# EDGAR Filing Document

**Accession Number:** 0001551950
**File Stem:** 0001145549-23-018363
**Filing Date:** 2023-3
**Character Count:** 303074
**Document Hash:** fa025367a693b3890a351d44abdbcc15
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-018363.hdr.sgml**: 20230328

**ACCESSION NUMBER**: 0001145549-23-018363

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230328

**DATE AS OF CHANGE**: 20230328

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Columbia ETF Trust I
- **CENTRAL INDEX KEY:** 0001551950
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22736
- **FILM NUMBER:** 23766610

**BUSINESS ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210
- **BUSINESS PHONE:** 800-774-3768

**MAIL ADDRESS:**
- **STREET 1:** 290 CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02210

## Series and Classes Contracts Data

### Columbia Diversified Fixed Income Allocation ETF (Series ID: S000059078)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000193701 | Columbia Diversified Fixed Income Allocation ETF | DIAL            |

## Nport-Ex

FIRST QUARTER REPORT

January 31, 2023 (Unaudited)

# PORTFOLIO OF INVESTMENTS

![img-0.jpeg](img-0.jpeg)

## STRATEGIC BETA ETFs

Columbia Diversified Fixed Income Allocation ETF

Not FDIC or NCUA Insured | No Financial Institution Guarantee | May Lose Value

2 Columbia Diversified Fixed Income Allocation ETF | First Quarter Report 2023

2 Columbia Diversified Fixed Income Allocation ETF (First Quarter Report 2023)

# Columbia Diversified Fixed Income Allocation ETF

January 31, 2023 (Unaudited)

(Percentages represent value of investments compared to net assets)

# Investments in Securities

| Corporate Bonds 49.2% |  |  |
| --- | --- | --- |
| Issue Description | Principal Amount ($) | Value ($) |
| Aerospace & Defense 1.1% |  |  |
| Arconic Corp. |  |  |
| 6.125%, 02/15/28 (a) | 390,000 | 375,886 |
| Boeing Co. (The) |  |  |
| 5.150%, 05/01/30 | 821,000 | 827,820 |
| Rolls-Royce PLC |  |  |

| Corporate Bonds (continued) |  |  |
| --- | --- | --- |
| Issue Description | Principal Amount ($) | Value ($) |
| 3.225%, (US 1 Year CMT T-Note + 1.600%), 11/22/32 (b) | 600,000 | 482,969 |
| Bank of America Corp. |  |  |
| 2.482%, (US 5 Year CMT T-Note + 1.200%), 09/21/36 (b) | 788,000 | 614,123 |
| Barclays PLC |  |  |

(continued)

# Columbia Diversified Fixed Income Allocation ETF
January 31, 2023 (Unaudited)

| Issue | Principal | Value ($) |
| --- | --- | --- |
| 2,700% 01/01/23 | Amount ($) |  |
| 2,700% 01/01/24 | 500,000 | 424,854 |
| 2,700% 01/01/25 | 158,000 | 118,718 |
| 2,700% 01/15/27 | 148,000 | 148,515 |
| 2,700% 01/01/30 | 86,000 | 76,191 |
| 2,700% 01/01/31 | 23,000 | 21,588 |
| 2,700% 01/01/32 | 346,000 | 309,639 |

| Issue | Principal | Value ($) |
| --- | --- | --- |
| Capital, Late Financial Corp. | Amount ($) |  |
| 2,700% 07/28/26 | 204,000 | 195,371 |
| 2,700% 07/28/27 | 350,000 | 305,323 |
| 2,700% 07/28/28 | 288,000 | 12,318,908 |
| 2,700% 09/30/32 | 100,000 | 90,240 |
| 2,700% 09/30/33 |  |  |
| 2,700% 09/30/34 |  |  |
| Chemicals 0.4% |  |  |
| Deutsche Bank AG/New York NY |  |  |
| 2,700% 01/01/23 | 550,000 | 444,160 |
| 2,700% 01/01/24 | 770,000 | 738,973 |

# PORTFOLIO OF INVESTMENTS

(continued)

Columbia Diversified Fixed Income Allocation ETF

January 31, 2023 (Unaudited)

| Issue | Principal | Amount ($) |
| --- | --- | --- |
| Total | 2,500,000 | 5,395,653 |
| Adjusted Products 0.3% | 200,000 | 173,299 |
| Adjusted Financial Corp. |  |  |
| 4.0% | 180,000 | 583,918 |
| 4.0% | 180,000 | 583,918 |
| Total | 2,500,000 | 5,395,653 |
| Debted Company - Health Care Capital LP/LLP Ltd. |  |  |
| Building Materials 0.5% | 1,180,000 | 1,167,932 |
| Building, Insurance, Inc. | 1,993,000 | 1,929,393 |

| Issue | Principal | Amount ($) |
| --- | --- | --- |
| Total | 2,500,000 | 4,000,000 |
| Adjusted Products 0.3% | 46,000 | 42,317 |
| Adjusted Financial Corp. |  |  |
| 4.0% | 63,000 | 64,615 |
| 4.0% | 63,000 | 64,615 |
| Total | 740,000 | 661,294 |
| Debted Company - Finance LP/LLP Ltd. |  |  |
| Building Materials 0.5% | 380,000 | 314,292 |
| Building, Insurance, Inc. | 100,000 | 83,186 |
| Building, Insurance, Inc. | 1,993,000 | 1,929,393 |

Columbia Diversified Fixed Income Allocation ETF\First Quarter Report 2023 3

# PORTFOLIO OF INVESTMENTS

(continued)

Columbia Diversified Fixed Income Allocation ETF

January 31, 2023 (Unaudited)

| Issue | Principal | Amount (S) | Principal |
| --- | --- | --- | --- |
| Amortization of Intellectual Property Ltd. / Hawq | 100,000 | 100,000 | 100,000 |
| Amortization of Intangible Leasing Co. Ltd. | 400,000 | 400,000 | 400,000 |
| Amortization of Intangible Leasing Co. Ltd. | 345,000 | 345,000 | 345,000 |
| Dividend of Intangible Leasing Co. Ltd. | 50,000 | 50,000 | 50,000 |
| Dividend of Intangible Leasing Co. Ltd. | 200,000 | 200,000 | 200,000 |
| Dividend of Intangible Leasing Co. Ltd. | 200,000 | 200,000 | 200,000 |
| Dividend of Intangible Leasing Co. Ltd. | 100,000 | 100,000 | 100,000 |
| Dividend of Intangible Leasing Co. Ltd. | 100,000 | 100,000 | 100,000 |

| Issue | Principal | Amount (S) | Principal |
| --- | --- | --- | --- |
| Amortization of Intellectual Property Ltd. / Hawq | 100,000 | 100,000 | 100,000 |
| Amortization of Intangible Leasing Co. Ltd. | 500,000 | 500,000 | 500,000 |
| Dividend of Intangible Leasing Co. Ltd. | 100,000 | 100,000 | 100,000 |
| Dividend of Intangible Leasing Co. Ltd. | 100,000 | 100,000 | 100,000 |
| Dividend of Intangible Leasing Co. Ltd. | 100,000 | 100,000 | 100,000 |

4 Columbia Diversified Fixed Income Allocation ETF\First Quarter Report 2023

# PORTFOLIO OF INVESTMENTS

(continued)

Columbia Diversified Fixed Income Allocation ETF

January 31, 2023 (Unaudited)

| Issue | Principal | Amount ($) |
| --- | --- | --- |
| Excessive Interest, Inc. | AMG,000 | 288,498 |
| Excessive Interest, Inc. | 500,000 | 2,386,862 |
| Excessive Interest, Inc. | 840,000 | 781,141 |
| Excessive Interest, Inc. | 500,000 | 31,226 |
| Excessive Interest, Inc. | 500,000 | 281,428 |
| Excessive Interest, Inc. | 500,000 | 281,428 |
| Excessive Interest, Inc. | 128,000 | 6,383,161 |
| Excessive Interest, Inc. | 1,020,000 | 1,020,000 |

| Issue | Principal | Amount ($) |
| --- | --- | --- |
| Excessive Interest, Inc. | AMG,000 | 178,228 |
| Excessive Interest, Inc. | 1,000,000 | 178,228 |
| Excessive Interest, Inc. | 1,000,000 | 178,228 |
| Excessive Interest, Inc. | 1,000,000 | 178,228 |
| Excessive Interest, Inc. | 1,000,000 | 178,228 |

Columbia Diversified Fixed Income Allocation ETF\First Quarter Report 2023 5

# PORTFOLIO OF INVESTMENTS

(continued)

Columbia Diversified Fixed Income Allocation ETF

January 31, 2023 (Unaudited)

| Issue | Principal | Total |
| --- | --- | --- |
| Amortization of the Company's Shareholders' Equity, Inc. | 1,000,000 | 1,000,000 |
| Amortization of the Company's Shareholders' Equity, Inc. US Finance Co. | 1,000,000 | 1,000,000 |
| Amortization of the Company's Shareholders' Equity, Inc. US Finance LLC | 1,000,000 | 1,000,000 |
| Amortization of the Company's Shareholders' Equity, Inc. | 1,000,000 | 1,000,000 |
| Amortization of the Company's Shareholders' Equity, Inc. | 1,000,000 | 1,000,000 |
| Amortization of the Company's Shareholders' Equity, Inc. | 1,000,000 | 1,000,000 |

| Issue | Principal | Total |
| --- | --- | --- |
| Amortization of the Company's Shareholders' Equity, Inc. | 1,000,000 | 1,000,000 |
| Amortization of the Company's Shareholders' Equity, Inc. (USD 5 Year) | 1,000,000 | 1,000,000 |
| Amortization of the Company's Shareholders' Equity, Inc. (USD 5 Year) | 1,000,000 | 1,000,000 |
| Amortization of the Company's Shareholders' Equity, Inc. (USD 5 Year) | 1,000,000 | 1,000,000 |

6 Columbia Diversified Fixed Income Allocation ETF\First Quarter Report 2023

# PORTFOLIO OF INVESTMENTS

(continued)

Columbia Diversified Fixed Income Allocation ETF

January 31, 2023 (Unaudited)

| Issue | Principal |
| --- | --- |
| 2023-2024 (January) - Worsenand Co. / Mainland & Kathering Co. (The) | 1,000,000 ($) |
| 2023-2024 (February) - Sall | 1,000,000 ($) |
| 2023-2024 (March) - Holdings SA | 445,000 |
| 2023-2024 (April) - Holdings SA | 1,000,000 |
| 2023-2024 (May) - Holdings Inc. | 100,000 |
| 2023-2024 (June) - Dac | 100,000 |
| 2023-2024 (July) - USA Food Co. / JBS USA Foods Inc. | 204,412 |
| 2023-2024 (August) - Genesis Energy Finance Corp. | 100,000 |

| Issue | Principal |
| --- | --- |
| 2023-2024 (January) - Inc. | 400,000 ($) |
| 2023-2024 (February) - Holdings LLC | 2,500,000 |
| 2023-2024 (March) - Holdings LLC | 200,000 |
| 2023-2024 (April) - Holdings Co. Issuer Corp. | 111,000 |
| 2023-2024 (May) - Institutions 0.3% | 100,000 |
| 2023-2024 (June) - Eric Icahn Enterprises Finance | 100,000 |
| 2023-2024 (July) - LLC / CRC Finco, Inc. | 100,000 |

Columbia Diversified Fixed Income Allocation ETF\First Quarter Report 2023 7

# PORTFOLIO OF INVESTMENTS

(continued)

Columbia Diversified Fixed Income Allocation ETF
January 31, 2023 (Unaudited)

| Issue | Principal | Total |
| --- | --- | --- |
| Excessive Income (Losses) Ltd. | A$1,000,000 (S) | 1,000,000 (S) |
| Excessive Income (Losses) BV | 1,000,000 | 1,000,000 |
| Excessive Income (Losses) P&L | 1,000,000 | 1,000,000 |
| Excessive Income (Losses) Finance LLC | 1,000,000 | 5,400,000 |
| Excessive Income (Losses) BV | 1,000,000 | 1,000,000 |
| Excessive Income (Losses) BV | 1,000,000 | 1,000,000 |
| Excessive Income (Losses) BV | 1,000,000 | 1,000,000 |
| Excessive Income (Losses) P&L | 2,000,000 | 1,500,000 |
| Excessive Income (Losses) P&L | 1,000,000 | 1,000,000 |

| Issue | Principal | Total |
| --- | --- | --- |
| Excessive Income (Losses) Ltd. | A$1,000,000 (S) | 1,000,000 (S) |
| Excessive Income (Losses) BV | 1,000,000 | 1,000,000 |
| Excessive Income (Losses) P&L | 1,000,000 | 1,000,000 |
| Excessive Income (Losses) Finance LLC | 1,000,000 | 1,000,000 |
| Excessive Income (Losses) BV | 1,000,000 | 1,000,000 |
| Excessive Income (Losses) BV | 1,000,000 | 1,000,000 |
| Excessive Income (Losses) P&L | 1,000,000 | 1,000,000 |

# PORTFOLIO OF INVESTMENTS

(continued)

Columbia Diversified Fixed Income Allocation ETF

January 31, 2023 (Unaudited)

| Issue | Principal | Total |
| --- | --- | --- |
| 1. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |
| 2. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |
| 3. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |
| 4. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |
| 5. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |
| 6. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |
| 7. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |
| 8. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |
| 9. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |

| Issue | Principal | Total |
| --- | --- | --- |
| 1. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |
| 2. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |
| 3. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |
| 4. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |
| 5. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |
| 6. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |
| 7. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |
| 8. 2023 (2023) | 1,000,000 ($) | 1,000,000 ($) |

![img-1.jpeg](img-1.jpeg)

Columbia Diversified Fixed Income Allocation ETF\First Quarter Report 2023 9

# PORTFOLIO OF INVESTMENTS

(continued)

Columbia Diversified Fixed Income Allocation ETF

January 31, 2023 (Unaudited)

| Issue | Principal | Amount (S) |
| --- | --- | --- |
| Balance 01/01/2023 | 1,000,000 | 1,000,000 |
| Balance 01/01/2022 | 1,000,000 | 1,000,000 |
| Balance 01/01/2021 | 1,000,000 | 1,000,000 |
| Balance 01/01/2020 | 1,000,000 | 1,000,000 |
| Balance 01/01/2019 | 1,000,000 | 1,000,000 |
| Balance 01/01/2018 | 1,000,000 | 1,000,000 |
| Balance 01/01/2017 | 1,000,000 | 1,000,000 |
| Balance 01/01/2016 | 1,000,000 | 1,000,000 |
| Balance 01/01/2015 | 1,000,000 | 1,000,000 |
| Balance 01/01/2014 | 1,000,000 | 1,000,000 |
| Balance 01/01/2013 | 1,000,000 | 1,000,000 |
| Balance 01/01/2012 | 1,000,000 | 1,000,000 |
| Balance 01/01/2011 | 1,000,000 | 1,000,000 |

| Issue | Principal | Amount (S) |
| --- | --- | --- |
| Balance 01/01/2022 | 1,000,000 | 1,000,000 |
| Balance 01/01/2021 | 1,000,000 | 1,000,000 |
| Balance 01/01/2020 | 1,000,000 | 1,000,000 |
| Balance 01/01/2019 | 1,000,000 | 1,000,000 |
| Balance 01/01/2018 | 1,000,000 | 1,000,000 |
| Balance 01/01/2017 | 1,000,000 | 1,000,000 |
| Balance 01/01/2016 | 1,000,000 | 1,000,000 |

![img-0.jpeg](img-0.jpeg)

![img-1.jpeg](img-1.jpeg)

10 Columbia Diversified Fixed Income Allocation ETF\First Quarter Report 2023

# PORTFOLIO OF INVESTMENTS

(continued)

Columbia Diversified Fixed Income Allocation ETF

January 31, 2023 (Unaudited)

| Issue | Principal | Total |
| --- | --- | --- |
| 1. 2023 (2023) | 1,000,000 (S) | 1,000,000 (S) |
| 2. 2023 (2023) | 1,000,000 (S) | 1,000,000 (S) |
| 3. 2023 (2023) | 1,000,000 (S) | 1,000,000 (S) |
| 4. 2023 (2023) | 1,000,000 (S) | 1,000,000 (S) |
| 5. 2023 (2023) | 1,000,000 (S) | 1,000,000 (S) |
| 6. 2023 (2023) | 1,000,000 (S) | 1,000,000 (S) |
| 7. 2023 (2023) | 1,000,000 (S) | 1,000,000 (S) |
| 8. 2023 (2023) | 1,000,000 (S) | 1,000,000 (S) |

| Issue | Principal | Total |
| --- | --- | --- |
| 1. 2023 (2023) | 1,000,000 (S) | 1,000,000 (S) |
| 2. 2023 (2023) | 1,000,000 (S) | 1,000,000 (S) |
| 3. 2023 (2023) | 1,000,000 (S) | 1,000,000 (S) |
| 4. 2023 (2023) | 1,000,000 (S) | 1,000,000 (S) |
| 5. 2023 (2023) | 1,000,000 (S) | 1,000,000 (S) |
| 6. 2023 (2023) | 1,000,000 (S) | 1,000,000 (S) |
| 7. 2023 (2023) | 1,000,000 (S) | 1,000,000 (S) |

Columbia Diversified Fixed Income Allocation ETF\First Quarter Report 2023 11

# PORTFOLIO OF INVESTMENTS

(continued)

Columbia Diversified Fixed Income Allocation ETF

January 31, 2023 (Unaudited)

| 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1.4 | 1.5 | 1.6 | 1.7 | 1.8 | 1.9 | 2.0 | 2.1 | 2.2 | 2.3 |
| 1.4.1 | 1.5.1 | 1.6.1 | 1.7.1 | 1.8.1 | 1.9.1 | 2.0.1 | 2.1.1 | 2.2.1 | 2.3.1 |
| 1.4.2 | 1.5.2 | 1.6.2 | 1.7.2 | 1.8.2 | 1.9.2 | 2.0.2 | 2.1.2 | 2.2.2 | 2.3.2 |
| 1.4.3 | 1.5.3 | 1.6.3 | 1.7.3 | 1.8.3 | 1.9.3 | 2.0.3 | 2.1.3 | 2.2.3 | 2.3.3 |
| 1.4.4 | 1.5.4 | 1.6.4 | 1.7.4 | 1.8.4 | 1.9.4 | 2.0.4 | 2.1.4 | 2.2.4 | 2.3.4 |
| 1.4.5 | 1.5.5 | 1.6.5 | 1.7.5 | 1.8.5 | 1.9.5 | 2.0.5 | 2.1.5 | 2.2.5 | 2.3.5 |
| 1.4.6 | 1.5.6 | 1.6.6 | 1.7.6 | 1.8.6 | 1.9.6 | 2.0.6 | 2.1.6 | 2.2.6 | 2.3.6 |
| 1.4.7 | 1.5.7 | 1.6.7 | 1.7.7 | 1.8.7 | 1.9.7 | 2.0.7 | 2.1.7 | 2.2.7 | 2.3.7 |
| 1.4.8 | 1.5.8 | 1.6.8 | 1.7.8 | 1.8.8 | 1.9.8 | 2.0.8 | 2.1.8 | 2.2.8 | 2.3.8 |
| 1.4.9 | 1.5.9 | 1.6.9 | 1.7.9 | 1.8.9 | 1.9.9 | 2.0.9 | 2.1.9 | 2.2.9 | 2.3.9 |
| 1.5.0 | 1.5.9 | 1.6.9 | 1.7.9 | 1.8.9 | 1.9.9 | 2.0.9 | 2.1.9 | 2.2.9 | 2.3.9 |

| 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 10 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 1.4.1 | 1.5.1 | 1.6.1 | 1.7.1 | 1.8.1 | 1.9.1 | 2.0.1 | 2.1.1 | 2.2.1 | 2.3.1 |
| 1.4.2 | 1.5.2 | 1.6.2 | 1.7.2 | 1.8.2 | 1.9.2 | 2.0.2 | 2.1.2 | 2.2.2 | 2.3.2 |
| 1.4.3 | 1.5.3 | 1.6.3 | 1.7.3 | 1.8.3 | 1.9.3 | 2.0.3 | 2.1.3 | 2.2.3 | 2.3.3 |
| 1.4.4 | 1.5.4 | 1.6.4 | 1.7.4 | 1.8.4 | 1.9.4 | 2.0.4 | 2.1.4 | 2.2.4 | 2.3.4 |
| 1.4.5 | 1.5.5 | 1.6.5 | 1.7.5 | 1.8.5 | 1.9.5 | 2.0.5 | 2.1.5 | 2.2.5 | 2.3.5 |
| 1.4.6 | 1.5.6 | 1.6.6 | 1.7.6 | 1.8.6 | 1.9.6 | 2.0.6 | 2.1.6 | 2.2.6 | 2.3.6 |
| 1.4.7 | 1.5.7 | 1.6.7 | 1.7.7 | 1.8.7 | 1.9.7 | 2.0.7 | 2.1.7 | 2.2.7 | 2.3.7 |
| 1.4.8 | 1.5.8 | 1.6.8 | 1.7.8 | 1.8.8 | 1.9.8 | 2.0.8 | 2.1.8 | 2.2.8 | 2.3.8 |
| 1.4.9 | 1.5.9 | 1.6.9 | 1.7.9 | 1.8.9 | 1.9.9 | 2.0.9 | 2.1.9 | 2.2.9 | 2.3.9 |
| 1.5.0 | 1.5.9 | 1.6.9 | 1.7.9 | 1.8.9 | 1.9.9 | 2.0.9 | 2.1.9 | 2.2.9 | 2.3.9 |

12 Columbia Diversified Fixed Income Allocation ETF\First Quarter Report 2023

# PORTFOLIO OF INVESTMENTS

| Total | 1,000,000 | (53,000,000) | Total Corporate Bonds | 350,000 | 10,385,292 |
| --- | --- | --- | --- | --- | --- |
| Total | 1,000,000 | (53,000,000) | Total | 90,000 | 241,648,792 |
| Total | 100,000 | 491,129,440 | Total | 238,128 | 210,272 |
| Total | 100,000 | 491,129,440 | Total | 238,128 | 210,272 |
| Total | 100,000 | 491,129,440 | Total | 238,128 | 210,272 |
| Total | 100,000 | 491,129,440 |  |  |  |
| Total | 100,000 | 491,129,440 |  |  |  |
| Total | 100,000 | 491,129,440 |  |  |  |
| Total | 100,000 | 491,129,440 |  |  |  |

Columbia Diversified Fixed Income Allocation ETF\First Quarter Report 2023 13

| 1. 2019, 2020, 2021 | 3, 2019, 2020 | 4, 2019, 2020 | 5, 2019, 2020 | 6, 2019, 2020 | 7, 2019, 2020 |
| --- | --- | --- | --- | --- | --- |
| 1. 2019, 2020 | 3, 2019, 2020 | 4, 2019, 2020 | 5, 2019, 2020 | 6, 2019, 2020 | 7, 2019, 2020 |
| 1. 2019, 2020 | 3, 2019, 2020 | 4, 2019, 2020 | 5, 2019, 2020 | 6, 2019, 2020 | 7, 2019, 2020 |

1QT290\_10\_N01\_(03/23)

| TBA | To Be Announced | 1,400,000 | 1,355,450 | Total U.S. Government & Agency | 5,612,000 | 4,809,548 |
| --- | --- | --- | --- | --- | --- | --- |
| 5,000% | Corporate Finance Corp. | 200,000 | 225,731 | Corporate Bank of India | 456,000 | 396,332 |
| 5,000% | Est. 01/26%, 03/14/28 | 1,600,000 | 1,599,591 | Credit: 1,600,000 | 2,100,000 | 73,987,652 |
| 5,000% | General Bond | 19,000 | 17,758 | Credit: 1,600,000 | 307,000 | 323,996 |
| 5,000% | 5,000% | 10,270,000 | 1,002,788 | Credit: 1,600,000 | Principal |  |
| 5,000% | 5,000% | 25,000,000 | 2,000,000 | Credit: 1,600,000 | EUR | 4,019,000($) |
| 5,000% | 10,000% | 16,500,000 | 1,481,293 | Credit: 1,600,000 | 4,019,000($) |  |
| 5,000% | 10,000% | 648,000 | 718,791 | Credit: 1,600,000 | 19,000,000 | 9,987,985 |
| 5,000% | 10,000% | 2,400,000 | 2,162,485 | Credit: 1,600,000 | 5,000,000 | 4,915,924 |
| 5,000% | 10,000% | 1,402,000 | 1,418,128 | Credit: 1,600,000 |  |  |

| 10.00% | 08/11/19 | Nonwegian Krona | 1,000,000 | 1,000,000 | 8.20% | 08/13/23 | 15,000,000 | 14,000,000 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| 8.50% | 10/22/19 | New Zealand | 4,393,493 | 4,393,493 | 8.40% | 08/20/23 | 25,000,000 | 24,395,987 |
| 8.00% | Government International Bond | Swedish Krona | 1,993,760 | 1,993,760 | Total | 10/15/30 | 447,000 | 53,941,499 |
| 9.70% | 10/29/19 | 1,200,000 | 1,329,609 | 1,329,609 | 10.50% | 10/12/35 | 2,716,000 | 3,549,062 |
| 9.37% | 01/23/21 | 2,408,000 | 2,456,284 | 2,456,284 | 8.30% | 02/16/27 | 3,010,000 | 2,262,674 |
| Total Rents and related capital, described in the Notes to Financial Statements, as the result of recent shareholders report |  |  |  |  |  |  |  |  |
| (C6015138/4891759) |  |  |  |  |  |  |  |  |
| Volume, Inc. |  | 634,000 | 122,342,039 | 122,342,039 | 8.40% | 08/15/23 | 15,000,000 | 12,128,000 |
| 4.700% | 05/15/30 |  |  |  | 8.40% | 08/15/23 | 6,978,000 | 6,017,435 |
|  |  |  |  |  | 8.00% | 08/15/23 | 2,900,000 | 2,578,000 |
|  |  |  |  |  | 3.20% | 08/15/23 | 10,454,000 | 9,696,085 |

|  | Amount ($) | Value ($) | Amount($) | JPY | 538,000 | 4,028,000 |
| --- | --- | --- | --- | --- | --- | --- |
| Uniform Mortgage-Backed Security TBA 12.2% |  |  | 5,000,000 |  |  |  |
| 1.500%, 02/15/53 | 3,950,000 | 3,154,445 | Total |  |  | 31,902,018 |
| 2.000%, 02/15/53 | 34,590,000 | 29,071,814 | U.S. Treasury Note 3.4% |  |  |  |
| 2.500%, 02/15/53 | 17,770,000 | 15,557,596 | 1.875%, 02/15/32 |  | 6,127,000 | 5,379,315 |
| 3.000%, 02/15/53 | 1,790,000 | 1,625,823 | 2.750%, 08/15/32 |  | 2,729,000 | 2,569,098 |
| 3.500%, 02/15/53 | 1,229,000 | 1,152,498 | 2.875%, 05/15/32 |  | 6,711,000 | 6,395,373 |
| 4.000%, 02/15/53 | 2,745,000 | 2,650,641 | 4.125%, 11/15/32 |  | 2,433,000 | 2,560,732 |
| 4.500%, 02/15/53 | 2,960,000 | 2,923,000 | Total |  |  | 16,904,518 |
|  |  |  | Total U.S. Treasury Obligations |  |  |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Columbia ETF Trust I

- **b. Investment Company Act file number:** 811-22736

- **c. CIK number of Registrant:** 0001551950

- **d. LEI of Registrant:** 549300VCLUXT1UUFSM44

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

  - **Street Address 1:** 290 Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02110

  - **Telephone number:** 800-345-6611

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

- **a. Name of Series:** Columbia Diversified Fixed Income Allocation ETF

- **b. EDGAR series identifier (if any):** S000059078

- **c. LEI of Series:** 5493000XJTC3ZADRR062

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $565778355.84

**Total Liabilities:** $74578365.79

**Net Assets:** $491199990.05

**Delayed Delivery Securities:** $68317927.53

**Cash Not Reported:** $6893.75

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 45199.432400000000 | **1-Year:** 151.211800000000 | **5-Year:** 30762.107600000000 | **10-Year:** 63507.947100000000 | **30-Year:** 10137.026100000000

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

- **3-Month:** 0.000000000000 | **1-Year:** 2060.564600000000 | **5-Year:** 54787.601600000000 | **10-Year:** 31821.913300000000 | **30-Year:** 312.747500000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000193701 | 4.91%                | -0.85%               | 3.88%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5176825.95             | $31916835.17                               |
| Month 2  | $-5731518.24             | $-247443.39                                |
| Month 3  | $-7729627.91             | $25695310.06                               |

**Designated Index Information**

- **Index Name:** 30% BBAMSBIY / 20% BGMSBIEM / 15% BBGMSBIG Index

- **Index Identifier:** BBAUSDCBD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADT SECURITY CORP                                               | ADT SECURITY CORP                                                | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |    656000 | PA      | $584041.88    | 0.12%             | 2029-08-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AES CORP                                                        | AES CORPORATION (THE)                                            | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82748.79     | 0.02%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMC NETWORKS INC                                                | AMC NETWORKS INC                                                 | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    335000 | PA      | $205581.76    | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T INC                                                         | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36093.19     | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                        | AT&T INC                                                         | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $836125.20    | 0.17%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                 | AMERICAN AIRLINES/AADVANTAGE                                     | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1167036.84   | 0.24%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD                 | AMERICAN AIRLINES/AADVANTAGE                                     | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1929393.25   | 0.39%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                      | ABBVIE INC                                                       | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1609000 | PA      | $1494516.05   | 0.30%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD INC                                         | ACTIVISION BLIZZARD INC                                          | CUSIP: 00507VAP4<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |    271000 | PA      | $219728.91    | 0.04%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| ACUITY BRANDS LIGHTING INC                                      | ACUITY BRANDS LIGHTING INC                                       | CUSIP: 00510RAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $72153.05     | 0.01%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                          | ADVANCE AUTO PARTS INC                                           | CUSIP: 00751YAE6<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |    234000 | PA      | $213044.96    | 0.04%             | 2030-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST       | AERCAP IRELAND CAP/AERCAP GLOBAL                                 | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1158000 | PA      | $970208.41    | 0.20%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GRP INC.                                    | AFFILIATED MANAGERS GROUP INC                                    | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86582.48     | 0.02%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AGILENT TECH INC                                                | AGILENT TECHNOLOGIES INC                                         | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    290000 | PA      | $243526.24    | 0.05%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                                        | AGREE LP                                                         | CUSIP: 008513AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $76709.82     | 0.02%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AIR CANADA                                                      | AIR CANADA                                                       | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    587000 | PA      | $543113.53    | 0.11%             | 2026-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORPORATION                                           | AIR LEASE CORPORATION                                            | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    448000 | PA      | $368504.23    | 0.08%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSONS LLC | ALBERTSONS COMPANIES LLC/SAFEWAY                                 | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    247000 | PA      | $234456.60    | 0.05%             | 2027-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS LLC/SAFEWAY INC/NEW ALBERTSONS LP/ALBERTSO       | ALBERTSONS COMPANIES LLC/SAFEWAY                                 | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1116000 | PA      | $962609.72    | 0.20%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL EST EQ INC                                      | ALEXANDRIA REAL ESTATE EQUITIES                                  | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    380000 | PA      | $303236.50    | 0.06%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO LLC                                     | ALLIED UNIVERSAL HOLDCO/ALLIED FIN                               | CUSIP: 019576AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    372000 | PA      | $358195.13    | 0.07%             | 2026-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ATLAS LUXCO 4 SARL                                              | ATLAS LUXCO 4 SARL/ALLIED UNIV                                   | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1008000 | PA      | $869420.15    | 0.18%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                                        | ALLISON TRANSMISSION INC                                         | CUSIP: 019736AG2<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    690000 | PA      | $587101.05    | 0.12%             | 2031-01-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS  30YR TBA(REG A)                                            | CUSIP: 01F012627<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   3950000 | PA      | $3154445.31   | 0.64%             | 2053-02-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS  30YR TBA                                                   | CUSIP: 01F020620<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  34590000 | PA      | $29071814.06  | 5.92%             | 2053-02-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS  30YR TBA(REG A)                                            | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |  17770000 | PA      | $15557596.44  | 3.17%             | 2053-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS  30YR TBA(REG A)                                            | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1790000 | PA      | $1625823.44   | 0.33%             | 2053-02-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS  30YR TBA(REG A)                                            | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1229000 | PA      | $1152497.79   | 0.23%             | 2053-02-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS  30YR TBA(REG A)                                            | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2745000 | PA      | $2650640.63   | 0.54%             | 2053-02-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS  30YR TBA(REG A)                                            | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2960000 | PA      | $2923000.00   | 0.60%             | 2053-02-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS  30YR TBA(REG A)                                            | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   2200000 | PA      | $2208078.11   | 0.45%             | 2053-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS                                                            | UMBS  30YR TBA(REG A)                                            | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   1400000 | PA      | $1422640.62   | 0.29%             | 2053-02-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                             | ALTICE FINANCING SA                                              | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |    380000 | PA      | $323047.99    | 0.07%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ALTICE FINANCING SA                                             | ALTICE FINANCING SA                                              | CUSIP: 02154CAH6<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $842196.34    | 0.17%             | 2029-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA (FRANCE)                                       | ALTICE FRANCE SA                                                 | CUSIP: 02156LAH4<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |   2336000 | PA      | $1845101.96   | 0.38%             | 2029-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                | ALTRIA GROUP INC                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    390000 | PA      | $385807.28    | 0.08%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                                      | AMDOCS LTD                                                       | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    160000 | PA      | $135416.05    | 0.03%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                              | AMEREN CORPORATION                                               | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    310000 | PA      | $284602.92    | 0.06%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC.                            | AMERICAN ELECTRIC POWER                                          | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     85000 | PA      | $83225.87     | 0.02%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN FIN GRP INC                                            | AMERICAN FINANCIAL GROUP INC                                     | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    156000 | PA      | $158873.81    | 0.03%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                             | AMERICAN TOWER CORPORATION                                       | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     19000 | PA      | $17757.82     | 0.00%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                             | AMERICAN TOWER CORPORATION                                       | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $200591.51    | 0.04%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                     | AMERICAN WATER CAPITAL CORP                                      | CUSIP: 03040WAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    145000 | PA      | $140118.04    | 0.03%             | 2028-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERISOURCEBERGEN CORP                                          | AMERISOURCEBERGEN CORPORATION                                    | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173693.25    | 0.04%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                       | AMGEN INC                                                        | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $485481.95    | 0.10%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                                   | AMPHENOL CORPORATION                                             | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    212000 | PA      | $187989.53    | 0.04%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                              | ANHEUSER-BUSCH INBEV WORLDWIDE INC                               | CUSIP: 035240AV2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $22626.54     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                             | ANTHEM INC                                                       | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $432219.76    | 0.09%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                        | AON CORP                                                         | CUSIP: 037389BE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $354723.13    | 0.07%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APTIV PLC                                                       | APTIV PLC                                                        | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    100000 | PA      | $96482.25     | 0.02%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                                            | ARAMARK SERVICES INC                                             | CUSIP: 038522AQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    483000 | PA      | $455672.04    | 0.09%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ARCHES BUYER INC                                                | ARCHES BUYER INC                                                 | CUSIP: 039524AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $420246.59    | 0.09%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ARCONIC CORP                                                    | ARCONIC CORP                                                     | CUSIP: 03966VAA5<br>LEI: 549300B4YFWH3U74B152 | Long             | DBT              | CORP              | US        |    390000 | PA      | $375885.49    | 0.08%             | 2028-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH PACKAGING FINANCE PLC/ARD                                | ARDAGH PACKAGING FIN PLC/HLDGS USA                               | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    800000 | PA      | $730273.46    | 0.15%             | 2026-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC                              | ARDAGH METAL PACKAGING FIN/FIN PLC                               | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    300000 | PA      | $248418.96    | 0.05%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION                                        | ARES CAPITAL CORPORATION                                         | CUSIP: 04010LAZ6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    190000 | PA      | $178950.21    | 0.04%             | 2026-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                                    | ASSURANT INC                                                     | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30913.13     | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                              | ATHENE HOLDING LTD                                               | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    192000 | PA      | $197406.25    | 0.04%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                              | ATHENE HOLDING LTD                                               | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | BM        |    162000 | PA      | $138341.49    | 0.03%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                                    | AUTODESK INC                                                     | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    120000 | PA      | $106271.91    | 0.02%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                                                  | AUTONATION INC                                                   | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $112769.72    | 0.02%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                    | AUTOZONE INC                                                     | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    328000 | PA      | $312813.84    | 0.06%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                                    | AVANGRID INC                                                     | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     29000 | PA      | $27286.19     | 0.01%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                                             | AVANTOR FUNDING INC                                              | CUSIP: 05352TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    776000 | PA      | $731372.61    | 0.15%             | 2028-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                                             | AVERY DENNISON CORPORATION                                       | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    282000 | PA      | $240987.02    | 0.05%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                                       | AVNET INC                                                        | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    175000 | PA      | $143242.27    | 0.03%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                | BAT CAPITAL CORP                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    435000 | PA      | $373886.70    | 0.08%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                       | BALL CORPORATION                                                 | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    308000 | PA      | $253077.56    | 0.05%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BALL CORP                                                       | BALL CORPORATION                                                 | CUSIP: 058498AX4<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $819636.11    | 0.17%             | 2031-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                              | BANCO SANTANDER SA                                               | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $322425.19    | 0.07%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                              | BANCO SANTANDER SA                                               | CUSIP: 05971KAL3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $482968.51    | 0.10%             | 2032-11-22      | Variable      | 3.23%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                            | BANK OF AMERICA CORP                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    788000 | PA      | $614122.77    | 0.13%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                    | BARCLAYS PLC                                                     | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $407775.84    | 0.08%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC.                                       | BAXTER INTERNATIONAL INC                                         | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    398000 | PA      | $325909.11    | 0.07%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                    | BECTON DICKINSON AND COMPANY                                     | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $247191.08    | 0.05%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                               | BEMIS COMPANY INC                                                | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    260000 | PA      | $221543.58    | 0.05%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BEST BUY CO INC                                                 | BEST BUY CO INC                                                  | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    125000 | PA      | $102101.84    | 0.02%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                      | BIOGEN INC                                                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    475000 | PA      | $402726.18    | 0.08%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LLC                                       | BLACK KNIGHT INFOSERV LLC                                        | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    700000 | PA      | $622850.60    | 0.13%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                 | BLACKSTONE SECURED LENDING FUND                                  | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     44000 | PA      | $37391.46     | 0.01%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                 | BLACKSTONE SECURED LENDING FUND                                  | CUSIP: 000000000<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122744.57    | 0.02%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                                             | BLOCK FINANCIAL LLC                                              | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $78999.72     | 0.02%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                          | BOARDWALK PIPELINES LP                                           | CUSIP: 096630AH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $267215.31    | 0.05%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                       | BOEING CO                                                        | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    821000 | PA      | $827820.42    | 0.17%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOSTON PROP                                                     | BOSTON PROPERTIES LP                                             | CUSIP: 10112RBD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $296708.45    | 0.06%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                          | BOSTON SCIENTIFIC CORP                                           | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    335000 | PA      | $297351.78    | 0.06%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)                      | BRAZIL (FEDERATIVE REPUBLIC OF)                                  | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   7837000 | PA      | $6959079.90   | 1.42%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                | BRIXMOR OPERATING PARTNERSHIP LP                                 | CUSIP: 11120VAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $101913.08    | 0.02%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PARTNERSHIP LP                                | BRIXMOR OPERATING PARTNERSHIP LP                                 | CUSIP: 11120VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $96009.65     | 0.02%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS INC                              | BROADRIDGE FINANCIAL SOLUTIONS INC                               | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     45000 | PA      | $39448.54     | 0.01%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS INC                              | BROADRIDGE FINANCIAL SOLUTIONS INC                               | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    170000 | PA      | $144459.84    | 0.03%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                                        | BROADSTONE NET LEASE LLC                                         | CUSIP: 11135EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $51990.95     | 0.01%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | BROADCOM INC                                                     | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    820000 | PA      | $679640.33    | 0.14%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                    | BROADCOM INC                                                     | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $388152.12    | 0.08%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PROPERTY REIT INC                                    | BROOKFIELD PROPERTY REIT INC                                     | CUSIP: 11284DAA3<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |    378000 | PA      | $356424.85    | 0.07%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                               | BROWN & BROWN INC                                                | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    256000 | PA      | $206160.77    | 0.04%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                        | BUILDERS FIRSTSOURCE INC                                         | CUSIP: 12008RAP2<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    565000 | PA      | $486182.41    | 0.10%             | 2032-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                      | CCO HOLDINGS LLC/CAP CORP                                        | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1898000 | PA      | $1659717.83   | 0.34%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP                      | CCO HOLDINGS LLC/CAP CORP                                        | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $832890.08    | 0.17%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDI ESCROW ISSUER INC                                           | CDI ESCROW ISSUER INC                                            | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $426582.87    | 0.09%             | 2030-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                      | CDW LLC / CDW FINANCE CORP                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $312961.74    | 0.06%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                         | CGI INC                                                          | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $35357.48     | 0.01%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                | CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CUSIP: 12543DBC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    580000 | PA      | $563118.06    | 0.11%             | 2026-03-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYSTEMS INC                                | CHS/COMMUNITY HEALTH SYSTEMS INC                                 | CUSIP: 12543DBG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1170932.57   | 0.24%             | 2027-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                               | CI FINANCIAL CORP                                                | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    440000 | PA      | $344494.19    | 0.07%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                      | CIGNA CORP                                                       | CUSIP: 125523AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9916.62      | 0.00%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                                      | CIGNA CORP                                                       | CUSIP: 125523CL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $207180.42    | 0.04%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                 | CMS ENERGY CORPORATION                                           | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $218364.02    | 0.04%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC HOLDINGS LLC                                                 | CUSIP: 126307AZ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $233881.14    | 0.05%             | 2029-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                                | CSC HOLDINGS LLC                                                 | CUSIP: 126307BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1142000 | PA      | $841364.43    | 0.17%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                                        | CSX CORPORATION                                                  | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    197000 | PA      | $188457.80    | 0.04%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CQP HOLDCO LP/BIP-V CHINOOK HOLDCO LLC                          | CQP HOLDCO LP/BIP-V CHINOOK HOLDCO                               | CUSIP: 12657NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $683580.11    | 0.14%             | 2031-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                 | CVS HEALTH CORP                                                  | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    565000 | PA      | $518248.92    | 0.11%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                              | COTERRA ENERGY INC                                               | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220807.24    | 0.04%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTION LLC/CRC FINCO INC                     | CAESARS RESORT                                                   | CUSIP: 12770RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $675403.38    | 0.14%             | 2025-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                    | CALPINE CORP                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    751000 | PA      | $693576.41    | 0.14%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                    | CALPINE CORP                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    395000 | PA      | $357555.47    | 0.07%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP COMPANY                                           | CAMPBELL SOUP COMPANY                                            | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     49000 | PA      | $42140.38     | 0.01%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN GOVERNMENT BOND                                        | CANADA (GOVERNMENT OF)                                           | CUSIP: 135087K37<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |   6746000 | PA      | $4512098.11   | 0.92%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                  | CANADIAN NATURAL RESOURCES LIMITED                               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     44000 | PA      | $42527.20     | 0.01%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY LTD                                    | CANADIAN PACIFIC RAILWAY LTD                                     | CUSIP: 13645RBF0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    500000 | PA      | $431724.92    | 0.09%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FIN CORP                                            | CAPITAL ONE FINANCIAL CORP                                       | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    204000 | PA      | $195370.88    | 0.04%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE CO INC                                                 | CARLISLE COMPANIES INCORPORATED                                  | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3840.15      | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CARLISLE CO INC                                                 | CARLISLE COMPANIES INCORPORATED                                  | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $216026.14    | 0.04%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                   | CARNIVAL CORPORATION                                             | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1679000 | PA      | $1393176.41   | 0.28%             | 2027-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CARNIVAL HOLDINGS (BERMUDA) LTD                                 | CARNIVAL HOLDINGS BERMUDA LTD                                    | CUSIP: 14366RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $539888.47    | 0.11%             | 2028-05-01      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                             | CARRIER GLOBAL CORP                                              | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    605000 | PA      | $528779.79    | 0.11%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CEDAR FAIR LP/CANADA WONDERLAND CO/MAGNUM MANAGEMENT CORP       | CEDAR FAIR LP/CANADA WONDERLAND                                  | CUSIP: 150190AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    620000 | PA      | $615719.84    | 0.13%             | 2025-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                    | CENTENE CORPORATION                                              | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    700000 | PA      | $598360.22    | 0.12%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                          | CENTURYLINK INC                                                  | CUSIP: 156700BC9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $945296.84    | 0.19%             | 2027-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES                                                | CHART INDUSTRIES INC                                             | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612909.84    | 0.12%             | 2030-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING                                | CHARTER COMM OPT/OPT CAP                                         | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    484000 | PA      | $395667.29    | 0.08%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                     | CHENIERE ENERGY PARTNERS LP                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    548000 | PA      | $491589.70    | 0.10%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                             | CHENIERE ENERGY INC                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    980000 | PA      | $933966.98    | 0.19%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                            | CHENIERE CORPUS CHRISTI HLDS LLC                                 | CUSIP: 16412XAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $283723.95    | 0.06%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                                          | CHOICE HOTELS INTERNATIONAL INC                                  | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177368.25    | 0.04%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                    | CITIZENS FINANCIAL GROUP INC                                     | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90240.33     | 0.02%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                    | CITIZENS FINANCIAL GROUP INC                                     | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    288000 | PA      | $225543.90    | 0.05%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| CLARIVATE SCIENCE HOLDINGS CORP                                 | CLARIVATE SCIENCE HOLDINGS CORP                                  | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    436000 | PA      | $389279.28    | 0.08%             | 2028-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                              | CLEAR CHANNEL WORLDWIDE HOLDINGS                                 | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    657000 | PA      | $598475.59    | 0.12%             | 2027-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                   | CLEARWAY ENERGY OPERATING LLC                                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    126000 | PA      | $118805.65    | 0.02%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CLEARWAY ENERGY OPERATING LLC                                   | CLEARWAY ENERGY OPERATING LLC                                    | CUSIP: 18539UAD7<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    915000 | PA      | $774097.78    | 0.16%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                            | CLEVELAND-CLIFFS INC                                             | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    359000 | PA      | $364535.91    | 0.07%             | 2026-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                             | COINBASE GLOBAL INC                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    255000 | PA      | $164466.01    | 0.03%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                             | COINBASE GLOBAL INC                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    650000 | PA      | $377742.56    | 0.08%             | 2031-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                          | COLOMBIA (REPUBLIC OF)                                           | CUSIP: 195325DS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   4232000 | PA      | $3205440.42   | 0.65%             | 2031-04-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| COLOMBIA (REPUBLIC OF)                                          | COLOMBIA (REPUBLIC OF)                                           | CUSIP: 195325EG6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CO        |   1500000 | PA      | $1490161.34   | 0.30%             | 2034-02-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                             | COMMONSPIRIT HEALTH                                              | CUSIP: 20268JAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $26928.06     | 0.01%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                             | COMMONSPIRIT HEALTH                                              | CUSIP: 20268JAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     48000 | PA      | $40940.22     | 0.01%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                   | COMMSCOPE INC                                                    | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1096360.39   | 0.22%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE INC                                                   | COMMSCOPE FINANCE LLC                                            | CUSIP: 20338QAD5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |    143000 | PA      | $137108.57    | 0.03%             | 2026-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Compas Grp Diver                                                | COMPASS GROUP DIVERSIFIED HOLDINGS                               | CUSIP: 20451RAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    314000 | PA      | $282741.15    | 0.06%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                | COMSTOCK RESOURCES INC                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     84000 | PA      | $77391.32     | 0.02%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RES INC                                                | COMSTOCK RESOURCES INC                                           | CUSIP: 205768AT1<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $880209.69    | 0.18%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL                                              | CONNECT FINCO SARL/CONNECT US FIN                                | CUSIP: 20752TAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1080000 | PA      | $1032855.20   | 0.21%             | 2026-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                                                  | CONOCOPHILLIPS                                                   | CUSIP: 20825CAY0<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     76000 | PA      | $75009.30     | 0.02%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                        | CONSTELLATION BRANDS INC                                         | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    369000 | PA      | $336379.54    | 0.07%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Corp Office                                                     | CORPORATE OFFICE PROPERTIES LP                                   | CUSIP: 22003BAN6<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | DBT              | CORP              | US        |    123000 | PA      | $97628.23     | 0.02%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COTY INC                                                        | COTY INC                                                         | CUSIP: 222070AE4<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287377.68    | 0.06%             | 2026-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                                              | CROWN AMERICAS LLC/CROWN CAP CORP                                | CUSIP: 228187AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $385423.04    | 0.08%             | 2026-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                | CROWN CASTLE INTERNATIONAL CORP                                  | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $327465.04    | 0.07%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                                                    | CUBESMART LP                                                     | CUSIP: 22966RAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $77261.43     | 0.02%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II SARL                                       | DH EUROPE FINANCE II SARL                                        | CUSIP: 23291KAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     24000 | PA      | $21565.01     | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| D R HORTON INC                                                  | D R HORTON INC                                                   | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85416.52     | 0.02%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                | DT MIDSTREAM INC                                                 | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    714000 | PA      | $629697.86    | 0.13%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                | DT MIDSTREAM INC                                                 | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $349672.46    | 0.07%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                                         | DARLING INGREDIENTS INC                                          | CUSIP: 237266AJ0<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    650000 | PA      | $646901.20    | 0.13%             | 2030-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                      | DAVITA INC                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    508000 | PA      | $427975.92    | 0.09%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                      | DAVITA INC                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   1666000 | PA      | $1295129.59   | 0.26%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC                                          | DELL INTERNATIONAL LLC                                           | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $504648.06    | 0.10%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                             | DELTA AIR LINES INC                                              | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    737000 | PA      | $770966.84    | 0.16%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG (NEW YORK BRANC                                | DEUTSCHE BANK AG/NEW YORK                                        | CUSIP: 251526CF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $444159.70    | 0.09%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                        | DEVON ENERGY CORPORATION                                         | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    224000 | PA      | $216349.23    | 0.04%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                          | DIAMONDBACK ENERGY INC                                           | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    206000 | PA      | $187780.97    | 0.04%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Digital Rlty                                                    | DIGITAL REALTY TRUST LP                                          | CUSIP: 25389JAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $134090.08    | 0.03%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                           | DIRECTV HOLDINGS LLC/DIRECTV FIN                                 | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1517149.52   | 0.31%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                   | DISH DBS CORP                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1085683.69   | 0.22%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                   | DISH DBS CORP                                                    | CUSIP: 25470XBF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1086720.43   | 0.22%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                             | DOLLAR GENERAL CORPORATION                                       | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35916.90     | 0.01%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                                             | DOLLAR GENERAL CORPORATION                                       | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $221295.07    | 0.05%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                             | DOMINION ENERGY INC                                              | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37196.22     | 0.01%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                             | DOMINION ENERGY INC                                              | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $415090.69    | 0.08%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                                      | DOVER CORP                                                       | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71326.00     | 0.01%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL COMPANY (THE)                                      | DOW CHEMICAL COMPANY (THE)                                       | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146209.90    | 0.03%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                | DUKE ENERGY CORP                                                 | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    331000 | PA      | $282961.02    | 0.06%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                        | EQT CORP                                                         | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $255259.88    | 0.05%             | 2030-02-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                                                  | EPR PROPERTIES                                                   | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    222000 | PA      | $185159.31    | 0.04%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                       | EQM MIDSTREAM PARTNERS LP                                        | CUSIP: 26885BAH3<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    209000 | PA      | $204412.29    | 0.04%             | 2027-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| EQM MIDSTREAM PARTNERS LP                                       | EQM MIDSTREAM PARTNERS LP                                        | CUSIP: 26885BAL4<br>LEI: 549300NELT611CL6XM83 | Long             | DBT              | CORP              | US        |    606000 | PA      | $513328.83    | 0.10%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                        | EBAY INC                                                         | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    216000 | PA      | $184419.30    | 0.04%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                    | ECOPETROL SA                                                     | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |    203000 | PA      | $190097.96    | 0.04%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                    | ECOPETROL SA                                                     | CUSIP: 279158AP4<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   2456000 | PA      | $1941318.01   | 0.40%             | 2031-11-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                    | ECOPETROL SA                                                     | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | NUSS              | CO        |   2500000 | PA      | $2563307.08   | 0.52%             | 2033-01-13      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| EDISON INTL                                                     | EDISON INTERNATIONAL                                             | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     63000 | PA      | $64615.16     | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CAESARS ENTERTAINMENT INC                                       | ELDORADO RESORTS                                                 | CUSIP: 28470RAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1710000 | PA      | $1703598.32   | 0.35%             | 2025-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                             | ELECTRONIC ARTS INC                                              | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    240000 | PA      | $196017.42    | 0.04%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                    | ENBRIDGE INC                                                     | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    217000 | PA      | $196401.30    | 0.04%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENDEAVOR ENERGY RESOURCES LP                                    | ENDEAVOR ENERGY RESOURCES LP/EER                                 | CUSIP: 29260FAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $16791.28     | 0.00%             | 2028-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enstar Group                                                    | ENSTAR GROUP LTD                                                 | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    101000 | PA      | $78278.52     | 0.02%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                    | ENTERGY CORPORATION                                              | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    380000 | PA      | $314292.33    | 0.06%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS ESCROW CORP                                            | ENTEGRIS ESCROW CORP                                             | CUSIP: 29365BAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $576340.82    | 0.12%             | 2030-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                     | EQUINIX INC                                                      | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    356000 | PA      | $296191.23    | 0.06%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                         | ESSENTIAL UTILITIES INC                                          | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260433.91    | 0.05%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                              | ESSEX PORTFOLIO LP                                               | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    218000 | PA      | $190598.96    | 0.04%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                               | EVERSOURCE ENERGY                                                | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    190000 | PA      | $152697.32    | 0.03%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                               | EXPEDIA GROUP INC                                                | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     46000 | PA      | $38740.66     | 0.01%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                     | EXPORT-IMPORT BANK OF INDIA                                      | CUSIP: 30216KAC6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |   2100000 | PA      | $1993484.47   | 0.41%             | 2028-02-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| EXPORT-IMPORT BANK OF INDIA                                     | EXPORT-IMPORT BANK OF INDIA                                      | CUSIP: 30216KAE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    307000 | PA      | $273400.12    | 0.06%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Extra SpStrg                                                    | EXTRA SPACE STORAGE LP                                           | CUSIP: 30225VAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $196299.65    | 0.04%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                        | FMC CORPORATION                                                  | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     46000 | PA      | $42317.25     | 0.01%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES (AUGUST 2006) PTY LTD                             | FMG RESOURCES (AUGUST 2006) PTY                                  | CUSIP: 30251GBC0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |    740000 | PA      | $649554.21    | 0.13%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                  | FAIRFAX FINANCIAL HOLDINGS LTD                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $254172.22    | 0.05%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                                            | CUSIP: 3132DV3N3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    136708 | PA      | $130084.49    | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                                            | CUSIP: 3132DV3P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    146205 | PA      | $142985.83    | 0.03%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                                            | CUSIP: 3132DV3U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    167171 | PA      | $158968.72    | 0.03%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                                            | CUSIP: 3132DV3V5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    180585 | PA      | $176329.69    | 0.04%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                                            | CUSIP: 3132DV4A0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    184427 | PA      | $175263.11    | 0.04%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                                            | CUSIP: 3132DV4J1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    179861 | PA      | $171161.49    | 0.03%             | 2049-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                                            | CUSIP: 3132DV4V4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    252932 | PA      | $232383.78    | 0.05%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                                            | CUSIP: 3132DV5D3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    258224 | PA      | $237652.26    | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                                            | CUSIP: 3132DV5E1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    207067 | PA      | $197159.62    | 0.04%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                                            | CUSIP: 3132DV6U4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   5490801 | PA      | $4853598.76   | 0.99%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN MORTGAGE CORPORATION                          | FHLMC 30YR UMBS SUPER                                            | CUSIP: 3132DV6V2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |   3760349 | PA      | $3447407.89   | 0.70%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC GOLD                                                | FHLMC GOLD 30YR                                                  | CUSIP: 3132XSEH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    483097 | PA      | $462506.59    | 0.09%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                            | FEDERAL REALTY INVESTMENT TRUST                                  | CUSIP: 313747BA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $268047.86    | 0.05%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                                                        | CUSIP: 3140JNAC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     51246 | PA      | $48848.03     | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                                                   | CUSIP: 3140JWNS5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    269887 | PA      | $256729.04    | 0.05%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                                                   | CUSIP: 3140K3BN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    314148 | PA      | $289129.05    | 0.06%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                                                        | CUSIP: 31418CPF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    207739 | PA      | $204000.33    | 0.04%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                                                        | CUSIP: 31418CU85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    379270 | PA      | $372673.05    | 0.08%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR                                                        | CUSIP: 31418DCA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     41658 | PA      | $40750.91     | 0.01%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                                                   | CUSIP: 31418DET5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    141908 | PA      | $135402.04    | 0.03%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                                                   | CUSIP: 31418DFR8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    160003 | PA      | $152103.14    | 0.03%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                                                   | CUSIP: 31418DGM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    170200 | PA      | $162248.50    | 0.03%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                                                   | CUSIP: 31418DJR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    238175 | PA      | $219207.24    | 0.04%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                                                   | CUSIP: 31418DJS2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    193107 | PA      | $183333.15    | 0.04%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                                                   | CUSIP: 31418DKT8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    248141 | PA      | $227994.72    | 0.05%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                                                   | CUSIP: 31418DLT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    243914 | PA      | $224488.12    | 0.05%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                                                   | CUSIP: 31418DLV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    192895 | PA      | $183613.54    | 0.04%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                           | FNMA 30YR UMBS                                                   | CUSIP: 31418DMJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    255831 | PA      | $235073.07    | 0.05%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                      | FEDEX CORP                                                       | CUSIP: 31428XBP0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     18000 | PA      | $17038.73     | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                                      | FEDEX CORP                                                       | CUSIP: 31428XCD6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    500000 | PA      | $422206.83    | 0.09%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SE                                | FIDELITY NATIONAL INFORMATION SERV                               | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    190000 | PA      | $155884.79    | 0.03%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                                 | FIDELITY NATIONAL FINANCIAL INC                                  | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    260000 | PA      | $229744.21    | 0.05%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                                 | FIDELITY NATIONAL FINANCIAL INC                                  | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    160000 | PA      | $129745.08    | 0.03%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                             | FIFTH THIRD BANCORP                                              | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    302000 | PA      | $298439.91    | 0.06%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL CORP                                   | FIRST AMERICAN FINANCIAL CORP                                    | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    280000 | PA      | $255720.73    | 0.05%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                                        | FLEX LTD                                                         | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    144000 | PA      | $141806.87    | 0.03%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                                               | FLOWERS FOODS INC                                                | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    120000 | PA      | $99524.02     | 0.02%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FLOWSERVE CORPORATION                                           | FLOWSERVE CORPORATION                                            | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    128000 | PA      | $111815.72    | 0.02%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                              | FORD MOTOR COMPANY                                               | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   1462000 | PA      | $1160953.72   | 0.24%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                   | FORD MOTOR CREDIT COMPANY LLC                                    | CUSIP: 345397B28<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    820000 | PA      | $763744.47    | 0.16%             | 2025-11-13      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                                    | FORTINET INC                                                     | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57467.85     | 0.01%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                        | FOX CORP                                                         | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137238.52    | 0.03%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                            | FREEPORT-MCMORAN INC                                             | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    346000 | PA      | $332372.39    | 0.07%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                            | FRONTIER COMMUNICATIONS CORP                                     | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    886000 | PA      | $803557.64    | 0.16%             | 2028-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                                       | GATX CORPORATION                                                 | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84735.19     | 0.02%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                  | GLP CAPITAL LP/GLP FINANCING II                                  | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    201000 | PA      | $182273.94    | 0.04%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                                               | GXO LOGISTICS INC                                                | CUSIP: 36262GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $148862.96    | 0.03%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                          | GSK CONSUMER HEALTHCARE CAPITAL US                               | CUSIP: 36264FAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $917642.02    | 0.19%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECHNOLOGIES INC                                  | GE HEALTHCARE HOLDING LLC                                        | CUSIP: 36267VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $135357.21    | 0.03%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                               | GENERAL MILLS INC                                                | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29656.69     | 0.01%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL CO INC                                 | GENERAL MOTORS FINANCIAL CO INC                                  | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    258000 | PA      | $227276.21    | 0.05%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY                                                  | GENESIS ENERGY LP/FIN CORP                                       | CUSIP: 37185LAM4<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |    368000 | PA      | $363295.86    | 0.07%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                                                | GENUINE PARTS COMPANY                                            | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79519.71     | 0.02%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                             | GILEAD SCIENCES INC                                              | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    435000 | PA      | $358807.19    | 0.07%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC.                                            | GLOBAL PAYMENTS INC                                              | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    526000 | PA      | $467008.85    | 0.10%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                  | GLOBE LIFE INC                                                   | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164022.22    | 0.03%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL AIRCRAFT LEASING CO LTD                                  | GLOBAL AIRCRAFT LEASING CO LTD                                   | CUSIP: 37960JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    896049 | PA      | $821620.97    | 0.17%             | 2024-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOODYEAR TIRE & RUBBER CO                                       | GOODYEAR TIRE & RUBBER COMPANY (TH                               | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |    445000 | PA      | $392445.63    | 0.08%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GRAY ESCROW II INC                                              | GRAY ESCROW II INC                                               | CUSIP: 389286AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    796000 | PA      | $612186.86    | 0.12%             | 2031-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| H&E EQUIPMENT SERVICES INC                                      | H&E EQUIPMENT SERVICES INC                                       | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    480000 | PA      | $423340.83    | 0.09%             | 2028-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HCA-THE HEALTHCARE CO                                           | HCA INC                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    425000 | PA      | $380998.65    | 0.08%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                               | HSBC HOLDINGS PLC                                                | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    740000 | PA      | $682234.34    | 0.14%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                          | HP INC                                                           | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    506000 | PA      | $410583.14    | 0.08%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP INC                                     | HANOVER INSURANCE GROUP INC                                      | CUSIP: 410867AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $63507.34     | 0.01%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                      | HASBRO INC                                                       | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32903.40     | 0.01%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HAT HOLDINGS I LLC                                              | HAT HOLDINGS I LLC/HAT HOLDINGS II                               | CUSIP: 418751AE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    622000 | PA      | $552197.61    | 0.11%             | 2026-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN BRAND INTELLECTUAL PROPERTY LTD                        | HAWAIIAN BRAND/HAWAIIAN MILES                                    | CUSIP: 41984LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    493000 | PA      | $471204.50    | 0.10%             | 2026-01-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE REALTY HOLDINGS LP                                   | HEALTHCARE TRUST OF AMERICA HLDGS                                | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    256000 | PA      | $223155.21    | 0.05%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK PROPERTIES INC                                       | HEALTHPEAK PROPERTIES INC                                        | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133276.66    | 0.03%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                             | HIGHWOODS REALTY LP                                              | CUSIP: 431282AT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    136000 | PA      | $104392.69    | 0.02%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATING COMPANY INC                           | HILTON DOMESTIC OPERATING CO                                     | CUSIP: 432833AN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1131000 | PA      | $946101.60    | 0.19%             | 2032-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HOLOGIC INC                                                     | HOLOGIC INC                                                      | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |    548000 | PA      | $482522.84    | 0.10%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                        | SERVICE PROPERTIES TRUST                                         | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |    496000 | PA      | $467581.13    | 0.10%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                        | HOST HOTELS & RESORTS LP                                         | CUSIP: 44107TAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $224651.07    | 0.05%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                      | HUMANA INC                                                       | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    136000 | PA      | $110480.46    | 0.02%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES INC                                       | HUNTINGTON BANCSHARES INC                                        | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    198000 | PA      | $149800.60    | 0.03%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL LLC                                      | HUNTSMAN INTERNATIONAL LLC                                       | CUSIP: 44701QBF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $41289.37     | 0.01%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                               | HYATT HOTELS CORP                                                | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     66000 | PA      | $63055.48     | 0.01%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ILIAD HOLDING SAS                                               | ILIAD HOLDING SAS                                                | CUSIP: 449691AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1170000 | PA      | $1098553.24   | 0.22%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ITT HOLDINGS LLC                                                | ITT HOLDINGS LLC                                                 | CUSIP: 45074JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    413000 | PA      | $359037.77    | 0.07%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                            | ICAHN ENTERPRISES LP / FIN CORP                                  | CUSIP: 451102BT3<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    589000 | PA      | $581283.06    | 0.12%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP                                            | ICAHN ENTERPRISES LP / FIN CORP                                  | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    557000 | PA      | $521047.79    | 0.11%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IMOLA MERGER CORP                                               | IMOLA MERGER CORP                                                | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    896000 | PA      | $779832.88    | 0.16%             | 2029-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDIAN RAILWAY FINANCE CORP LTD                                 | INDIAN RAILWAY FINANCE CORP LTD                                  | CUSIP: 45434M2C5<br>LEI: 335800F2JHSOGXQEBY56 | Long             | DBT              | NUSS              | IN        |   1000000 | PA      | $835949.47    | 0.17%             | 2031-02-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                         | INDONESIA (REPUBLIC OF)                                          | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    447000 | PA      | $427496.76    | 0.09%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| INGREDION INC                                                   | INGREDION INC                                                    | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48279.88     | 0.01%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| INTELSAT JACKSON HOLDINGS SA                                    | INTELSAT JACKSON HOLDINGS SA                                     | CUSIP: 45824TBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1600000 | PA      | $1451961.90   | 0.30%             | 2030-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GRP OF CO INC                                       | INTERPUBLIC GROUP OF COMPANIES INC                               | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    202000 | PA      | $197413.45    | 0.04%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTERPUBLIC GRP OF CO INC                                       | INTERPUBLIC GROUP OF COMPANIES INC                               | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |    260000 | PA      | $215281.30    | 0.04%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                       | INVITATION HOMES OP PARTNER LP                                   | CUSIP: 46188BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $388344.43    | 0.08%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                                          | IPALCO ENTERPRISES INC                                           | CUSIP: 462613AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    140000 | PA      | $129609.53    | 0.03%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                                       | IQVIA INC                                                        | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    525000 | PA      | $510399.44    | 0.10%             | 2027-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                               | IRON MOUNTAIN INC                                                | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    592000 | PA      | $535793.34    | 0.11%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                               | IRON MOUNTAIN INC                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    270000 | PA      | $231462.57    | 0.05%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                  | JBS USA LUX SA/JBS FOOD CO/JBS FIN                               | CUSIP: 46590XAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     74000 | PA      | $71831.06     | 0.01%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX SA                                                  | JBS USA LUX SA/JBS FOOD CO/JBS USA                               | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    240000 | PA      | $236215.48    | 0.05%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                                       | JABIL INC                                                        | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    250000 | PA      | $215008.35    | 0.04%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                                             | JAZZ SECURITIES DAC                                              | CUSIP: 47216FAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    714000 | PA      | $652277.20    | 0.13%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCE LLC                                           | JEFFERIES FINANCE LLC/JFIN CO                                    | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $298921.30    | 0.06%             | 2028-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                   | JEFFERIES GROUP LLC                                              | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    148000 | PA      | $148515.43    | 0.03%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FINANCIAL GROUP INC                                   | JEFFERIES GROUP LLC                                              | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119718.02    | 0.02%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                                            | JUNIPER NETWORKS INC                                             | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |    120000 | PA      | $110732.41    | 0.02%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                            | KEURIG DR PEPPER INC                                             | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331605.44    | 0.07%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                         | KEYCORP                                                          | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    138000 | PA      | $120211.90    | 0.02%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                         | KEYCORP                                                          | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     33000 | PA      | $30160.76     | 0.01%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                       | KEYSIGHT TECHNOLOGIES INC                                        | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     75000 | PA      | $67064.74     | 0.01%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                                                | KILROY REALTY LP                                                 | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    228000 | PA      | $186934.58    | 0.04%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KRC INTERIM CORP                                                | KIMCO REALTY CORPORATION                                         | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     29000 | PA      | $24665.05     | 0.01%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                               | KINDER MORGAN INC                                                | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    235000 | PA      | $190065.74    | 0.04%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                             | KINETIK HOLDINGS LP                                              | CUSIP: 49461MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    494000 | PA      | $471181.98    | 0.10%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                            | KRAFT HEINZ FOODS CO                                             | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    275000 | PA      | $260350.23    | 0.05%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                            | KYNDRYL HOLDINGS INC                                             | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    292000 | PA      | $213290.92    | 0.04%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                                           | L BRANDS INC                                                     | CUSIP: 501797AW4<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    446000 | PA      | $435817.99    | 0.09%             | 2030-10-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LCM INVESTMENTS HOLDINGS II LLC                                 | MORGAN AUTOMOTIVE GROUP                                          | CUSIP: 50190EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $495145.10    | 0.10%             | 2029-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                               | LCPR SENIOR SECURED FINANCING DAC                                | CUSIP: 50201DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    516000 | PA      | $502681.67    | 0.10%             | 2027-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LCPR SENIOR SECURED FINANCING DAC                               | LCPR SENIOR SECURED FINANCING DAC                                | CUSIP: 50201DAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    840000 | PA      | $738846.11    | 0.15%             | 2029-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                | LPL HOLDINGS INC                                                 | CUSIP: 50212YAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $309638.80    | 0.06%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                               | LYB INTERNATIONAL FINANCE III LLC                                | CUSIP: 50249AAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $83185.41     | 0.02%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER HLDGS                                   | LABORATORY CORPORATION OF AMERICA                                | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     76000 | PA      | $67970.13     | 0.01%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                        | LAMB WESTON HOLDINGS INC                                         | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |    630000 | PA      | $567931.10    | 0.12%             | 2030-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS                                                 | LAS VEGAS SANDS CORP                                             | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1162577.29   | 0.24%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS                                                 | LAS VEGAS SANDS CORP                                             | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168205.12    | 0.03%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| LEAR CORP                                                       | LEAR CORPORATION                                                 | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94151.22     | 0.02%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                      | LEIDOS INC                                                       | CUSIP: 52532XAH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $282368.49    | 0.06%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                           | LEVEL 3 FINANCING INC                                            | CUSIP: 527298BN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $322295.37    | 0.07%             | 2027-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                           | LEVEL 3 FINANCING INC                                            | CUSIP: 527298BR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $589416.44    | 0.12%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                                            | LEXINGTON REALTY TRUST                                           | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    236000 | PA      | $195050.46    | 0.04%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LIFE TIME FITNESS INC                                           | LIFE TIME INC                                                    | CUSIP: 53190FAA3<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    276000 | PA      | $266457.68    | 0.05%             | 2026-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LIFE STORAGE LP                                                 | LIFE STORAGE LP                                                  | CUSIP: 53227JAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $193536.92    | 0.04%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                   | LIVE NATION ENTERTAINMENT INC                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    695000 | PA      | $698869.36    | 0.14%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOTO GROUP INC                                                  | LOGAN MERGER SUB INC                                             | CUSIP: 541056AA5<br>LEI: 549300D12V5KRBV00592 | Long             | DBT              | CORP              | US        |    844000 | PA      | $425150.29    | 0.09%             | 2027-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                             | LOWES COMPANIES INC                                              | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    371000 | PA      | $351140.87    | 0.07%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LOWES COMPANIES INC                                             | LOWES COMPANIES INC                                              | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214945.42    | 0.04%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MEG ENERGY CORP                                                 | MEG ENERGY CORP                                                  | CUSIP: 552704AE8<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |     26000 | PA      | $26673.97     | 0.01%             | 2027-02-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP                                                          | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     31000 | PA      | $30076.80     | 0.01%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                         | MPLX LP                                                          | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    422000 | PA      | $360296.11    | 0.07%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| MPT Opt Partner                                                 | MPT OPERATING PARTNERSHIP/FIN CORP                               | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $155542.27    | 0.03%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MPT Opt Partner                                                 | MPT OPERATING PARTNERSHIP/FIN                                    | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $475580.28    | 0.10%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                        | MSCI INC                                                         | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    153000 | PA      | $139514.48    | 0.03%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                                        | MSCI INC                                                         | CUSIP: 55354GAL4<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    778000 | PA      | $686333.29    | 0.14%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                        | MAGALLANES INC                                                   | CUSIP: 55903VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1004936.17   | 0.20%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                         | MARATHON PETROLEUM CORP                                          | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     87000 | PA      | $82398.44     | 0.02%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARKEL CORP                                                     | MARKEL CORPORATION                                               | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     44000 | PA      | $39965.52     | 0.01%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                      | MARRIOTT INTERNATIONAL INC                                       | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    284000 | PA      | $276893.79    | 0.06%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                   | MARTIN MARIETTA MATERIALS INC                                    | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166589.76    | 0.03%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                          | MARVELL TECHNOLOGY INC                                           | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $169277.81    | 0.03%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASCO CORPORATION                                               | MASCO CORPORATION                                                | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    345000 | PA      | $280176.55    | 0.06%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & COMPANY INCORPORATED                                | MCCORMICK & COMPANY INCORPORATED                                 | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    369000 | PA      | $316360.10    | 0.06%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & COMPANY INCORPORATED                                | MCCORMICK & COMPANY INC                                          | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     45000 | PA      | $36047.44     | 0.01%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORP                                                  | MCDONALDS CORPORATION                                            | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    413000 | PA      | $372416.41    | 0.08%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE LTD                                       | MELCO RESORTS FINANCE LTD                                        | CUSIP: 58547DAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1400000 | PA      | $1207009.66   | 0.25%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MERCER INTL INC.                                                | MERCER INTERNATIONAL INC                                         | CUSIP: 588056BB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    382000 | PA      | $326857.29    | 0.07%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ITALY (REPUBLIC OF)                                             | ITALY BUONI POLIENNALI DEL TESORO                                | CUSIP: 50213A9K3<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |   3706000 | PA      | $4627499.55   | 0.94%             | 2031-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                           | MICRON TECHNOLOGY INC                                            | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    250000 | PA      | $238219.58    | 0.05%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSUER TRUST                                   | MIDCAP FINANCIAL ISSUER TRUST                                    | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $352514.41    | 0.07%             | 2028-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                      | MONDELEZ INTERNATIONAL INC                                       | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    187000 | PA      | $166530.49    | 0.03%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    486000 | PA      | $376132.99    | 0.08%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                  | MORGAN STANLEY                                                   | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    551000 | PA      | $534020.32    | 0.11%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                          | MOTOROLA SOLUTIONS INC                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    296000 | PA      | $289062.83    | 0.06%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB INC                                      | MOZART DEBT MERGER SUB INC                                       | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2036000 | PA      | $1742080.98   | 0.35%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NCR CORP                                                        | NCR CORPORATION                                                  | CUSIP: 62886EBA5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |    575000 | PA      | $500301.76    | 0.10%             | 2029-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                                             | NCL CORPORATION LTD                                              | CUSIP: 62886HBE0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $465551.55    | 0.09%             | 2027-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                        | NGL ENERGY OPERATING/FIN CORP                                    | CUSIP: 62922LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    738000 | PA      | $701094.31    | 0.14%             | 2026-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                  | NRG ENERGY INC                                                   | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    439000 | PA      | $348015.91    | 0.07%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                  | NRG ENERGY INC                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    607000 | PA      | $472759.13    | 0.10%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NVR INC                                                         | NVR INC                                                          | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |     90000 | PA      | $78683.59     | 0.02%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                                          | NXP BV/NXP FUNDING LLC/NXP USA INC                               | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     44000 | PA      | $39417.77     | 0.01%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                                      | NASDAQ INC                                                       | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    180000 | PA      | $143727.90    | 0.03%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                                            | NATIONAL FUEL GAS COMPANY                                        | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     36000 | PA      | $29217.54     | 0.01%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| NOV INC                                                         | NATIONAL OILWELL VARCO INC                                       | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    113000 | PA      | $103638.61    | 0.02%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NATIONSTAR MORTGAGE HOLDINGS INC                                | NATIONSTAR MORTGAGE HOLDINGS INC                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $323239.47    | 0.07%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                               | NATWEST GROUP PLC                                                | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $396487.28    | 0.08%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                            | NEPTUNE BIDCO US INC                                             | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1114000 | PA      | $1084116.59   | 0.22%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| NEPTUNE ENERGY BONDCO PLC                                       | NEPTUNE ENERGY BONDCO PLC                                        | CUSIP: 64073KAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    200000 | PA      | $197039.28    | 0.04%             | 2025-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                      | NETAPP INC                                                       | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214834.35    | 0.04%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                     | NETFLIX INC                                                      | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1354000 | PA      | $1409721.68   | 0.29%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                         | NEW FORTRESS ENERGY LLC                                          | CUSIP: 644393AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $306996.02    | 0.06%             | 2025-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW FORTRESS ENERGY INC                                         | NEW FORTRESS ENERGY INC                                          | CUSIP: 644393AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1023814.48   | 0.21%             | 2026-09-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEWMARKET                                                       | NEWMARKET CORP                                                   | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |     26000 | PA      | $21520.20     | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORPORATION                                             | NEWMONT CORPORATION                                              | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    174000 | PA      | $145652.93    | 0.03%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEWS CORP                                                       | NEWS CORP                                                        | CUSIP: 65249BAA7<br>LEI: 549300ITS31QK8VRBQ14 | Long             | DBT              | CORP              | US        |    664000 | PA      | $594866.24    | 0.12%             | 2029-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                               | NEXSTAR BROADCASTING INC                                         | CUSIP: 65336YAN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1481066.88   | 0.30%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                             | NEXTERA ENERGY CAPITAL HOLDINGS                                  | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     95000 | PA      | $80554.35     | 0.02%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                             | NEXTERA ENERGY CAPITAL HOLDINGS                                  | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438034.95    | 0.09%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                   | NISOURCE INC                                                     | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    108000 | PA      | $100005.09    | 0.02%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC.                                                   | NISOURCE FINANCE CORPORATION                                     | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    184000 | PA      | $176610.05    | 0.04%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                             | NOMURA HOLDINGS INC                                              | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $173299.51    | 0.04%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                             | NOMURA HOLDINGS INC                                              | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    302000 | PA      | $251151.60    | 0.05%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Novelis                                                         | NOVELIS CORPORATION                                              | CUSIP: 670001AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    940000 | PA      | $859084.86    | 0.17%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                                      | NUCOR CORPORATION                                                | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    274000 | PA      | $243144.83    | 0.05%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                     | NUTRIEN LTD                                                      | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $223272.23    | 0.05%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| OREILLY AUTOMOTIVE INC                                          | OREILLY AUTOMOTIVE INC                                           | CUSIP: 67103HAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $309370.05    | 0.06%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORPORATION                                | OCCIDENTAL PETROLEUM CORPORATION                                 | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   1487000 | PA      | $1580016.22   | 0.32%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYSTEM OF NORTH LOUISIANA                    | OCHSNER LSU HEALTH SYSTEM                                        | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $143030.56    | 0.03%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| OFFICE PROPERTIES INCOME TRUST                                  | OFFICE PROPERTIES INCOME TRUST                                   | CUSIP: 67623CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $61984.60     | 0.01%             | 2027-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS INC                                    | OMEGA HEALTHCARE INVESTORS INC                                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    276000 | PA      | $238982.66    | 0.05%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS INC                                    | OMEGA HEALTHCARE INVESTORS INC                                   | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $82805.74     | 0.02%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                               | RESTAURANT BRANDS                                                | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    120000 | PA      | $109680.60    | 0.02%             | 2028-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| 1011778 BC UNLIMITED LIABILITY CO                               | 1011778 BC ULC/NEW RED FINANCE INC                               | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2457000 | PA      | $2090692.50   | 0.43%             | 2030-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                       | ONEOK INC                                                        | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7624.32      | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                  | OPEN TEXT CORP                                                   | CUSIP: 683715AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    456000 | PA      | $396331.89    | 0.08%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                          | OPEN TEXT HOLDINGS INC                                           | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    431000 | PA      | $362274.55    | 0.07%             | 2030-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                              | ORACLE CORPORATION                                               | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1217000 | PA      | $1049879.10   | 0.21%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                    | ORGANON FINANCE 1 LLC                                            | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    800000 | PA      | $725963.67    | 0.15%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                                                    | ORGANON FINANCE 1 LLC                                            | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1161392.01   | 0.24%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                             | OTIS WORLDWIDE CORP                                              | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    226000 | PA      | $197213.06    | 0.04%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                                                   | OWENS CORNING                                                    | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188241.53    | 0.04%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORP                                           | OWL ROCK CAPITAL CORP                                            | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    224000 | PA      | $192652.55    | 0.04%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORPRORATION III                               | OWL ROCK CAPITAL CORP III                                        | CUSIP: 69122JAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $85261.60     | 0.02%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PBF HOLDING COMPANY LLC                                         | PBF HOLDING COMPANY LLC                                          | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    539000 | PA      | $508164.90    | 0.10%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                       | PACIFIC GAS & ELECTRIC COMPANY                                   | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    130000 | PA      | $121613.80    | 0.02%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                       | PACIFIC GAS & ELECTRIC COMPANY                                   | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    840000 | PA      | $774023.64    | 0.16%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                      | PERFORMANCE FOOD GROUP INC                                       | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    767000 | PA      | $740194.06    | 0.15%             | 2027-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PERTAMINA PERSERO PT                                            | PERTAMINA (PERSERO) PT                                           | CUSIP: 69370RAD9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    732000 | PA      | $679226.70    | 0.14%             | 2029-07-30      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PERTAMINA PERSERO PT                                            | PERTAMINA PERSERO PT                                             | CUSIP: 69370RAL1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1115000 | PA      | $923161.70    | 0.19%             | 2031-02-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS & ELECTRIC COMPANY                                   | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    934000 | PA      | $754686.02    | 0.15%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                | PACIFIC GAS & ELECTRIC COMPANY                                   | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65298.39     | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                 | PANAMA (REPUBLIC OF)                                             | CUSIP: 698299AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   3960000 | PA      | $4296608.04   | 0.87%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PANAMA REPUBLIC OF (GOVERNMENT)                                 | PANAMA (REPUBLIC OF)                                             | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |   1190000 | PA      | $913996.29    | 0.19%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                                               | PANTHER BF AGGREGATOR 2 LP                                       | CUSIP: 69867DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    391000 | PA      | $388702.91    | 0.08%             | 2026-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | PEMEX PROJECT FUNDING MASTER TRUST                               | CUSIP: 706451BG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   4800000 | PA      | $3768265.92   | 0.77%             | 2035-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP INC                                      | PERFORMANCE FOOD GROUP INC                                       | CUSIP: 71376LAE0<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89206.58     | 0.02%             | 2029-08-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PERKINELMER INC                                                 | PERKINELMER INC                                                  | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359887.28    | 0.07%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                              | PERU (THE REPUBLIC OF)                                           | CUSIP: 715638AP7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    312000 | PA      | $389522.83    | 0.08%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                              | PERU (REPUBLIC OF)                                               | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |   5501000 | PA      | $4666409.73   | 0.95%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| PERU (REPUBLIC OF)                                              | PERU (REPUBLIC OF)                                               | CUSIP: 715638DU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    480000 | PA      | $391298.48    | 0.08%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONES       | PERUSAHAAN PENERBIT SBSN INDONESIA                               | CUSIP: 71567RAH9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    965000 | PA      | $956708.83    | 0.19%             | 2027-03-29      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONES       | PERUSAHAAN PENERBIT SURAT BERHARGA                               | CUSIP: 71567RAV8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1500000 | PA      | $1507028.46   | 0.31%             | 2032-06-06      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGARA (PERSERO) PT                          | PERUSAHAAN LISTRIK NEGARA PT                                     | CUSIP: 71568QAE7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |   1100000 | PA      | $1114449.72   | 0.23%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                                             | PETROLEOS MEXICANOS                                              | CUSIP: 71643VAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    164000 | PA      | $136231.32    | 0.03%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| PETSMART LLC                                                    | PETSMART INC/PETSMART FIN CORP                                   | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1391075.76   | 0.28%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                       | PHILIPPINES (REPUBLIC OF THE)                                    | CUSIP: 718286AY3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |   3226000 | PA      | $4156879.59   | 0.85%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| PHILIPPINES (REPUBLIC OF)                                       | PHILIPPINES (REPUBLIC OF THE)                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    614000 | PA      | $576424.17    | 0.12%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                                                  | PHILLIPS 66                                                      | CUSIP: 718547AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $108388.31    | 0.02%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PHYSICIANS REALTY LP                                            | PHYSICIANS REALTY LP                                             | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $125211.44    | 0.03%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTNERSHIP LP                               | PIEDMONT OPERATING PARTNERSHIP LP                                | CUSIP: 720198AE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    128000 | PA      | $100605.83    | 0.02%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PIONEER NAT RES CO                                              | PIONEER NATURAL RESOURCES COMPANY                                | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    376000 | PA      | $311574.46    | 0.06%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                 | PLAINS ALL AMERICAN PIPELINE LP                                  | CUSIP: 72650RBN1<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    236000 | PA      | $214387.65    | 0.04%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                               | POST HOLDINGS INC                                                | CUSIP: 737446AQ7<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1044000 | PA      | $918750.10    | 0.19%             | 2030-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                   | POWER FINANCE CORPORATION LTD                                    | CUSIP: 73928RAB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |    614000 | PA      | $542687.49    | 0.11%             | 2030-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                            | PRIME SECURITY SERVICES/PRIME FIN                                | CUSIP: 74166MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    325000 | PA      | $320073.35    | 0.07%             | 2026-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PRIME SECURITY SERVICES BORROWER LLC                            | PRIME SECURITY SERVICES/PRIME FIN                                | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1007137.55   | 0.21%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                     | PROLOGIS LP                                                      | CUSIP: 74340XCA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    198000 | PA      | $161983.99    | 0.03%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED                    | PUBLIC SERVICE ENTERPRISE GROUP                                  | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160527.91    | 0.03%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                                                | PUGET ENERGY INC                                                 | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    240000 | PA      | $222241.91    | 0.05%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                       | QORVO INC                                                        | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    134000 | PA      | $121296.63    | 0.02%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                           | QUEST DIAGNOSTICS INCORPORATED                                   | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     78000 | PA      | $67885.82     | 0.01%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                             | QUICKEN LOANS INC                                                | CUSIP: 74840LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $768161.53    | 0.16%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ROCKET MORTGAGE LLC                                             | QUICKEN LOANS LLC/QUICKEN LOANS                                  | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $407215.30    | 0.08%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                | RELX CAPITAL INC                                                 | CUSIP: 74949LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $257281.49    | 0.05%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                               | RAKUTEN GROUP INC                                                | CUSIP: 75102WAB4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $486942.58    | 0.10%             | 2049-12-31      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                                     | RAYONIER LP                                                      | CUSIP: 75508XAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $124711.45    | 0.03%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                  | REALOGY GROUP LLC / REALOGY CO ISS                               | CUSIP: 75606DAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $313798.13    | 0.06%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC                                  | REALOGY GROUP LLC                                                | CUSIP: 75606DAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $305979.67    | 0.06%             | 2030-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                              | REGENCY CENTERS LP                                               | CUSIP: 75884RBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $106102.88    | 0.02%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND (CONFEDERATION OF)                                  | SWITZERLAND (CONFEDERATION OF)                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CH        |   2391000 | PA      | $3147491.21   | 0.64%             | 2033-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RELIANCE STEEL & ALUMINUM CO                                    | RELIANCE STEEL & ALUMINUM CO                                     | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82845.63     | 0.02%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                           | REPUBLIC SERVICES INC                                            | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     48000 | PA      | $38678.76     | 0.01%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                           | REPUBLIC SERVICES INC                                            | CUSIP: 760759BA7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    305000 | PA      | $253760.68    | 0.05%             | 2033-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| URUGUAY (ORIENTAL REPUBLIC OF)                                  | URUGUAY (ORIENTAL REPUBLIC OF)                                   | CUSIP: 760942BE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   1200000 | PA      | $1329609.47   | 0.27%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                                            | RETAIL PROPERTIES OF AMERICA INC                                 | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    195000 | PA      | $179844.00    | 0.04%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                    | REXFORD INDUSTRIAL REALTY LP                                     | CUSIP: 76169XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $98029.27     | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP ISSUER LLC                               | REYNOLDS GROUP ISSUER INC                                        | CUSIP: 76174LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    665000 | PA      | $597394.67    | 0.12%             | 2027-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                     | ROBLOX CORPORATION                                               | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404000 | PA      | $340483.03    | 0.07%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROLLS-ROYCE PLC                                                 | ROLLS-ROYCE PLC                                                  | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $680833.03    | 0.14%             | 2027-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                          | ROPER TECHNOLOGIES INC                                           | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179623.99    | 0.04%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROSS STORES INC                                                 | ROSS STORES INC                                                  | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121720.93    | 0.02%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES LTD                                     | ROYAL CARIBBEAN CRUISES LTD                                      | CUSIP: 780153AZ5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   1350000 | PA      | $1448499.52   | 0.29%             | 2025-06-01      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                              | ROYALTY PHARMA PLC                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $163207.60    | 0.03%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                  | S&P GLOBAL INC                                                   | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    151000 | PA      | $148496.73    | 0.03%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                         | SBA COMMUNICATIONS CORP                                          | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    472000 | PA      | $436025.77    | 0.09%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA COMMUNICATIONS CORP                                         | SBA COMMUNICATIONS CORP                                          | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    848000 | PA      | $718790.70    | 0.15%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SS&C TECH INC                                                   | SS&C TECHNOLOGIES HOLDINGS INC                                   | CUSIP: 78466CAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    677000 | PA      | $650816.06    | 0.13%             | 2027-09-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                             | SVB FINANCIAL GROUP                                              | CUSIP: 78486QAE1<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172399.08    | 0.04%             | 2030-06-05      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                             | SVB FINANCIAL GROUP                                              | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |     64000 | PA      | $48883.74     | 0.01%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                    | SABINE PASS LIQUEFACTION LLC                                     | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116209.27    | 0.02%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                    | SABINE PASS LIQUEFACTION LLC                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    340000 | PA      | $330116.01    | 0.07%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                                  | SABRE GLBL INC                                                   | CUSIP: 78573NAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    670000 | PA      | $662055.21    | 0.13%             | 2025-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD OPERATING PARTNERSHIP LP                               | SAFEHOLD OPERATING PARTNERSHIP LP                                | CUSIP: 78646UAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    380000 | PA      | $302870.12    | 0.06%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                 | SANDS CHINA LTD                                                  | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |   1780000 | PA      | $1751976.77   | 0.36%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SENSATA TECHNOLOGIES BV                                         | SENSATA TECHNOLOGIES BV                                          | CUSIP: 81725WAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    600000 | PA      | $538527.24    | 0.11%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SERVICE CORPORATION INTERNATIONAL                               | SERVICE CORP INTERNATIONAL                                       | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |    435000 | PA      | $367295.31    | 0.07%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                  | SERVICENOW INC                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    338000 | PA      | $267862.41    | 0.05%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)                                  | SHERWIN-WILLIAMS COMPANY (THE)                                   | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    185000 | PA      | $166430.85    | 0.03%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                             | SIRIUS XM RADIO INC                                              | CUSIP: 82967NBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    149000 | PA      | $141004.06    | 0.03%             | 2027-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO INC                                             | SIRIUS XM RADIO INC                                              | CUSIP: 82967NBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1169836.96   | 0.24%             | 2028-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                              | SMITH & NEPHEW PLC                                               | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    376000 | PA      | $307032.34    | 0.06%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                                   | J M SMUCKER CO                                                   | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    245000 | PA      | $210847.95    | 0.04%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                      | SOUTH AFRICA (REPUBLIC OF)                                       | CUSIP: 836205AU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |    248000 | PA      | $225906.08    | 0.05%             | 2028-10-12      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SOUTH AFRICA (REPUBLIC OF)                                      | SOUTH AFRICA (REPUBLIC OF)                                       | CUSIP: 836205BA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   4650000 | PA      | $4243571.59   | 0.86%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                          | SOUTHERN CO                                                      | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    342000 | PA      | $320273.68    | 0.07%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                           | SOUTHWEST AIRLINES CO                                            | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43554.79     | 0.01%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ENERGY CO                                          | SOUTHWESTERN ENERGY COMPANY                                      | CUSIP: 845467AT6<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $962530.97    | 0.20%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                | SPIRIT REALTY LP                                                 | CUSIP: 84861TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $50691.23     | 0.01%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                            | SPRINGLEAF FINANCE CORP                                          | CUSIP: 85172FAN9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1391000 | PA      | $1383376.83   | 0.28%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| SPIRIT AROSYSTMS                                                | SPIRIT AEROSYSTEMS INC                                           | CUSIP: 85205TAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $543033.83    | 0.11%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                                                      | SPRINT CORP                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |    843000 | PA      | $891385.37    | 0.18%             | 2026-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                                       | BLOCK INC                                                        | CUSIP: 852234AP8<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    968000 | PA      | $812173.27    | 0.17%             | 2031-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRETE LLC                                   | SRM ESCROW ISSUER LLC                                            | CUSIP: 85236FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    714000 | PA      | $649937.16    | 0.13%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                         | STANDARD INDUSTRIES INC                                          | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $643038.59    | 0.13%             | 2030-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                                         | STANDARD INDUSTRIES INC                                          | CUSIP: 853496AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $273673.00    | 0.06%             | 2031-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                                                  | STARBUCKS CORPORATION                                            | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    395000 | PA      | $344360.08    | 0.07%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                              | STEEL DYNAMICS INC                                               | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64501.24     | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                              | STEEL DYNAMICS INC                                               | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    334000 | PA      | $301155.65    | 0.06%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STIFEL FINL CORP                                                | STIFEL FINANCIAL CORP                                            | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $161910.03    | 0.03%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL CORP                                              | STORE CAPITAL CORP                                               | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $186907.27    | 0.04%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                                    | STRYKER CORPORATION                                              | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    310000 | PA      | $261739.80    | 0.05%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| STUDIO CITY FINANCE LTD                                         | STUDIO CITY FINANCE LTD                                          | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |   1000000 | PA      | $812269.19    | 0.17%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FIN GRP INC                                     | SUMITOMO MITSUI FINANCIAL GROUP                                  | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    216000 | PA      | $174221.45    | 0.04%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                             | SUZANO AUSTRIA GMBH                                              | CUSIP: 86964WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | AT        |    580000 | PA      | $497339.65    | 0.10%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                             | SYNCHRONY FINANCIAL                                              | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     85000 | PA      | $81152.34     | 0.02%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                      | SYSCO CORPORATION                                                | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     95000 | PA      | $101904.80    | 0.02%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                | T-MOBILE USA INC                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2129000 | PA      | $1993760.28   | 0.41%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL CO LTD                                    | TAKEDA PHARMACEUTICAL CO LTD                                     | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    384000 | PA      | $324191.82    | 0.07%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                     | TARGA RESOURCES PARTNERS LP/TARGA                                | CUSIP: 87612BBU5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |    468000 | PA      | $411423.83    | 0.08%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                       | TEGNA INC                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    901000 | PA      | $848505.06    | 0.17%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                                       | TEGNA INC                                                        | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    155000 | PA      | $145570.59    | 0.03%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                                       | TELEDYNE TECHNOLOGIES INCORPORATED                               | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $424853.51    | 0.09%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                               | TENET HEALTHCARE CORPORATION                                     | CUSIP: 88033GCZ1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   1317000 | PA      | $1282456.35   | 0.26%             | 2026-01-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                               | TENET HEALTHCARE CORPORATION                                     | CUSIP: 88033GDP2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    515000 | PA      | $500214.37    | 0.10%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| TENET HLTHCR CORP                                               | TENET HEALTHCARE CORPORATION                                     | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    241000 | PA      | $235577.50    | 0.05%             | 2027-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                     | TEXTRON INC                                                      | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     23000 | PA      | $21589.17     | 0.00%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                     | TEXTRON INC                                                      | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     86000 | PA      | $76191.28     | 0.02%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TIBCO SOFTWARE INC                                              | TIBCO SOFTWARE INC                                               | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1754885.00   | 0.36%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                       | TRANSCANADA PIPELINES LTD                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    496000 | PA      | $484244.25    | 0.10%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TRANSDIGM INC                                                    | CUSIP: 893647BE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2191000 | PA      | $2190185.47   | 0.45%             | 2026-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                   | TRANSDIGM INC                                                    | CUSIP: 893647BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    217000 | PA      | $221470.32    | 0.05%             | 2025-12-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FINANCE BV                                    | TRIVIUM PACKAGING FINANCE BV                                     | CUSIP: 89686QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    200000 | PA      | $192158.77    | 0.04%             | 2026-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                      | TRONOX INC                                                       | CUSIP: 897051AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $427500.00    | 0.09%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                                                   | II-VI INCORPORATED                                               | CUSIP: 902104AC2<br>LEI: 549300O5C25A0MMHHU33 | Long             | DBT              | CORP              | US        |    180000 | PA      | $164571.59    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US FOODS INC                                                    | US FOODS INC                                                     | CUSIP: 90290MAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    612000 | PA      | $612794.20    | 0.12%             | 2025-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| UPC BROADBAND FINCO BV                                          | UPC BROADBAND FINCO BV                                           | CUSIP: 90320BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    800000 | PA      | $703599.23    | 0.14%             | 2031-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                   | UNICREDIT SPA                                                    | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $194530.50    | 0.04%             | 2034-04-02      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                   | UNICREDIT SPA                                                    | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   1252000 | PA      | $1096499.35   | 0.22%             | 2035-06-30      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                             | UNITED AIRLINES INC                                              | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    102000 | PA      | $96891.63     | 0.02%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                             | UNITED AIRLINES INC                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |   1756000 | PA      | $1602223.43   | 0.33%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)                     | MEXICO (UNITED MEXICAN STATES)                                   | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   5085000 | PA      | $4275665.81   | 0.87%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                              | UNITED RENTALS NA INC                                            | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $938443.96    | 0.19%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY BILL                                                    | CUSIP: 912796U31<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10000000 | PA      | $9937925.40   | 2.02%             | 2023-03-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY BILL                                                    | CUSIP: 912796X53<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   5000000 | PA      | $4915923.75   | 1.00%             | 2023-06-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY BILL                                                    | CUSIP: 912796XQ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15000000 | PA      | $14691362.85  | 2.99%             | 2023-07-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY BILL                                                    | CUSIP: 912796XY0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  25000000 | PA      | $24395987.25  | 4.97%             | 2023-08-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY BOND                                                    | CUSIP: 912810TD0<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   3010000 | PA      | $2262673.44   | 0.46%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY BOND                                                    | CUSIP: 912810TF5<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  15000000 | PA      | $12128906.25  | 2.47%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY BOND                                                    | CUSIP: 912810TG3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6978000 | PA      | $6017434.69   | 1.23%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY BOND                                                    | CUSIP: 912810TH1<br>LEI: N/A                  | Long             | DBT              | UST               | US        |  10454000 | PA      | $9696085.00   | 1.97%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY BOND                                                    | CUSIP: 912810TJ7<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   1985000 | PA      | $1757345.31   | 0.36%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY BOND                                                    | CUSIP: 912810TL2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |     37000 | PA      | $39572.66     | 0.01%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY NOTE                                                    | CUSIP: 91282CDY4<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6127000 | PA      | $5379314.53   | 1.10%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY NOTE                                                    | CUSIP: 91282CEP2<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   6711000 | PA      | $6395373.28   | 1.30%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY NOTE                                                    | CUSIP: 91282CFF3<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2729000 | PA      | $2569097.66   | 0.52%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TREASURY                                          | TREASURY NOTE                                                    | CUSIP: 91282CFV8<br>LEI: N/A                  | Long             | DBT              | UST               | US        |   2433000 | PA      | $2560732.50   | 0.52%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                               | UNITED TECHNOLOGIES CORPORATION                                  | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    206000 | PA      | $202285.32    | 0.04%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UNITI GROUP LP                                                  | UNITI GROUP LP/UNITI HLD/CSL CAP                                 | CUSIP: 91327AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1255000 | PA      | $1238325.33   | 0.25%             | 2025-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                   | UNIVERSAL HEALTH SERVICES INC                                    | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    290000 | PA      | $244387.86    | 0.05%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                    | UNIVISION COMMUNICATIONS INC                                     | CUSIP: 914906AU6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $519267.78    | 0.11%             | 2027-06-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS INC                                    | UNIVISION COMMUNICATIONS INC                                     | CUSIP: 914906AV4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    876000 | PA      | $753544.92    | 0.15%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| URUGUAY (ORIENTAL REPUBLIC OF)                                  | URUGUAY (THE REPUBLIC OF)                                        | CUSIP: 917288BK7<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |   2463000 | PA      | $2455263.54   | 0.50%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VIMPELCOM HOLDINGS BV                                           | VEON HOLDINGS BV                                                 | CUSIP: 91823N2A0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1028000 | PA      | $714056.82    | 0.15%             | 2027-11-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                                         | VZ SECURED FINANCING BV                                          | CUSIP: 91845AAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    775000 | PA      | $663674.02    | 0.14%             | 2032-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                               | VALE OVERSEAS LTD                                                | CUSIP: 91911TAQ6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    334000 | PA      | $299669.12    | 0.06%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                              | VALERO ENERGY CORPORATION                                        | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20754.78     | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| VECTOR GRP LTD                                                  | VECTOR GROUP LTD                                                 | CUSIP: 92240MBL1<br>LEI: 549300TUIF4WWN6NDN50 | Long             | DBT              | CORP              | US        |    530000 | PA      | $462593.20    | 0.09%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                | VENTAS REALTY LP                                                 | CUSIP: 92277GAN7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     97000 | PA      | $93078.32     | 0.02%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                               | VENTURE GLOBAL CALCASIEU PASS LLC                                | CUSIP: 92328MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $111502.08    | 0.02%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU PASS LLC                               | VENTURE GLOBAL CALCASIEU PASS LLC                                | CUSIP: 92328MAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1002624.19   | 0.20%             | 2031-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                      | VERIZON COMMUNICATIONS INC                                       | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1252371.37   | 0.25%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORP                                               | VERTIV GROUP CORP                                                | CUSIP: 92535UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $521925.31    | 0.11%             | 2028-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                                        | VERTICAL US NEWCO INC                                            | CUSIP: 92537RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1010855.55   | 0.21%             | 2027-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                | VIACOMCBS INC                                                    | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    388000 | PA      | $357934.99    | 0.07%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                     | VIATRIS INC                                                      | CUSIP: 000000000<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    228000 | PA      | $187984.00    | 0.04%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                              | VICI PROPERTIES LP                                               | CUSIP: 925650AD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $481241.45    | 0.10%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHESAPEAKE ENERGY CORP                                          | CHESAPEAKE ENERGY CORPORATION                                    | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    520000 | PA      | $512984.02    | 0.10%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA SECURED FINANCE PLC                                | VIRGIN MEDIA SECURED FINANCE PLC                                 | CUSIP: 92769XAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    940000 | PA      | $871032.21    | 0.18%             | 2029-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                   | VISTRA OPERATIONS COMPANY LLC                                    | CUSIP: 92840VAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    427000 | PA      | $413773.71    | 0.08%             | 2027-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                   | VISTRA OPERATIONS COMPANY LLC                                    | CUSIP: 92840VAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    818000 | PA      | $769412.25    | 0.16%             | 2027-07-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                      | VMWARE INC                                                       | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    208000 | PA      | $202023.59    | 0.04%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                      | VMWARE INC                                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    228000 | PA      | $180845.83    | 0.04%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                              | VODAFONE GROUP PLC                                               | CUSIP: 92857WBQ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1213000 | PA      | $1250642.39   | 0.25%             | 2079-04-04      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK FINANCING I PLC                                      | VMED O2 UK FINANCING I PLC                                       | CUSIP: 92858RAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    634000 | PA      | $540485.30    | 0.11%             | 2031-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                                                    | VONTIER CORP                                                     | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    275000 | PA      | $213684.46    | 0.04%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                        | VULCAN MATERIALS COMPANY                                         | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    316000 | PA      | $288750.21    | 0.06%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                    | WP CAREY INC                                                     | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252006.83    | 0.05%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                            | WEC ENERGY GROUP INC                                             | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162223.29    | 0.03%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                                       | WRKCO INC                                                        | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    280000 | PA      | $237615.84    | 0.05%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                           | WASTE CONNECTIONS INC                                            | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    237000 | PA      | $233265.94    | 0.05%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                            | WASTE MANAGEMENT INC                                             | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    305000 | PA      | $260527.82    | 0.05%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                            | WASTE MANAGEMENT INC                                             | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    131000 | PA      | $106216.68    | 0.02%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                   | WELLTOWER INC                                                    | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    500000 | PA      | $416526.65    | 0.08%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                          | WESCO DISTRIBUTION INC                                           | CUSIP: 95081QAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    360000 | PA      | $365726.57    | 0.07%             | 2025-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                                          | WESCO DISTRIBUTION INC                                           | CUSIP: 95081QAP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    857000 | PA      | $881435.72    | 0.18%             | 2028-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                         | WESTERN MIDSTREAM OPERATING LP                                   | CUSIP: 958667AB3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1909.56      | 0.00%             | 2025-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| WESTERN GAS PARTNERS LP                                         | WESTERN MIDSTREAM OPERATING LP                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    660000 | PA      | $604230.17    | 0.12%             | 2030-02-01      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                                            | WESTERN UNION CO/THE                                             | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     44000 | PA      | $34983.02     | 0.01%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                                                   | WESTLAKE CHEMICAL CORP                                           | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    114000 | PA      | $102421.95    | 0.02%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                            | WESTPAC BANKING CORP                                             | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    190000 | PA      | $182344.67    | 0.04%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                                            | WESTPAC BANKING CORP                                             | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    499000 | PA      | $391388.81    | 0.08%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                            | WEYERHAEUSER COMPANY                                             | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     88000 | PA      | $83017.06     | 0.02%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                  | WHIRLPOOL CORPORATION                                            | CUSIP: 963320AW6<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62554.27     | 0.01%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                  | WHIRLPOOL CORPORATION                                            | CUSIP: 963320AY2<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49694.30     | 0.01%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                          | WILLIAMS COMPANIES INC                                           | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    102000 | PA      | $93381.52     | 0.02%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                          | WILLIAMS COMPANIES INC                                           | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    480000 | PA      | $406625.64    | 0.08%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                        | WILLIS NORTH AMERICA INC                                         | CUSIP: 970648AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    121000 | PA      | $117818.00    | 0.02%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                     | WORKDAY INC                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    300000 | PA      | $274361.29    | 0.06%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                  | WYNN MACAU LTD                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    846000 | PA      | $705386.87    | 0.14%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                                  | WYNN MACAU LTD                                                   | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $176760.42    | 0.04%             | 2028-08-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                 | XCEL ENERGY INC                                                  | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    326000 | PA      | $286542.81    | 0.06%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                                       | XYLEM INC                                                        | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    160000 | PA      | $134526.62    | 0.03%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                | YUM! BRANDS INC                                                  | CUSIP: 988498AN1<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    494000 | PA      | $424108.33    | 0.09%             | 2031-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC.                                                | YUM! BRANDS INC                                                  | CUSIP: 988498AP6<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |    493000 | PA      | $449071.60    | 0.09%             | 2032-01-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ZAYO GROUP HOLDINGS INC                                         | FRONT RANGE BIDCO INC                                            | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     54000 | PA      | $42920.42     | 0.01%             | 2027-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ZIGGO BV                                                        | ZIGGO BV                                                         | CUSIP: 98955DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    350000 | PA      | $305322.42    | 0.06%             | 2030-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                      | ZOETIS INC                                                       | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    388000 | PA      | $328852.71    | 0.07%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| SWEDEN (KINGDOM OF)                                             | SWEDEN (KINGDOM OF)                                              | CUSIP: 000000000<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  10370000 | PA      | $1007788.63   | 0.21%             | 2032-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND (CONFEDERATION OF)                                  | SWITZERLAND (CONFEDERATION OF)                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CH        |   1402000 | PA      | $1418128.00   | 0.29%             | 2029-06-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TELENET FINANCE LUXEMBOURG NOTES SARL                           | TELENET FINANCE LUX NOTE                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $185804.32    | 0.04%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND (GOVERNMENT OF)                                     | NEW ZEALAND (GOVT OF)                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |   5774000 | PA      | $3509723.32   | 0.71%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                  | OMAN GOVT INTL BOND                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |   5000000 | PA      | $5138738.45   | 1.05%             | 2029-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED KINGDOM (GOVERNMENT OF)                                  | UK GILT STOCK                                                    | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   4159000 | PA      | $4393492.63   | 0.89%             | 2029-10-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAMME LTD                                     | SHARJAH SUKUK PROGRAMME LTD                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |   1400000 | PA      | $1255449.73   | 0.26%             | 2029-10-23      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND (GOVERNMENT OF)                                     | NEW ZEALAND (GOVERNMENT OF)                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |   1450000 | PA      | $767595.27    | 0.16%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GERMANY (FEDERAL REPUBLIC OF)                                   | GERMANY (FEDERAL REPUBLIC OF)                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |   4538000 | PA      | $4184369.85   | 0.85%             | 2030-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| NORWAY (KINGDOM OF)                                             | NORWAY (KINGDOM OF)                                              | CUSIP: 000000000<br>LEI: 549300L0BT3FJTN9MX24 | Long             | DBT              | NUSS              | NO        |  49580000 | PA      | $4451869.37   | 0.91%             | 2030-08-19      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SWEDEN (KINGDOM OF)                                             | SWEDEN (KINGDOM OF)                                              | CUSIP: W7S736JQ2<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  24580000 | PA      | $2003989.90   | 0.41%             | 2031-05-12      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| COMISION FEDERAL DE ELECTRICIDAD                                | COMISION FEDERAL DE ELECTRICIDAD C                               | CUSIP: P29595AD0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |   1846000 | PA      | $1519830.65   | 0.31%             | 2031-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA (COMMONWEALTH OF)                                     | AUSTRALIA (COMMONWEALTH OF)                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | AU        |   7317000 | PA      | $4179810.19   | 0.85%             | 2031-11-21      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JAPAN (GOVERNMENT OF)                                           | JAPAN (GOVT OF) #360                                             | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        | 538000000 | PA      | $4020027.43   | 0.82%             | 2030-09-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA (2020) I MANAGEMENT LTD                             | CHINA CINDA (2020) I MANAGEMENT LT                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |    500000 | PA      | $415080.91    | 0.08%             | 2031-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA (REPUBLIC OF)                                           | ROMANIA (REPUBLIC OF)                                            | CUSIP: X7360WBP6<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   2832000 | PA      | $2337809.34   | 0.48%             | 2031-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HUNGARY (GOVERNMENT)                                            | HUNGARY (REPUBLIC OF)                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |   3071000 | PA      | $2389993.53   | 0.49%             | 2031-09-22      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| FRANCE (REPUBLIC OF)                                            | FRANCE (GOVT OF)                                                 | CUSIP: 000000000<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |   4615000 | PA      | $4606163.30   | 0.94%             | 2031-05-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| COTE D IVOIRE (REPUBLIC OF)                                     | IVORY COAST                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | CI        |   2900000 | PA      | $2579882.22   | 0.53%             | 2033-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SWEDEN (KINGDOM OF)                                             | SWEDEN (KINGDOM OF)                                              | CUSIP: W7S736HQ4<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |  16950000 | PA      | $1481237.44   | 0.30%             | 2029-11-12      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                           | DP WORLD CRESCENT LTD                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |   3850000 | PA      | $3906544.95   | 0.80%             | 2028-09-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DP WORLD CRESCENT LTD                                           | DP WORLD CRESCENT LTD                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |    300000 | PA      | $288967.35    | 0.06%             | 2029-07-18      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHARJAH SUKUK PROGRAMME LTD                                     | SHARJAH SUKUK PROGRAM LTD                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KY        |   1600000 | PA      | $1534568.42   | 0.31%             | 2028-03-14      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| OMAN SULTANATE OF (GOVERNMENT)                                  | OMAN GOVT INTL BOND                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | OM        |   1283000 | PA      | $1292988.31   | 0.26%             | 2028-01-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                 | DOMINICAN (REPUBLIC OF)                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |    876000 | PA      | $766693.89    | 0.16%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DOMINICAN REPUBLIC (GOVERNMENT)                                 | DOMINICAN (REPUBLIC OF)                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | DO        |   5612000 | PA      | $4809547.86   | 0.98%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GUATEMALA REPUBLIC OF (GOVERNMENT)                              | GUATEMALA (REPUBLIC OF)                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |   1840000 | PA      | $1791190.04   | 0.36%             | 2028-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                               | PARAGUAY (REPUBLIC OF)                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |    940000 | PA      | $913590.02    | 0.19%             | 2031-04-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PARAGUAY REPUBLIC OF (GOVERNMENT)                               | PARAGUAY (REPUBLIC OF)                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |   1000000 | PA      | $807284.24    | 0.16%             | 2033-01-29      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| DREYFUS TREASURY PRIME CASH MANAGEMENT                          | DREYFUS TREASURY SECURITIES CASH MANAGEMENT INSTITUTIONAL SHARES | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   4623791 | NS      | $4623790.92   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| INDONESIA (REPUBLIC OF)                                         | INDONESIA (REPUBLIC OF)                                          | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |   2716000 | PA      | $3549062.55   | 0.72%             | 2035-10-12      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NK KAZMUNAYGAZ AO                                               | KAZMUNAYGAS NATIONAL CO                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |   1830000 | PA      | $1688371.91   | 0.34%             | 2030-04-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NK KAZMUNAYGAZ AO                                               | JSC NATIONAL KAZMUNAYGAS                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |   1000000 | PA      | $929697.76    | 0.19%             | 2027-04-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| POWER FINANCE CORPORATION LTD                                   | POWER FINANCE CORPORATION LTD                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | IN        |   2000000 | PA      | $1868882.76   | 0.38%             | 2029-06-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-15

**Name of Applicant:** Columbia ETF Trust I

**Signature:** Martha Skinner

**Name of Signer:** Martha Skinner

**Title:** Assistant Treasurer