORD                  | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |  39052000 | PA      | $42522542.88  | 0.06%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                              | REGENCY CENTERS                | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   7425000 | PA      | $7700107.22   | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                              | REGENCY CENTERS                | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |  14455000 | PA      | $14776043.66  | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                              | REGENCY CENTERS                | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |  11052000 | PA      | $11374819.17  | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                              | REGENCY CENTERS                | CUSIP: 75884RBF9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   3004000 | PA      | $3003464.37   | 0.00%             | 2033-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                          | REGIONS FINL                   | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |  23496000 | PA      | $24300650.28  | 0.04%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | REINSURANCE GRP                | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   6287000 | PA      | $6720828.83   | 0.01%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | REINSURANCE GRP                | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |  21540000 | PA      | $22517990.04  | 0.03%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                | REINSURANCE GRP                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |  21110000 | PA      | $21835293.69  | 0.03%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                      | RENAISSANCERE                  | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |  16354000 | PA      | $17242355.97  | 0.03%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                      | RENAISSANCERE HO               | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |  25920000 | PA      | $27142248.61  | 0.04%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                  | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |  30771000 | PA      | $26872307.49  | 0.04%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                  | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   5518000 | PA      | $4880354.20   | 0.01%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                  | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |  30996000 | PA      | $32111966.30  | 0.05%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                  | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    856000 | PA      | $891227.67    | 0.00%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                  | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |  23078000 | PA      | $24137247.75  | 0.04%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                           | REPUBLIC SVCS                  | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |  38435000 | PA      | $40082183.57  | 0.06%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                    | REXFORD INDUS RE               | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |  19829000 | PA      | $17599956.98  | 0.03%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                           | REYNOLDS AMERICA               | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |  43393000 | PA      | $45766601.59  | 0.07%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                       | RIO TINTO FINANC               | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    537000 | PA      | $557135.92    | 0.00%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                       | RIO TINTO FIN PL               | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |  49687000 | PA      | $51642548.58  | 0.08%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                       | RIO TINTO FIN PL               | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |  72090000 | PA      | $75336983.57  | 0.11%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                         | ROCKWELL AUTOMAT               | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |  27388000 | PA      | $24257896.92  | 0.04%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  68555000 | PA      | $65481092.02  | 0.10%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |  42765000 | PA      | $43648779.98  | 0.06%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                                                     | ROLLINS INC                    | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |  12193000 | PA      | $12535920.79  | 0.02%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                          | ROPER TECHNOLOGI               | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  30550000 | PA      | $30818552.67  | 0.05%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                          | ROPER TECHNOLOGI               | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  28227000 | PA      | $28004511.05  | 0.04%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                          | ROPER TECHNOLOGI               | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  25273000 | PA      | $25191132.13  | 0.04%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                          | ROPER TECHNOLOGI               | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |  25883000 | PA      | $22741936.11  | 0.03%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                 | ROSS STORES INC                | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |  11008000 | PA      | $9815100.55   | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  67919000 | PA      | $62000336.22  | 0.09%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  37581000 | PA      | $36911311.00  | 0.05%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  67737000 | PA      | $70245281.83  | 0.10%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  17660000 | PA      | $18325407.78  | 0.03%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                            | ROYAL BK CANADA                | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  38232000 | PA      | $40233523.36  | 0.06%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  28781000 | PA      | $29382752.47  | 0.04%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                     | ROYAL CARIBBEAN                | CUSIP: 78017TAC7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  46300000 | PA      | $46637629.27  | 0.07%             | 2033-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | ROYALTY PHARMA                 | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |  26019000 | PA      | $23871775.49  | 0.03%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | ROYALTY PHARM                  | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |  23302000 | PA      | $20817634.52  | 0.03%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                              | ROYALTY PHARM                  | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |  22218000 | PA      | $22566420.60  | 0.03%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                | RYDER SYSTEM INC               | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |  13625000 | PA      | $15347910.89  | 0.02%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                 | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |  62579000 | PA      | $58227260.17  | 0.09%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                  | S&P GLOBAL INC                 | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |  14199000 | PA      | $14975575.44  | 0.02%             | 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        |   8802000 | PA      | $8818007.75   | 0.01%             | 2035-12-04      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Sabra Health Care LP                                                            | SABRA HEALTH CAR               | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |  45799000 | PA      | $42362093.04  | 0.06%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                        | SAFEHOLD GL HLD                | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    900000 | PA      | $970537.78    | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                        | SAFEHOLD GL HLD                | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |   8327000 | PA      | $8687838.66   | 0.01%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                        | SAFEHOLD GL HLD                | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |  22912000 | PA      | $21165291.88  | 0.03%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                        | SAFEHOLD GL HLD                | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |    360000 | PA      | $329200.27    | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE.COM                 | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |  45765000 | PA      | $40698571.63  | 0.06%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   2541000 | PA      | $2365309.08   | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |  48216000 | PA      | $50265708.85  | 0.07%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                 | SANDS CHINA LTD                | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |  17381000 | PA      | $16172699.02  | 0.02%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                       | SANOFI SA                      | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |  40935000 | PA      | $41049220.11  | 0.06%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP               | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   6796000 | PA      | $6308448.48   | 0.01%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP               | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  29822000 | PA      | $29843953.81  | 0.04%             | 2036-09-22      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLD                 | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |  23555000 | PA      | $25376125.14  | 0.04%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | SCHERING-PLOUGH                | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   6534000 | PA      | $7445549.55   | 0.01%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  30443000 | PA      | $26974489.73  | 0.04%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  37945000 | PA      | $34687081.53  | 0.05%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  28063000 | PA      | $24864469.01  | 0.04%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  57247000 | PA      | $52892592.03  | 0.08%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  60384000 | PA      | $64831525.84  | 0.09%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   9280000 | PA      | $10127390.03  | 0.01%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                 | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  25369000 | PA      | $25370759.47  | 0.04%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                   | SELECTIVE INS GP               | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |  13635000 | PA      | $14433647.41  | 0.02%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA                         | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |  31235000 | PA      | $32896332.73  | 0.05%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA                         | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |  45306000 | PA      | $46196864.05  | 0.07%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA                         | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |  17665000 | PA      | $18026490.27  | 0.03%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                          | SEMPRA                         | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |  10644000 | PA      | $10907037.51  | 0.02%             | 2056-04-01      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                  | SHELL INTL FIN                 | CUSIP: 822582BE1<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1141000 | PA      | $1147162.15   | 0.00%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | SHELL FINANCE US               | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  26906000 | PA      | $26213276.60  | 0.04%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | SHELL FINANCE US               | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  24485000 | PA      | $24770095.14  | 0.04%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS               | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |  18819000 | PA      | $16701193.69  | 0.02%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS               | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |  33855000 | PA      | $34858429.87  | 0.05%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS               | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |  28684000 | PA      | $29475121.76  | 0.04%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                         | SIERRA PAC POWER               | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3580729.56   | 0.01%             | 2055-12-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    747000 | PA      | $681713.98    | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |  10622000 | PA      | $9498153.20   | 0.01%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |  30376000 | PA      | $27691699.23  | 0.04%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |  19042000 | PA      | $20201784.89  | 0.03%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |  13275000 | PA      | $14670041.33  | 0.02%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |  31574000 | PA      | $31751084.82  | 0.05%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                         | SIMON PROP GP LP               | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |  29787000 | PA      | $30506942.62  | 0.04%             | 2035-10-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                       | SOUTH BOW USA                  | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |  40972000 | PA      | $41743520.24  | 0.06%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                          | SKYWORKS SOLUT                 | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |  22977000 | PA      | $20918400.61  | 0.03%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                              | SMITH & NEPHEW                 | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |  25557000 | PA      | $26597701.50  | 0.04%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                              | JM SMUCKER CO                  | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   3380000 | PA      | $3237655.80   | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                              | JM SMUCKER CO                  | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |  10191000 | PA      | $8950013.08   | 0.01%             | 2032-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                              | JM SMUCKER CO                  | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |  43382000 | PA      | $47546132.46  | 0.07%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | SMURFIT KAPPA                  | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |  53301000 | PA      | $55559644.54  | 0.08%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                  | SMURFIT WESTROCK               | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |  21946000 | PA      | $22775676.55  | 0.03%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                  | SMURFIT WESTROCK               | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |  43608000 | PA      | $44420082.05  | 0.07%             | 2036-01-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | SOLVENTUM CORP                 | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  20645000 | PA      | $21643975.52  | 0.03%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                  | SOLVENTUM CORP                 | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  62661000 | PA      | $65465514.64  | 0.10%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                              | SONOCO PRODUCTS                | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |  16340000 | PA      | $16480718.74  | 0.02%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |   3095000 | PA      | $3479294.39   | 0.01%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    699000 | PA      | $736619.61    | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  22696000 | PA      | $24193841.64  | 0.04%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   3970000 | PA      | $4146570.19   | 0.01%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  21183000 | PA      | $19339645.78  | 0.03%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2585283.06   | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  25729000 | PA      | $27580336.25  | 0.04%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   6995000 | PA      | $7105801.95   | 0.01%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  37485000 | PA      | $39207161.19  | 0.06%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400JG9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  50962000 | PA      | $52391038.50  | 0.08%             | 2035-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |  18600000 | PA      | $18678443.03  | 0.03%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS               | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |  19613000 | PA      | $20411508.19  | 0.03%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS               | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |  20298000 | PA      | $20863937.22  | 0.03%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS               | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |  10338000 | PA      | $10874037.08  | 0.02%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                    | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  19922000 | PA      | $21327796.36  | 0.03%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                    | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  39537000 | PA      | $40964236.54  | 0.06%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                    | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  31361000 | PA      | $33326118.40  | 0.05%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                    | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  35291000 | PA      | $35222608.86  | 0.05%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                    | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  57576000 | PA      | $60281825.65  | 0.09%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                            | SOUTHERN COPPER                | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |  35612000 | PA      | $42406023.06  | 0.06%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | SOUTHERN GAS                   | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |   5431000 | PA      | $5629729.76   | 0.01%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | SOUTHERN GAS                   | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |  27179000 | PA      | $29003303.01  | 0.04%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | SOUTHERN GAS                   | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |  18785000 | PA      | $19076390.79  | 0.03%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | SOUTHERN GAS                   | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    395000 | PA      | $402163.74    | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                               | SOUTHERN POWER                 | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |  15466000 | PA      | $15442683.13  | 0.02%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                  | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |  23626000 | PA      | $23438484.11  | 0.03%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                              | SOUTHWEST GAS                  | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |  27747000 | PA      | $27158274.22  | 0.04%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTN EL PR               | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |   9605000 | PA      | $9947278.18   | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                              | EXPAND ENRGY                   | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |  25408000 | PA      | $25369828.46  | 0.04%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                  | SOUTHWESTERN PUB               | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |  17521000 | PA      | $18084078.61  | 0.03%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                       | SPIRE INC                      | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   8224000 | PA      | $8270714.31   | 0.01%             | 2056-06-01      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Spire Inc                                                                       | SPIRE INC                      | CUSIP: 84857LAF8<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3224840.49   | 0.00%             | 2031-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Spire Missouri Inc                                                              | SPIRE MISSOURI                 | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |  10439000 | PA      | $10675707.58  | 0.02%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Spire Missouri Inc                                                              | SPIRE MISSOURI                 | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |   9273000 | PA      | $9599226.27   | 0.01%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                             | SPRINT CAP CORP                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |  63470000 | PA      | $77499444.70  | 0.11%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                      | STANLEY BLACK                  | CUSIP: 854502AQ4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |  15804000 | PA      | $14530232.50  | 0.02%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                 | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |  43521000 | PA      | $40630073.67  | 0.06%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                 | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |  15859000 | PA      | $16252114.57  | 0.02%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                 | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    550000 | PA      | $567578.31    | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                 | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   4565000 | PA      | $4809510.08   | 0.01%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP               | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  23384000 | PA      | $21285241.25  | 0.03%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP               | CUSIP: 857477BT9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    870000 | PA      | $791543.24    | 0.00%             | 2033-02-07      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP               | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   3259000 | PA      | $3269767.66   | 0.00%             | 2033-05-13      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP               | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  16655000 | PA      | $16434068.67  | 0.02%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP               | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  18635000 | PA      | $18998316.24  | 0.03%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP               | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  29719000 | PA      | $30838275.19  | 0.05%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP               | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  14808000 | PA      | $16071553.27  | 0.02%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP               | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  41969000 | PA      | $42884749.16  | 0.06%             | 2032-10-22      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP               | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  17934000 | PA      | $18459252.70  | 0.03%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP               | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |  29149000 | PA      | $29100264.77  | 0.04%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS                 | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |  18737000 | PA      | $19468232.23  | 0.03%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                              | STEEL DYNAMICS                 | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |  37461000 | PA      | $38424172.16  | 0.06%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                     | STERIS PLC                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |  11175000 | PA      | $10377277.13  | 0.02%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp                                               | STEWART INFO SRV               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |  12612000 | PA      | $11402606.02  | 0.02%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                               | STORE CAPITA                   | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |   6864000 | PA      | $6145279.68   | 0.01%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |  14680000 | PA      | $14720226.66  | 0.02%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                   | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |  47109000 | PA      | $48870773.62  | 0.07%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  40822000 | PA      | $36662916.04  | 0.05%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  62080000 | PA      | $66605440.32  | 0.10%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  26460000 | PA      | $28492882.55  | 0.04%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   7532000 | PA      | $8125579.90   | 0.01%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  51752000 | PA      | $54508064.73  | 0.08%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  67826000 | PA      | $71774616.88  | 0.11%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  23220000 | PA      | $24526885.02  | 0.04%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  35673000 | PA      | $38081765.63  | 0.06%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   8703000 | PA      | $8946986.41   | 0.01%             | 2033-07-08      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  13949000 | PA      | $14430907.42  | 0.02%             | 2036-07-08      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSU                 | CUSIP: 86562MEF3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |  38273000 | PA      | $38721906.53  | 0.06%             | 2037-01-15      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                    | SUN COMMUNITIES                | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |  23898000 | PA      | $21932910.51  | 0.03%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                    | SUN COMMUNITIES                | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |  20637000 | PA      | $20237060.86  | 0.03%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR ENERGY                  | CUSIP: 867229AC0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |   9315000 | PA      | $10545222.92  | 0.02%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR ENERGY                  | CUSIP: 867229AD8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |  17575000 | PA      | $18872925.30  | 0.03%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                   | SUTTER HEALTH                  | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   4599000 | PA      | $4270030.18   | 0.01%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                   | SUTTER HEALTH                  | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |   4933000 | PA      | $5134424.63   | 0.01%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                   | SUTTER HEALTH                  | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |  14631000 | PA      | $15350597.30  | 0.02%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                   | SUTTER HEALTH                  | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |  49333000 | PA      | $52419899.13  | 0.08%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                           | SUZANO NETHERLAN               | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |  29847000 | PA      | $30070619.80  | 0.04%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                             | SUZANO AUSTRIA                 | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |  38131000 | PA      | $34604563.62  | 0.05%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                   | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  49743000 | PA      | $51283334.87  | 0.08%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                   | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |  74747000 | PA      | $76329701.32  | 0.11%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                  | SYNNEX CORP                    | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   3487000 | PA      | $3161806.23   | 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        |   9785000 | PA      | $10360519.79  | 0.02%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                  | TD SYNNEX CORP                 | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |  37256000 | PA      | $37049603.45  | 0.05%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANC               | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  24927000 | PA      | $22369098.10  | 0.03%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANC               | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   4470000 | PA      | $4554519.03   | 0.01%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                             | SYNCHRONY FINANC               | CUSIP: 87165BAZ6<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3650000 | PA      | $3625944.96   | 0.01%             | 2032-02-25      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                     | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  26475000 | PA      | $24025086.41  | 0.04%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                     | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  12938000 | PA      | $14105163.80  | 0.02%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                     | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  15204000 | PA      | $15877729.54  | 0.02%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                     | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |  11999000 | PA      | $12026828.25  | 0.02%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| System Energy Resources Inc                                                     | SYSTEM ENG RES                 | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18032000 | PA      | $18403585.89  | 0.03%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending Inc                                                     | CARLYLE SECURED                | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |   9650000 | PA      | $9327250.63   | 0.01%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                 | TJX COS INC                    | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |  17532000 | PA      | $15606169.30  | 0.02%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  55444000 | PA      | $53528860.77  | 0.08%             | 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        |  18756000 | PA      | $16832328.71  | 0.02%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  37740000 | PA      | $34925139.02  | 0.05%             | 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        |  28479000 | PA      | $25929071.31  | 0.04%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  51929000 | PA      | $54013932.79  | 0.08%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  79963000 | PA      | $82453849.21  | 0.12%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  19468000 | PA      | $20796475.77  | 0.03%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  55414000 | PA      | $57180973.33  | 0.08%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  39509000 | PA      | $39268126.61  | 0.06%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  58070000 | PA      | $60269222.63  | 0.09%             | 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        |  25639000 | PA      | $26537925.00  | 0.04%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4790000 | PA      | $5419896.03   | 0.01%             | 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        |  14943000 | PA      | $15040131.98  | 0.02%             | 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        |  27519000 | PA      | $27772350.12  | 0.04%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC               | CUSIP: 87264ADZ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |  36324000 | PA      | $36546786.95  | 0.05%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                       | TPG OPERATING GR               | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |  22501000 | PA      | $23282432.33  | 0.03%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                       | TPG OPERATING GR               | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   6903000 | PA      | $6827595.76   | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                  | TR FINANCE LLC                 | CUSIP: 87268LAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1765000 | PA      | $1836419.99   | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                       | TPG OPERATING GR               | CUSIP: 87268QAA4<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |   5921000 | PA      | $5946467.62   | 0.01%             | 2031-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                               | TSMC ARIZONA                   | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |  42613000 | PA      | $39402009.80  | 0.06%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                               | TSMC ARIZONA                   | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |  22620000 | PA      | $22921352.90  | 0.03%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | TAKE-TWO INTERAC               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |  10034000 | PA      | $9786412.71   | 0.01%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | TAKE-TWO INTERAC               | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |  10178000 | PA      | $10595872.84  | 0.02%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                   | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |  29928000 | PA      | $31208901.01  | 0.05%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing Inc                                                         | TAKEDA US                      | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |  54467000 | PA      | $56004906.40  | 0.08%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                               | TAMPA ELECTRIC                 | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |  29750000 | PA      | $30500735.12  | 0.04%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                            | TANGER PROP LP                 | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |  26740000 | PA      | $24461633.65  | 0.04%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                    | TAPESTRY INC                   | CUSIP: 876030AA5<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |  23505000 | PA      | $21819533.90  | 0.03%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                    | TAPESTRY INC                   | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |  13837000 | PA      | $14345797.89  | 0.02%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS               | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8444000 | PA      | $8549711.56   | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp             | TARGA RES PRTNRS               | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  50478000 | PA      | $49017237.67  | 0.07%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                    | CUSIP: 87612EAK2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |  11879000 | PA      | $13279860.55  | 0.02%             | 2032-11-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                    | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |  28145000 | PA      | $28789605.17  | 0.04%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                    | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |  10308000 | PA      | $10437164.22  | 0.02%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                    | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |  33352000 | PA      | $33346443.34  | 0.05%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                    | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |  18609000 | PA      | $19102120.30  | 0.03%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                     | TARGET CORP                    | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   6590000 | PA      | $6845246.54   | 0.01%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1861000 | PA      | $1808144.07   | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  45236000 | PA      | $50084282.09  | 0.07%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  45709000 | PA      | $47290900.53  | 0.07%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  31400000 | PA      | $32542185.44  | 0.05%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |  19915000 | PA      | $20713116.61  | 0.03%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                       | TELEDYNE TECH                  | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |  31358000 | PA      | $29306746.16  | 0.04%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                      | TELUS CORP                     | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |  29428000 | PA      | $27502259.70  | 0.04%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission LP                                                   | TEXAS EAST TRANS               | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |   7999000 | PA      | $9097168.04   | 0.01%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT               | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |  19033000 | PA      | $17091288.45  | 0.03%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT               | CUSIP: 882508BP8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   9473000 | PA      | $9205692.31   | 0.01%             | 2032-08-16      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT               | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |  24824000 | PA      | $25760015.75  | 0.04%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT               | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |  36042000 | PA      | $37207757.78  | 0.05%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENT               | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |  10425000 | PA      | $10859740.76  | 0.02%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                     | TEXTRON INC                    | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |  21119000 | PA      | $23096294.37  | 0.03%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                     | TEXTRON INC                    | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |  16149000 | PA      | $16972649.82  | 0.02%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  45603000 | PA      | $46734379.79  | 0.07%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  64648000 | PA      | $58093772.01  | 0.09%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  13774000 | PA      | $14292136.47  | 0.02%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  26676000 | PA      | $27835558.69  | 0.04%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2859714.33   | 0.00%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   7550000 | PA      | $7605568.07   | 0.01%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  31463000 | PA      | $31805165.06  | 0.05%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  37940000 | PA      | $38275586.98  | 0.06%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556DH2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   8098000 | PA      | $8192441.13   | 0.01%             | 2033-06-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                  | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  11931000 | PA      | $12130455.94  | 0.02%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                           | 3M CO                          | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |  23072000 | PA      | $23829158.99  | 0.03%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                               | TIME WARNER ENT                | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  21458000 | PA      | $25132810.45  | 0.04%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                                                   | TIMKEN CO                      | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |  12113000 | PA      | $11799838.92  | 0.02%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                      | TOLL BR FIN CORP               | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19057000 | PA      | $20171288.42  | 0.03%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  37884000 | PA      | $34163458.49  | 0.05%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  19316000 | PA      | $17518497.46  | 0.03%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  48247000 | PA      | $45444531.61  | 0.07%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  50160000 | PA      | $50534059.75  | 0.07%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  35542000 | PA      | $37372777.70  | 0.05%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK               | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  39571000 | PA      | $39912668.78  | 0.06%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                        | TOTALENERGIES                  | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  43557000 | PA      | $45629433.02  | 0.07%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                        | TOTALENERGIES                  | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |  23311000 | PA      | $23772102.34  | 0.03%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                                   | TOTALENERGI CAP                | CUSIP: 89158TAB5<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |  37645000 | PA      | $38150336.23  | 0.06%             | 2033-01-13      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                                   | TOTALENERGI CAP                | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |  39974000 | PA      | $40402481.31  | 0.06%             | 2036-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                               | TOYOTA MTR CORP                | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |  26128000 | PA      | $27193271.71  | 0.04%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                               | TRACTOR SUPPLY                 | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |  21358000 | PA      | $22183026.72  | 0.03%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |       400 | PA      | $399.15       | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      6000 | PA      | $5369.40      | 0.00%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  39269000 | PA      | $34986625.93  | 0.05%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   6763000 | PA      | $6145402.74   | 0.01%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   3668000 | PA      | $3750355.74   | 0.01%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  13396000 | PA      | $13720886.90  | 0.02%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  41489000 | PA      | $42416297.48  | 0.06%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  34161000 | PA      | $36159547.12  | 0.05%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  39894000 | PA      | $40706267.50  | 0.06%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                | CUSIP: 89236TPJ8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  21197000 | PA      | $21384466.13  | 0.03%             | 2036-01-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                | TRANE TECH                     | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |  20870000 | PA      | $21957301.91  | 0.03%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                | TRANE TECH                     | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |  16598000 | PA      | $17295739.81  | 0.03%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26508.34     | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                 | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |  45786000 | PA      | $45480724.95  | 0.07%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                           | TRAVELERS COS                  | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |  13517000 | PA      | $13874048.85  | 0.02%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Travelers Property Casualty Corp                                                | TRAVELERS PPTY                 | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  20008000 | PA      | $22660042.16  | 0.03%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                     | TRIMBLE INC                    | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |  31742000 | PA      | $33874718.22  | 0.05%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp           | TRITON CONTAINER               | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  14088000 | PA      | $13051876.75  | 0.02%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp           | TRITON CONTAINER               | CUSIP: 89681LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |  13817000 | PA      | $13819878.48  | 0.02%             | 2033-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL               | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  32032000 | PA      | $34742181.29  | 0.05%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL               | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  30396000 | PA      | $31165349.54  | 0.05%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL               | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  68098000 | PA      | $72857114.80  | 0.11%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL               | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  57815000 | PA      | $61213723.11  | 0.09%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL               | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  22866000 | PA      | $23728565.66  | 0.03%             | 2032-08-05      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL               | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  33475000 | PA      | $33375154.91  | 0.05%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL               | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |  51416000 | PA      | $51853489.50  | 0.08%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                        | TUCSON ELEC PWR                | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |   9480000 | PA      | $8887347.51   | 0.01%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                        | TUCSON ELEC PWR                | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |  18411000 | PA      | $18990065.01  | 0.03%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS               | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |  17274000 | PA      | $15720817.84  | 0.02%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                       | TYCO ELECTRONICS               | CUSIP: 902133BF3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   8202000 | PA      | $8326016.45   | 0.01%             | 2036-02-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |  11943000 | PA      | $12087232.87  | 0.02%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |  45654000 | PA      | $48587242.31  | 0.07%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR INC                        | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |       500 | PA      | $505.22       | 0.00%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR INC                        | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |  38747000 | PA      | $36267325.50  | 0.05%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR INC                        | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    455000 | PA      | $381327.94    | 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        |   8024000 | PA      | $6766081.43   | 0.01%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                         | UDR INC                        | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   5730000 | PA      | $5856452.71   | 0.01%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                            | UPMC                           | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |   6629000 | PA      | $6833687.71   | 0.01%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE               | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  74067000 | PA      | $74265706.21  | 0.11%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE               | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |  25501000 | PA      | $25328518.38  | 0.04%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                           | UNILEVER CAPITAL               | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |  50382000 | PA      | $55642626.25  | 0.08%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                           | UNILEVER CAPITAL               | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |  11324000 | PA      | $10088933.69  | 0.01%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                           | UNILEVER CAPITAL               | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |  23674000 | PA      | $24834966.69  | 0.04%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                           | UNILEVER CAPITAL               | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |  40163000 | PA      | $40799595.90  | 0.06%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                 | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1311274.28   | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                 | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |  18808000 | PA      | $19625473.89  | 0.03%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                 | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |  13025000 | PA      | $13527621.52  | 0.02%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                 | CUSIP: 906548DB5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   3773000 | PA      | $3783478.08   | 0.01%             | 2036-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818EB0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |   1949000 | PA      | $1785591.70   | 0.00%             | 2035-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  44259000 | PA      | $40895916.64  | 0.06%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  23523000 | PA      | $21885588.60  | 0.03%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818GB8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  26804000 | PA      | $27313857.50  | 0.04%             | 2033-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                 | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |  46622000 | PA      | $48618107.34  | 0.07%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-1 Class AA Pass Through Trust                              | UNTD AIR 19-1 AA               | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1982692 | PA      | $1972273.84   | 0.00%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-2 Class AA Pass Through Trust                              | UNTD AIR 19-2 AA               | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10005772 | PA      | $9377122.63   | 0.01%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United Airlines 2023-1 Class A Pass Through Trust                               | UNTD AIR 23-1 A                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  19777019 | PA      | $20984366.83  | 0.03%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |  23079000 | PA      | $24065211.89  | 0.04%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   6522000 | PA      | $6868425.80   | 0.01%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                       | UNITED PARCEL                  | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |  57487000 | PA      | $60393807.78  | 0.09%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  44101000 | PA      | $39032927.40  | 0.06%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   4435000 | PA      | $4034753.43   | 0.01%             | 2033-01-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  45758000 | PA      | $46566173.41  | 0.07%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  13928000 | PA      | $15006595.86  | 0.02%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  36665000 | PA      | $37194020.95  | 0.05%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  76842000 | PA      | $82350681.95  | 0.12%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        | 107505000 | PA      | $114226610.94 | 0.17%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  32506000 | PA      | $34093861.32  | 0.05%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                     | CUSIP: 91159HJY7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  32710000 | PA      | $33025187.35  | 0.05%             | 2037-01-26      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | UNITED TECH CORP               | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   6373000 | PA      | $6789010.18   | 0.01%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   5483000 | PA      | $5450279.55   | 0.01%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  50271000 | PA      | $45855729.57  | 0.07%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PEJ7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  55610000 | PA      | $55349581.22  | 0.08%             | 2032-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  69078000 | PA      | $72513002.40  | 0.11%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  60728000 | PA      | $60617554.44  | 0.09%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  11838000 | PA      | $12231381.70  | 0.02%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  53152000 | PA      | $54529349.81  | 0.08%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  71599000 | PA      | $73843589.46  | 0.11%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  60136000 | PA      | $62109859.34  | 0.09%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP               | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |  49802000 | PA      | $51937466.67  | 0.08%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                   | UNIVERSAL HLTH S               | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   9954000 | PA      | $8907171.28   | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                   | UNIVERSAL HLTH S               | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |  21424000 | PA      | $21229892.23  | 0.03%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                      | UNUM GROUP                     | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |   5580000 | PA      | $5531440.54   | 0.01%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                               | VALE OVERSEAS                  | CUSIP: 91911TAE3<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |  13878000 | PA      | $16790030.74  | 0.02%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                               | VALE OVERSEAS                  | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |  39568000 | PA      | $42601616.68  | 0.06%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY                  | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |  23989000 | PA      | $27852728.82  | 0.04%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                              | VALERO ENERGY                  | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |  13210000 | PA      | $12209048.86  | 0.02%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                | VENTAS REALTY LP               | CUSIP: 92277GAW7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   3093000 | PA      | $2810236.79   | 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        |  14297000 | PA      | $15045937.97  | 0.02%             | 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        |  25654000 | PA      | $25884026.67  | 0.04%             | 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        |  38865000 | PA      | $40159581.42  | 0.06%             | 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        |  15574000 | PA      | $15560738.06  | 0.02%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                    | VERALTO CORP                   | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |  29298000 | PA      | $30867001.37  | 0.05%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                    | VERISIGN INC                   | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |  16625000 | PA      | $15144539.98  | 0.02%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                    | VERISIGN INC                   | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |  22384000 | PA      | $22882381.54  | 0.03%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  50902000 | PA      | $49814203.93  | 0.07%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2315000 | PA      | $2197631.94   | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  90407000 | PA      | $90130536.44  | 0.13%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        | 103984500 | PA      | $96190193.33  | 0.14%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        | 175875000 | PA      | $156924950.61 | 0.23%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  20609000 | PA      | $21356297.08  | 0.03%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  88943000 | PA      | $88550345.66  | 0.13%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  71599000 | PA      | $73725615.70  | 0.11%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  46843000 | PA      | $47504442.72  | 0.07%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |  79954000 | PA      | $80307978.39  | 0.12%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC               | CUSIP: 92344GAX4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2544889.18   | 0.00%             | 2035-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | VERISK ANALYTICS               | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |  21550000 | PA      | $22830366.20  | 0.03%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | VERISK ANALYTICS               | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |  16938000 | PA      | $17242722.15  | 0.03%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | VERISK ANALYTICS               | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |  24575000 | PA      | $24963276.36  | 0.04%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | VERISK ANALYTICS               | CUSIP: 92345YAQ9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |  15200000 | PA      | $15169564.64  | 0.02%             | 2036-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Vertiv Holdings Co                                                              | VERTIV HLDNG CO                | CUSIP: 92537NAA6<br>LEI: 549300KTTIRAOGXCRV69 | Long             | DBT              | CORP              | US        |   9500000 | PA      | $9462978.19   | 0.01%             | 2036-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOB                 | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |   2573000 | PA      | $2318429.63   | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |  38308000 | PA      | $33734567.87  | 0.05%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI PROPERTIE                 | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  46997000 | PA      | $47588709.68  | 0.07%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI PROPERTIE                 | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  17423000 | PA      | $18113815.86  | 0.03%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI PROPERTIE                 | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  27485000 | PA      | $27968404.42  | 0.04%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                              | VICI PROPERTIE                 | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |  35311000 | PA      | $36346351.32  | 0.05%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                       | VIPER ENERGY PAR               | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |  27776000 | PA      | $28771532.65  | 0.04%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  23809000 | PA      | $21476356.05  | 0.03%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  12115000 | PA      | $10905737.75  | 0.02%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  34844000 | PA      | $35798248.76  | 0.05%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804GP3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65324.06     | 0.00%             | 2034-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  31940000 | PA      | $32580005.08  | 0.05%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  39173000 | PA      | $40102901.54  | 0.06%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  11115000 | PA      | $11146950.44  | 0.02%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                | CUSIP: 927804GX6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |  13300000 | PA      | $13268021.00  | 0.02%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                       | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |  40745000 | PA      | $39891052.54  | 0.06%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                       | CUSIP: 92826CBA9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |  22300000 | PA      | $22546906.08  | 0.03%             | 2033-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                        | VISA INC                       | CUSIP: 92826CBB7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |  11250000 | PA      | $11363718.22  | 0.02%             | 2036-02-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                      | VMWARE LLC                     | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  53234000 | PA      | $47686316.53  | 0.07%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                 | CUSIP: 92857WAB6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $219801.52    | 0.00%             | 2032-11-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                    | VONTIER CORP                   | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |  17147000 | PA      | $15924079.77  | 0.02%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                              | VOYA FINANCIAL                 | CUSIP: 929089AH3<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |  23649000 | PA      | $23452746.32  | 0.03%             | 2034-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                             | VULCAN MATERIALS               | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |  20581000 | PA      | $21453757.40  | 0.03%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                    | WP CAREY INC                   | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |   3129000 | PA      | $2666882.36   | 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        |   6520000 | PA      | $5836130.34   | 0.01%             | 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        |   1230000 | PA      | $1278784.25   | 0.00%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP               | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   9443000 | PA      | $9534524.14   | 0.01%             | 2056-05-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                       | WRKCO INC                      | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   9225000 | PA      | $9054922.05   | 0.01%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                       | WRKCO INC                      | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |  22193000 | PA      | $20027198.64  | 0.03%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                   | WACHOVIA CORP                  | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1190953.27   | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      4000 | PA      | $4572.37      | 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        |  34752000 | PA      | $37110316.15  | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  62755000 | PA      | $56579451.07  | 0.08%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  35735000 | PA      | $36240769.63  | 0.05%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  23227000 | PA      | $23355801.81  | 0.03%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                    | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |  59920000 | PA      | $62158011.13  | 0.09%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | WASTE CONNECTION               | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |  10088000 | PA      | $9045694.18   | 0.01%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | WASTE CONNECTION               | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |  15202000 | PA      | $14350118.96  | 0.02%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | WASTE CONNECTION               | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |  23138000 | PA      | $22859284.54  | 0.03%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | WASTE CONNECT                  | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |  23120000 | PA      | $23870286.10  | 0.03%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                           | WASTE CONNECT                  | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |  29470000 | PA      | $30836548.37  | 0.05%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT               | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |  32539000 | PA      | $28824395.65  | 0.04%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT               | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |  46045000 | PA      | $46089336.74  | 0.07%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT               | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |  11650000 | PA      | $11917179.44  | 0.02%             | 2033-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT               | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |  11960000 | PA      | $12380737.84  | 0.02%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT               | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |  41333000 | PA      | $43115888.19  | 0.06%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT               | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |  31393000 | PA      | $32484916.43  | 0.05%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                            | WASTE MANAGEMENT               | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |  46625000 | PA      | $47923650.41  | 0.07%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | WELLPOINT INC                  | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  21217000 | PA      | $22902734.09  | 0.03%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 949746JM4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2765000 | PA      | $2906293.41   | 0.00%             | 2035-02-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        | 152207000 | PA      | $142931604.96 | 0.21%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  88612000 | PA      | $90349207.40  | 0.13%             | 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        | 113168000 | PA      | $117877217.63 | 0.17%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        | 138554000 | PA      | $145717597.76 | 0.21%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        | 122144000 | PA      | $135612209.55 | 0.20%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        | 116899000 | PA      | $122383903.44 | 0.18%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  69703000 | PA      | $71501493.69  | 0.10%             | 2035-12-03      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        | 116011000 | PA      | $122075033.49 | 0.18%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  56132000 | PA      | $56167863.94  | 0.08%             | 2036-09-15      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                 | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        | 114795000 | PA      | $115190749.06 | 0.17%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | WELLTOWER INC                  | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       800 | PA      | $804.47       | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | WELLTOWER INC                  | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   2733000 | PA      | $2554774.77   | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | WELLTOWER INC                  | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |  24863000 | PA      | $22930541.80  | 0.03%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | WELLTOWER INC                  | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |  19841000 | PA      | $19389814.43  | 0.03%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                | WELLTOWER OP LLC               | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |  40440000 | PA      | $41659669.90  | 0.06%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                            | WESTERN DIGITAL                | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1360000.00   | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  3 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTRM                | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  33159000 | PA      | $33716434.85  | 0.05%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTRM                | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  24943000 | PA      | $25160195.58  | 0.04%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN MIDSTRM                | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |  22319000 | PA      | $22517115.91  | 0.03%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                            | WESTERN UNION CO               | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |   3642000 | PA      | $3324425.93   | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                        | WESTINGHOUSE AIR               | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |  11374000 | PA      | $12064301.17  | 0.02%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                        | WESTINGHOUSE AIR               | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |  32374000 | PA      | $34071149.68  | 0.05%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                   | WESTLAKE CORP                  | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |  24687000 | PA      | $25060855.65  | 0.04%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: 961214ET6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  46455000 | PA      | $42524498.35  | 0.06%             | 2031-06-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  49508000 | PA      | $45329019.28  | 0.07%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  28987000 | PA      | $30236169.10  | 0.04%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  15199000 | PA      | $17136106.74  | 0.03%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |  45011000 | PA      | $47116263.26  | 0.07%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                 | WEYERHAEUSER CO                | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |  21552000 | PA      | $24716946.55  | 0.04%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                 | WEYERHAEUSER CO                | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |  11292000 | PA      | $10466692.77  | 0.02%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS                   | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   6426000 | PA      | $7833883.77   | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  52771000 | PA      | $48801009.07  | 0.07%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  51935000 | PA      | $52559523.08  | 0.08%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  34518000 | PA      | $36511889.69  | 0.05%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |  38948000 | PA      | $40915159.52  | 0.06%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC               | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   6605000 | PA      | $6780167.74   | 0.01%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME               | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |  32269000 | PA      | $33240176.43  | 0.05%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME               | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9008265.41   | 0.01%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                     | WISC ELEC POWER                | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   3968000 | PA      | $4279589.84   | 0.01%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                     | WISCONSIN ELECTR               | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |  16456000 | PA      | $16936202.67  | 0.02%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                     | WISCONSIN ELECTR               | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |   6860000 | PA      | $6903520.69   | 0.01%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                    | WISCONSIN P&L                  | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   7697000 | PA      | $6849250.61   | 0.01%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                    | WISCONSIN P&L                  | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |  32922000 | PA      | $32152865.99  | 0.05%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                    | WISCONSIN P&L                  | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   8177000 | PA      | $8403123.57   | 0.01%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                    | WISCONSIN P&L                  | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |   8366000 | PA      | $8720785.91   | 0.01%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                            | WOODSIDE FINANCE               | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |  28991000 | PA      | $29101956.21  | 0.04%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                            | WOODSIDE FINANCE               | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |  51035000 | PA      | $54040347.06  | 0.08%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                     | WORKDAY INC                    | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |  45042000 | PA      | $42764797.56  | 0.06%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                       | WYETH                          | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2737592.94   | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    760000 | PA      | $684555.76    | 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        |  27300000 | PA      | $27496394.49  | 0.04%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |  33312000 | PA      | $34750132.76  | 0.05%             | 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        |  34306000 | PA      | $35783680.52  | 0.05%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |  27492000 | PA      | $28717723.71  | 0.04%             | 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        |   9088000 | PA      | $9085178.15   | 0.01%             | 2056-12-03      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                 | YALE UNIVERSITY                | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |  12875000 | PA      | $11760167.74  | 0.02%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                 | YALE UNIVERSITY                | CUSIP: 98459LAD5<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |   3214000 | PA      | $3339463.79   | 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        |  15644000 | PA      | $14309035.93  | 0.02%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | ZIMMER BIOMET                  | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |  40672000 | PA      | $37147027.97  | 0.05%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | ZIMMER BIOMET                  | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |  30195000 | PA      | $31054726.14  | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                      | ZIMMER BIOMET                  | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   8085000 | PA      | $8460462.66   | 0.01%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                | ZIONS BANCORP                  | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |  14181000 | PA      | $15076450.24  | 0.02%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                     | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |  34056000 | PA      | $36468687.75  | 0.05%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                     | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |  34353000 | PA      | $35026397.08  | 0.05%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10yr Ultra Fut Jun26        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     -6055 | NC      | $-4552064.11  | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-27

**Name of Applicant:** VANGUARD SCOTTSDALE FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer