# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001145549-23-013504
**Filing Date:** 2023-2
**Character Count:** 403780
**Document Hash:** 0e388bb4137a6b8673fa6f1259335593
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-013504.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001145549-23-013504

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691
- **IRS NUMBER:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 23683234

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

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

## Series and Classes Contracts Data

### JNL/PIMCO Investment Grade Credit Bond Fund (Series ID: S000068114)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000218186 | JNL/PIMCO Investment Grade Credit Bond Fund (I) |  |
| C000218187 | JNL/PIMCO Investment Grade Credit Bond Fund (A) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

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

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

- **a. Name of Series:** JNL/PIMCO Investment Grade Credit Bond Fund

- **b. EDGAR series identifier (if any):** S000068114

- **c. LEI of Series:** 03HIFFV5LBCCS2H8ZB47

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**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:** $1104926619.18

**Total Liabilities:** $173542261.64

**Net Assets:** $931384357.54

**Delayed Delivery Securities:** $168957184.40

**Cash Not Reported:** $9119482.99

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1360.613899667507 | **1-Year:** -27899.284173389576 | **5-Year:** -127012.359353426026 | **10-Year:** -111848.758669494819 | **30-Year:** -146538.719710706571

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

- **3-Month:** -196.851027563658 | **1-Year:** -2162.243221646695 | **5-Year:** -14117.206649509986 | **10-Year:** -8320.326001030221 | **30-Year:** -32041.422571012942

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218186 | -1.38%               | 4.93%                | -0.18%               |
| Class ID C000218187 | -1.39%               | 4.80%                | -0.18%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-11809827.42            | $-6554462.08                               |
| Month 2  | $-58841786.43            | $98449572.82                               |
| Month 3  | $-169227.27              | $-5154611.45                               |

**Designated Index Information**

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

- **Index Identifier:** LHMN0011

### Schedule of Portfolio Investments

| Name                                                                                     | Title                                                                                    | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                                   | JNL Securities Lending Collateral Fund                                                   | CUSIP: 46628D411<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     611442 | NS      | $611442.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    1376744 | PA      | $-69379.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | CHILEAN PESO                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CL        | 2067386277 | PA      | $144299.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     237121 | PA      | $-4165.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | COLOMBIAN PESO                                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | CO        | 6522899616 | PA      | $22903.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    5378887 | PA      | $-228006.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | MX        |    2042000 | PA      | $680.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |    1677815 | PA      | $-50596.03    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |     700229 | PA      | $-36759.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      62187 | PA      | $-5360.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | ZA        |   11482000 | PA      | $15021.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     302302 | PA      | $101.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | BRAZILIAN REAL                                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | BR        |    5815435 | PA      | $-6784.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |   12204875 | PA      | $-278649.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |    2269194 | PA      | $17677.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | INDONESIAN RUPIAH                                                                        | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | ID        | 6500982483 | PA      | $7798.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |    1344130 | PA      | $-67999.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |     712737 | PA      | $-51046.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |    2355759 | PA      | $-62478.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      56626 | PA      | $-1650.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    2602053 | PA      | $70402.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | ZA        |     900592 | PA      | $2084.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      48693 | PA      | $-4280.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |    1696904 | PA      | $-55958.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | ZA        |    1155897 | PA      | $2877.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | INDONESIAN RUPIAH                                                                        | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | ID        | 4162857587 | PA      | $3039.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | MX        |  126484964 | PA      | $123582.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |     577453 | PA      | $-43820.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | INDONESIAN RUPIAH                                                                        | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | ID        | 4380258726 | PA      | $2933.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | INDONESIAN RUPIAH                                                                        | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | ID        | 2410146691 | PA      | $1448.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    4057824 | PA      | $-139085.88   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | INDONESIAN RUPIAH                                                                        | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | ID        | 1876503010 | PA      | $493.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |    5433561 | PA      | $113743.49    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | INDONESIAN RUPIAH                                                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | ID        | 2632171988 | PA      | $1088.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | MX        |    2736938 | PA      | $1782.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |    1481488 | PA      | $30783.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |      27600 | PA      | $-5753.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    1091178 | PA      | $-10055.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     495000 | PA      | $2929.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |    1274125 | PA      | $-51077.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | SWISS FRANC                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | CH        |    2443000 | PA      | $24206.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |     703190 | PA      | $-37039.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | ZA        |    5506791 | PA      | $9118.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | NORWEGIAN KRONE                                                                          | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | NO        |   26385000 | PA      | $30287.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | BRAZILIAN REAL                                                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | BR        |    5815435 | PA      | $10253.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |    1882881 | PA      | $-20095.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | MX        |    2130000 | PA      | $550.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | HUNGARIAN FORINT                                                                         | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | HU        |    1879000 | PA      | $523.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | SWAPTION CDX - INDEX                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | XX        |   -2000000 | PA      | $-381.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          8 | NC      | $-72875.61    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         96 | NC      | $-1066.52     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |         96 | NC      | $44832.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | HU        |  906900000 | PA      | $-278338.10   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | HU        |  297000000 | PA      | $-85879.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |  171900000 | PA      | $-842317.65   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | MX        |   59200000 | PA      | $-72054.39    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | JP        |  146700000 | PA      | $50849.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | JP        |  132800000 | PA      | $60585.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | JP        |  127500000 | PA      | $4499.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |     900000 | PA      | $16255.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |   50400000 | PA      | $-370879.32   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |   10500000 | PA      | $87001.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |     400000 | PA      | $7912.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |    2700000 | PA      | $-116210.94   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |   46700000 | PA      | $98887.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | CREDIT DEFAULT SWAP INDEX                                                                | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |    -150000 | PA      | $2155.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |    -496774 | PA      | $-222.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |   -3974193 | PA      | $-1779.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    -100000 | PA      | $-232.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |    -100000 | PA      | $-232.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG (EQ & SWAP)                                                                       | CREDIT DEFAULT SWAP-ABX/CMBX SWAP INDEX                                                  | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DCR              | CORP              | US        |    -100000 | PA      | $-232.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | MX        |    -100000 | PA      | $679.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | GB        |   -2500000 | PA      | $349560.50    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | MX        |   -1300000 | PA      | $4046.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | MX        |    -800000 | PA      | $2490.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | ID        |    -300000 | PA      | $1054.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -700000 | PA      | $-25934.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | GB        |    -400000 | PA      | $-5886.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    1300000 | PA      | $6312.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |    -300000 | PA      | $1488.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | MX        |    -100000 | PA      | $588.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | MX        |    -200000 | PA      | $1177.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | MX        |    -100000 | PA      | $588.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | GB        |    -800000 | PA      | $-9026.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -300000 | PA      | $6614.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | IT        |    -400000 | PA      | $2345.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DCR              | CORP              | IT        |    -400000 | PA      | $2345.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | MX        |    -500000 | PA      | $3395.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -5500000 | PA      | $-60080.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | BR        |    -600000 | PA      | $-1944.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -1500000 | PA      | $-108252.12   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | KY        |    -300000 | PA      | $1284.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | BR        |    -500000 | PA      | $-1620.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | KY        |    -200000 | PA      | $856.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | ID        |    -400000 | PA      | $4068.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | GB        |   -2700000 | PA      | $377525.28    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | GB        |    -700000 | PA      | $11.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -500000 | PA      | $-6685.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -800000 | PA      | $-10654.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | GB        |    -800000 | PA      | $-12053.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | ZA        |    -800000 | PA      | $-4565.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DCR              | CORP              | IT        |    -800000 | PA      | $4961.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | ZA        |   -1000000 | PA      | $-5707.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DCR              | CORP              | IT        |   -6000000 | PA      | $27115.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | MX        |    -300000 | PA      | $1283.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | GB        |    -750000 | PA      | $40326.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | NL        |    -300000 | PA      | $-2539.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | IT        |   -1400000 | PA      | $25763.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | GB        |    -500000 | PA      | $-3184.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | GB        |   -4600000 | PA      | $-78051.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | GB        |    -300000 | PA      | $-4522.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -1000000 | PA      | $-2104.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -2600000 | PA      | $-39129.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -1400000 | PA      | $-33351.83    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -900000 | PA      | $-70086.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -2000000 | PA      | $14588.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -1000000 | PA      | $-13668.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -800000 | PA      | $-9797.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -1800000 | PA      | $16383.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -3000000 | PA      | $63074.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -1200000 | PA      | $589.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -4000000 | PA      | $5067.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -500000 | PA      | $5137.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | GB        |   -4100000 | PA      | $5696.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP CREDIT TRANCHE                                                       | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | US        |    -400000 | PA      | $16703.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | CREDIT DEFAULT SWAP CREDIT TRANCHE                                                       | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DCR              | CORP              | US        |    -100000 | PA      | $4175.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP CREDIT TRANCHE                                                       | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | US        |    -500000 | PA      | $20878.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | CREDIT DEFAULT SWAP CREDIT TRANCHE                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              | CORP              | US        |    -100000 | PA      | $4175.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP CREDIT TRANCHE                                                       | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | US        |    -200000 | PA      | $8351.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -2600000 | PA      | $-30145.18    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -39 | NC      | $-10713.61    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Trans Union, LLC                                                                         | Trans Union, LLC                                                                         | CUSIP: 89334GAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     690774 | PA      | $683099.69    | 0.07%             | 2028-11-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                                                                | Diamond Sports Group, LLC                                                                | CUSIP: 25277BAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     124159 | PA      | $117227.00    | 0.01%             | 2026-05-19      | Floating      | 12.32%                | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1115929.56   | 0.12%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1138041.21   | 0.12%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1887253.11   | 0.20%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                                           | Penske Truck Leasing Co., L.P.                                                           | CUSIP: 709599AW4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $917894.30    | 0.10%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ProLogis, L.P.                                                                           | ProLogis, L.P.                                                                           | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     800000 | PA      | $668409.92    | 0.07%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                                      | Take-Two Interactive Software, Inc.                                                      | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     700000 | PA      | $619963.75    | 0.07%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                 | Tencent Holdings Limited                                                                 | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3136623.32   | 0.34%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Textron Inc.                                                                             | Textron Inc.                                                                             | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2716309.20   | 0.29%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   15023000 | PA      | $10797781.25  | 1.16%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     200000 | PA      | $177561.88    | 0.02%             | 2028-03-07      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     800000 | PA      | $634091.46    | 0.07%             | 2034-02-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Physicians Realty L.P.                                                                   | Physicians Realty L.P.                                                                   | CUSIP: 71951QAA0<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |     995000 | PA      | $938682.10    | 0.10%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                       | Southern California Edison Company                                                       | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $865768.86    | 0.09%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Syngenta Finance N.V.                                                                    | Syngenta Finance N.V.                                                                    | CUSIP: 87164KAG9<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | US        |     200000 | PA      | $193621.60    | 0.02%             | 2025-04-24      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Syngenta Finance N.V.                                                                    | Syngenta Finance N.V.                                                                    | CUSIP: 87164KAH7<br>LEI: 54930042S3BYCEGOCN86 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199059.24    | 0.02%             | 2023-04-24      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| CoBank, ACB                                                                              | CoBank, ACB                                                                              | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1874898.30   | 0.20%             | 2500-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                               | Constellation Brands, Inc.                                                               | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95007.18     | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                                    | United Airlines, Inc.                                                                    | CUSIP: 210795PZ7<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-CBDO         | CORP              | US        |     896067 | PA      | $856702.16    | 0.09%             | 2024-04-11      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131YBQJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      38864 | PA      | $38020.03     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                     | Global Payments Inc.                                                                     | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     500000 | PA      | $476690.42    | 0.05%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                     | Global Payments Inc.                                                                     | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     600000 | PA      | $545223.66    | 0.06%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc.                                                                          | Globe Life Inc.                                                                          | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1664878.53   | 0.18%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Financial Company                                                        | Global Atlantic Financial Company                                                        | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1246863.64   | 0.13%             | 2031-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                            | The Goldman Sachs Group, Inc.                                                            | CUSIP: 38141GVX9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4164851.34   | 0.45%             | 2027-10-28      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                            | The Goldman Sachs Group, Inc.                                                            | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     400000 | PA      | $371430.60    | 0.04%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $1984382.40   | 0.21%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| The Hanover Insurance Group, Inc.                                                        | The Hanover Insurance Group, Inc.                                                        | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     500000 | PA      | $385382.40    | 0.04%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2006-12                                                   | HarborView Mortgage Loan Trust 2006-12                                                   | CUSIP: 41162DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     404112 | PA      | $338023.18    | 0.04%             | 2036-12-19      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                                     | The Southern Company                                                                     | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     400000 | PA      | $348944.40    | 0.04%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                                    | TD SYNNEX Corporation                                                                    | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1954935.72   | 0.21%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    2075000 | PA      | $1936319.95   | 0.21%             | 2026-02-11      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company, LLC                                                 | Spectrum Management Holding Company, LLC                                                 | CUSIP: 88732JBD9<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |     300000 | PA      | $219079.77    | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Company Pty Ltd                                                       | Transurban Finance Company Pty Ltd                                                       | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | US        |     950000 | PA      | $747767.95    | 0.08%             | 2031-03-16      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11400000 | PA      | $9155625.00   | 0.98%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                           | Arizona Public Service Company                                                           | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     400000 | PA      | $270910.84    | 0.03%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                    | Cheniere Corpus Christi Holdings, LLC                                                    | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     800000 | PA      | $725245.34    | 0.08%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967JM4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1005642.08   | 0.11%             | 2500-12-31      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MAL9<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |     600000 | PA      | $575234.93    | 0.06%             | 2026-04-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group Funding (Guernsey) Limited                                           | Credit Suisse Group Funding (Guernsey) Limited                                           | CUSIP: 225433AC5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     800000 | PA      | $720795.20    | 0.08%             | 2025-03-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                   | Credit Suisse Group AG                                                                   | CUSIP: 225436AA2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     200000 | PA      | $156510.00    | 0.02%             | 2500-12-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MBA2<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    6900000 | PA      | $6793936.10   | 0.73%             | 2023-09-29      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                             | Adventist Health System/West                                                             | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $860593.50    | 0.09%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                   | Credit Suisse Group AG                                                                   | CUSIP: 22546DAA4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192995.20    | 0.02%             | 2023-08-08      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Crestline Denali CLO XV, Ltd.                                                            | Crestline Denali CLO XV, Ltd.                                                            | CUSIP: 22616CAJ2<br>LEI: 254900I3X14OTGXOC969 | Long             | ABS-CBDO         | CORP              | US        |    1264440 | PA      | $1246388.46   | 0.13%             | 2030-04-22      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| W.P. Carey Inc.                                                                          | W.P. Carey Inc.                                                                          | CUSIP: 92936UAC3<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $974384.40    | 0.10%             | 2025-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                               | Air Canada                                                                               | CUSIP: 009089AA1<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-CBDO         | CORP              | CA        |      57075 | PA      | $52148.93     | 0.01%             | 2025-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                               | Air Canada                                                                               | CUSIP: 00908PAB3<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-CBDO         | CORP              | CA        |    1351840 | PA      | $1056608.01   | 0.11%             | 2030-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Crown Communication Inc.                                                                 | Crown Communication Inc.                                                                 | CUSIP: 22822RBH2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $91007.17     | 0.01%             | 2028-07-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                        | Crown Castle Inc.                                                                        | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     900000 | PA      | $836803.89    | 0.09%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                              | Aker BP ASA                                                                              | CUSIP: 00973RAF0<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | US        |     500000 | PA      | $439891.20    | 0.05%             | 2030-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBK5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1879676.99   | 0.20%             | 2023-06-05      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                        | Crown Castle Inc.                                                                        | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1698103.98   | 0.18%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                        | Crown Castle Inc.                                                                        | CUSIP: 22822VAP6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1501000 | PA      | $1139593.72   | 0.12%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Weir Group PLC(The)                                                                      | Weir Group PLC(The)                                                                      | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2136915.41   | 0.23%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4450082.40   | 0.48%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AREIT 2021-CRE5 Trust                                                                    | AREIT 2021-CRE5 Trust                                                                    | CUSIP: 04002PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1127053 | PA      | $1074498.57   | 0.12%             | 2038-11-17      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                 | Presidencia De La Nacion                                                                 | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |    1100000 | PA      | $316250.00    | 0.03%             | 2041-07-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| The East Ohio Gas Company                                                                | The East Ohio Gas Company                                                                | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |     600000 | PA      | $471457.94    | 0.05%             | 2030-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc.                                                            | FactSet Research Systems Inc.                                                            | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     900000 | PA      | $819480.43    | 0.09%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Greene King Finance PLC                                                                  | Greene King Finance PLC                                                                  | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |     343110 | PA      | $383029.68    | 0.04%             | 2031-09-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Tesco Property Finance 5 PLC                                                             | Tesco Property Finance 5 PLC                                                             | CUSIP: N/A<br>LEI: 213800BN1HYPUZMXAF92       | Long             | ABS-MBS          | CORP              | GB        |     575016 | PA      | $639312.72    | 0.07%             | 2041-10-13      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Ares Finance Co. II LLC                                                                  | Ares Finance Co. II LLC                                                                  | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $994131.24    | 0.11%             | 2030-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| B. A. T. Capital Corporation                                                             | B. A. T. Capital Corporation                                                             | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     400000 | PA      | $365661.00    | 0.04%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     300000 | PA      | $296272.62    | 0.03%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     900000 | PA      | $804203.64    | 0.09%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                   | Credit Suisse Group AG                                                                   | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | US        |     300000 | PA      | $289492.80    | 0.03%             | 2023-08-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                                   | Blackstone Holdings Finance Co. L.L.C.                                                   | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |     800000 | PA      | $704253.00    | 0.08%             | 2029-04-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sunny Optical Technology (Group) Company Limited                                         | Sunny Optical Technology (Group) Company Limited                                         | CUSIP: N/A<br>LEI: 3003004QIVP0DFVVWM94       | Long             | DBT              | CORP              | KY        |    1400000 | PA      | $1398236.00   | 0.15%             | 2023-01-23      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Magyar Nemzeti Bank                                                                      | Magyar Nemzeti Bank                                                                      | CUSIP: N/A<br>LEI: SS58IXU92ZSUMORZFG95       | Long             | EC               | CORP              | HU        |  927000000 | PA      | $2483705.63   | 0.27%             | 2023-01-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| B.A.T. International Finance P.L.C.                                                      | B.A.T. International Finance P.L.C.                                                      | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4161342.82   | 0.45%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BGC Partners, Inc.                                                                       | BGC Partners, Inc.                                                                       | CUSIP: 05541TAP6<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |     700000 | PA      | $655271.58    | 0.07%             | 2025-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Continental Resources, Inc.                                                              | Continental Resources, Inc.                                                              | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1677169.57   | 0.18%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     554000 | PA      | $490707.55    | 0.05%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31329QNA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      31821 | PA      | $30769.77     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                               | Cooperatieve Rabobank U.A.                                                               | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $943377.50    | 0.10%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X7KS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     194091 | PA      | $183750.68    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140JL6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      24654 | PA      | $24090.50     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust 2004-FF10 Asset-Backed Certificates, Series 2004-FF10 | First Franklin Mortgage Loan Trust 2004-FF10 Asset-Backed Certificates, Series 2004-FF10 | CUSIP: 32027NNS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     617220 | PA      | $595362.34    | 0.06%             | 2034-10-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X7KT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1684225 | PA      | $1600815.94   | 0.17%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance PLC                                                                     | Ferguson Finance PLC                                                                     | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | US        |     400000 | PA      | $338970.92    | 0.04%             | 2030-06-02      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                      | Erste Group Bank AG                                                                      | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |    2000000 | PA      | $1690239.75   | 0.18%             | 2500-12-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Yango Justice International Limited                                                      | Yango Justice International Limited                                                      | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | US        |     200000 | PA      | $5250.00      | 0.00%             | 2024-04-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| GLP Financing, LLC                                                                       | GLP Financing, LLC                                                                       | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     700000 | PA      | $662431.28    | 0.07%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   16000000 | PA      | $14552499.20  | 1.56%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                    | Georgia Power Company                                                                    | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     400000 | PA      | $299080.92    | 0.03%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                    | Georgia Power Company                                                                    | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1586706.47   | 0.17%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                          | UnitedHealth Group Incorporated                                                          | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     800000 | PA      | $655441.04    | 0.07%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Catalent Pharma Solutions Inc.                                                           | Catalent Pharma Solutions Inc.                                                           | CUSIP: 14880BAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     296241 | PA      | $290964.55    | 0.03%             | 2026-05-18      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                     | Global Payments Inc.                                                                     | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     500000 | PA      | $356625.90    | 0.04%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                     | Global Payments Inc.                                                                     | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     500000 | PA      | $411174.80    | 0.04%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                            | The Goldman Sachs Group, Inc.                                                            | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2235697.20   | 0.24%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| High Street Funding Trust I                                                              | High Street Funding Trust I                                                              | CUSIP: 42981CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $93159.15     | 0.01%             | 2028-02-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Standard Industries Inc.                                                                 | Standard Industries Inc.                                                                 | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1071425 | PA      | $1057271.48   | 0.11%             | 2028-08-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Parexel International Corporation                                                        | Parexel International Corporation                                                        | CUSIP: 71911KAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     398000 | PA      | $382633.22    | 0.04%             | 2028-08-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    7400000 | PA      | $6040019.12   | 0.65%             | 2053-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |     200000 | PA      | $189085.52    | 0.02%             | 2500-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                              | Imperial Brands Finance PLC                                                              | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |     500000 | PA      | $478136.35    | 0.05%             | 2024-07-26      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                              | Imperial Brands Finance PLC                                                              | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |     800000 | PA      | $733294.16    | 0.08%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BRSP 2021-FL1, Ltd.                                                                      | BRSP 2021-FL1, Ltd.                                                                      | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     700000 | PA      | $674913.40    | 0.07%             | 2038-08-19      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Baidu, Inc.                                                                              | Baidu, Inc.                                                                              | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1057188.00   | 0.11%             | 2028-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                              | Imperial Brands Finance PLC                                                              | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1290839.65   | 0.14%             | 2027-07-27      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Pacific LifeCorp                                                                         | Pacific LifeCorp                                                                         | CUSIP: 694476AE2<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |     400000 | PA      | $274645.24    | 0.03%             | 2050-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| British Airways PLC                                                                      | British Airways PLC                                                                      | CUSIP: 11042AAA2<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-CBDO         | CORP              | US        |     297146 | PA      | $290013.21    | 0.03%             | 2024-06-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 12665UAA2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     712637 | PA      | $659217.77    | 0.07%             | 2036-01-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Park Aerospace Holdings Limited                                                          | Park Aerospace Holdings Limited                                                          | CUSIP: 70014LAC4<br>LEI: 635400CPI3EOIFF6OC33 | Long             | DBT              | CORP              | US        |     260000 | PA      | $259349.47    | 0.03%             | 2023-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Park Place Securities, Inc.                                                              | Park Place Securities, Inc.                                                              | CUSIP: 70069FBS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       2213 | PA      | $2206.72      | 0.00%             | 2034-09-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc.                                                                              | CWABS, Inc.                                                                              | CUSIP: 126670KJ6<br>LEI: 549300I38TM1UFUB6822 | Long             | ABS-CBDO         | CORP              | US        |      20415 | PA      | $17743.41     | 0.00%             | 2036-03-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1099574.28   | 0.12%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Physicians Realty L.P.                                                                   | Physicians Realty L.P.                                                                   | CUSIP: 71951QAB8<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              | CORP              | US        |     200000 | PA      | $182861.04    | 0.02%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |     600000 | PA      | $570323.40    | 0.06%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $184395.20    | 0.02%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280BP3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1385625.00   | 0.15%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1012893.20   | 0.11%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                       | Southern California Edison Company                                                       | CUSIP: 842400HA4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2897249.47   | 0.31%             | 2023-04-03      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Company                                                          | Southern California Gas Company                                                          | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1362018.42   | 0.15%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CDW Finance Corporation                                                                  | CDW Finance Corporation                                                                  | CUSIP: 12513GBJ7<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1153016.48   | 0.12%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                                | CNA Financial Corporation                                                                | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     300000 | PA      | $236326.51    | 0.03%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280BW8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $491880.00    | 0.05%             | 2026-09-12      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280BX6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |     900000 | PA      | $861269.40    | 0.09%             | 2026-09-12      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| CSWF Trust 2021-SOP2                                                                     | CSWF Trust 2021-SOP2                                                                     | CUSIP: 12657VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     674371 | PA      | $643506.78    | 0.07%             | 2023-06-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CSL Finance PLC                                                                          | CSL Finance PLC                                                                          | CUSIP: 12661PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $471555.50    | 0.05%             | 2029-04-27      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280CE7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1125627.60   | 0.12%             | 2025-11-07      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $1989860.00   | 0.21%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSI Asset Securitization Corporation                                                     | HSI Asset Securitization Corporation                                                     | CUSIP: 40430HDE5<br>LEI: 2138004J9K5ER1VNP306 | Long             | ABS-CBDO         | CORP              | US        |      22228 | PA      | $21957.99     | 0.00%             | 2035-12-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Limited                                                                 | Woodside Finance Limited                                                                 | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1878996.40   | 0.20%             | 2029-03-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Store Capital Corporation                                                                | Store Capital Corporation                                                                | CUSIP: 862121AC4<br>LEI: 5493004EA6C9IHDZ7N66 | Long             | DBT              | CORP              | US        |     900000 | PA      | $687353.76    | 0.07%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                      | Stryker Corporation                                                                      | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     300000 | PA      | $200779.41    | 0.02%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650BS8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      41608 | PA      | $43557.78     | 0.00%             | 2032-01-10      | Fixed         | 7.51%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650DP2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     300000 | PA      | $205508.34    | 0.02%             | 2040-08-21      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                              | Nationwide Building Society                                                              | CUSIP: N/A<br>LEI: 549300XFX12G42QIKN82       | Long             | DBT              | CORP              | GB        |     535100 | PA      | $805401.95    | 0.09%             | 2500-12-31      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                                                                   | Stifel Financial Corp.                                                                   | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |     900000 | PA      | $780144.34    | 0.08%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2508913.85   | 0.27%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175CK8<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     500000 | PA      | $388909.80    | 0.04%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                               | Corebridge Financial, Inc.                                                               | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2733019.53   | 0.29%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                    | Targa Resources Corp.                                                                    | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1124903.00   | 0.12%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                                               | E.W. Scripps Company (The)                                                               | CUSIP: 26928BAM1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     366250 | PA      | $355460.28    | 0.04%             | 2027-12-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    3600000 | PA      | $3118475.52   | 0.33%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Corporate Office Properties Trust                                                        | Corporate Office Properties Trust                                                        | CUSIP: 22003BAL0<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     400000 | PA      | $352586.72    | 0.04%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                   | Credit Suisse Group AG                                                                   | CUSIP: 225401AL2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1152307.09   | 0.12%             | 2500-12-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                   | Credit Suisse Group AG                                                                   | CUSIP: 225401AM0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1516694.10   | 0.16%             | 2025-09-11      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                   | Credit Suisse Group AG                                                                   | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    4250000 | PA      | $3739779.00   | 0.40%             | 2033-08-12      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                        | Crown Castle Inc.                                                                        | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $858303.38    | 0.09%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust 2006-24                                            | CWABS Asset-Backed Certificates Trust 2006-24                                            | CUSIP: 23243HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      57872 | PA      | $49946.75     | 0.01%             | 2035-07-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| DBWF 2018-GLKS Mortgage Trust                                                            | DBWF 2018-GLKS Mortgage Trust                                                            | CUSIP: 23307GAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1900000 | PA      | $1843072.77   | 0.20%             | 2025-12-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Phosagro Bond Funding Designated Activity Company                                        | Phosagro Bond Funding Designated Activity Company                                        | CUSIP: 71922LAC3<br>LEI: 635400F8A3KGJIIBIK95 | Long             | DBT              | CORP              | US        |     600000 | PA      | $324288.00    | 0.03%             | 2025-01-23      | Fixed         | 3.05%                 | Yes           |                  2 | On Loan: No      |
| State Street Corporation                                                                 | State Street Corporation                                                                 | CUSIP: 857477BA0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     400000 | PA      | $371040.00    | 0.04%             | 2500-12-31      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| Stellantis Finance US Inc.                                                               | Stellantis Finance US Inc.                                                               | CUSIP: 85855CAB6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $990992.47    | 0.11%             | 2031-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: 715638AX0<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |   13800000 | PA      | $3807560.57   | 0.41%             | 2026-08-12      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Gaz Capital S.A.                                                                         | Gaz Capital S.A.                                                                         | CUSIP: N/A<br>LEI: 213800568PRHV2JR9650       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $280000.00    | 0.03%             | 2027-03-23      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau, Limited                                                                      | Wynn Macau, Limited                                                                      | CUSIP: N/A<br>LEI: 254900NMDQ8ENTHU1I31       | Long             | DBT              | CORP              | US        |     600000 | PA      | $519000.00    | 0.06%             | 2027-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                                            | Netflix, Inc.                                                                            | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1384643.55   | 0.15%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Gaz Capital S.A.                                                                         | Gaz Capital S.A.                                                                         | CUSIP: N/A<br>LEI: 213800568PRHV2JR9650       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $304007.66    | 0.03%             | 2023-11-17      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ministry of Finance of the Russian Federation                                            | Ministry of Finance of the Russian Federation                                            | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | US        |    1200000 | PA      | $756000.00    | 0.08%             | 2042-04-04      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                    | Banco Bilbao Vizcaya Argentaria, S.A.                                                    | CUSIP: 05946KAJ0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $3578480.00   | 0.38%             | 2025-09-18      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738EBC8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    2477000 | PA      | $2474679.05   | 0.27%             | 2024-05-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                            | Boston Scientific Corporation                                                            | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1483000 | PA      | $1335461.22   | 0.14%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                             | Bristol-Myers Squibb Company                                                             | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      78000 | PA      | $70706.99     | 0.01%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| British Airways PLC                                                                      | British Airways PLC                                                                      | CUSIP: 11042CAA8<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-CBDO         | CORP              | US        |    1476032 | PA      | $1211925.49   | 0.13%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-9T1                                                          | Alternative Loan Trust 2006-9T1                                                          | CUSIP: 12668BFD0<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    3319452 | PA      | $2034019.01   | 0.22%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1514971.92   | 0.16%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners, L.P.                                                                     | ONEOK Partners, L.P.                                                                     | CUSIP: 68268NAP8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     500000 | PA      | $492819.45    | 0.05%             | 2025-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2504686.02   | 0.27%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $176414.84    | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II                                                                            | Ginnie Mae II                                                                            | CUSIP: 21H020626<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1500000 | PA      | $1259802.60   | 0.14%             | 2053-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DC Office Trust 2019-MTC                                                                 | DC Office Trust 2019-MTC                                                                 | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $1844547.30   | 0.20%             | 2029-10-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1398439.80   | 0.15%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                          | Santander UK Group Holdings PLC                                                          | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1851975.30   | 0.20%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                             | Santander Holdings USA, Inc.                                                             | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95616.72     | 0.01%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                             | Santander Holdings USA, Inc.                                                             | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2041370.10   | 0.22%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Products, Inc.                                                | Residential Asset Mortgage Products, Inc.                                                | CUSIP: 76112BR85<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     146314 | PA      | $121970.48    | 0.01%             | 2035-12-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, L.P.                                                          | Rexford Industrial Realty, L.P.                                                          | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     900000 | PA      | $699803.28    | 0.08%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    5100000 | PA      | $4149757.80   | 0.45%             | 2033-02-02      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |     200000 | PA      | $164735.92    | 0.02%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                       | Fairfax Financial Holdings Limited                                                       | CUSIP: N/A<br>LEI: GLS7OQD0WOEDI8YAP031       | Long             | DBT              | CORP              | CA        |     600000 | PA      | $558935.20    | 0.06%             | 2028-03-29      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group Public Limited Company                                             | Bank of Ireland Group Public Limited Company                                             | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     700000 | PA      | $694802.00    | 0.07%             | 2500-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                           | The Charles Schwab Corporation                                                           | CUSIP: 808513BD6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1463640.00   | 0.16%             | 2500-12-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Verisk Analytics, Inc.                                                                   | Verisk Analytics, Inc.                                                                   | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     400000 | PA      | $373172.82    | 0.04%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2007-13                                                  | CHL Mortgage Pass-Through Trust 2007-13                                                  | CUSIP: 17025JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     567219 | PA      | $300938.07    | 0.03%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lenovo Group Limited                                                                     | Lenovo Group Limited                                                                     | CUSIP: 526250AB1<br>LEI: 254900VUZRGD5U73RE46 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1589791.76   | 0.17%             | 2030-11-02      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     500000 | PA      | $423906.25    | 0.05%             | 2053-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F030629<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     500000 | PA      | $439570.30    | 0.05%             | 2053-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F032625<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   20640000 | PA      | $18780777.70  | 2.02%             | 2053-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                              | Export-Import Bank of India                                                              | CUSIP: 30216JAE5<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | CORP              | US        |     600000 | PA      | $520027.80    | 0.06%             | 2030-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| The Goldman Sachs Group, Inc.                                                            | The Goldman Sachs Group, Inc.                                                            | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1782947.88   | 0.19%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                                                                  | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1638000 | PA      | $1395881.85   | 0.15%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                         | Magallanes, Inc.                                                                         | CUSIP: 55903VAL7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    2650000 | PA      | $2184968.46   | 0.23%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| NBN Co Limited                                                                           | NBN Co Limited                                                                           | CUSIP: 62878U2B7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | US        |     800000 | PA      | $637300.63    | 0.07%             | 2031-05-05      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| NVR, Inc.                                                                                | NVR, Inc.                                                                                | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $3690168.68   | 0.40%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    3700000 | PA      | $3473373.15   | 0.37%             | 2053-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| C-BASS 2007-CB1 Trust                                                                    | C-BASS 2007-CB1 Trust                                                                    | CUSIP: 1248MGAM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     590695 | PA      | $191716.91    | 0.02%             | 2037-01-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| CoStar Group, Inc.                                                                       | CoStar Group, Inc.                                                                       | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $901182.06    | 0.10%             | 2030-07-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Cox Communications, Inc.                                                                 | Cox Communications, Inc.                                                                 | CUSIP: 224044CH8<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     276000 | PA      | $266110.06    | 0.03%             | 2024-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | Nomura Holdings, Inc.                                                                    | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1503153.18   | 0.16%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | Nomura Holdings, Inc.                                                                    | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1185943.07   | 0.13%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                     | VICI Properties Inc.                                                                     | CUSIP: 92564RAJ4<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |     400000 | PA      | $389638.37    | 0.04%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                                                             | VMware, Inc.                                                                             | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1680819.66   | 0.18%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | Highwoods Realty Limited Partnership                                                     | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     400000 | PA      | $318240.56    | 0.03%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                              | Host Hotels & Resorts, L.P.                                                              | CUSIP: 44107TAV8<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     300000 | PA      | $287802.75    | 0.03%             | 2025-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | Nomura Holdings, Inc.                                                                    | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1569375.49   | 0.17%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corporation                                                             | Norfolk Southern Corporation                                                             | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     400000 | PA      | $330995.68    | 0.04%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                       | Credit Agricole SA                                                                       | CUSIP: 22535WAE7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248957.00    | 0.03%             | 2023-04-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                   | Credit Suisse Group AG                                                                   | CUSIP: 225401AF5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     700000 | PA      | $560294.00    | 0.06%             | 2029-01-12      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Ocyan S/A                                                                                | Ocyan S/A                                                                                | CUSIP: 67576JAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      89475 | PA      | $345.30       | 0.00%             | 2500-12-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                   | The PNC Financial Services Group, Inc.                                                   | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1187714.90   | 0.13%             | 2500-12-31      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Limited                                                                      | Wynn Macau, Limited                                                                      | CUSIP: 98313RAC0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | US        |     400000 | PA      | $378355.29    | 0.04%             | 2024-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Limited                                                                      | Wynn Macau, Limited                                                                      | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1220720.96   | 0.13%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Host Hotels & Resorts, L.P.                                                              | Host Hotels & Resorts, L.P.                                                              | CUSIP: 44107TAW6<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95738.50     | 0.01%             | 2026-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                              | Host Hotels & Resorts, L.P.                                                              | CUSIP: 44107TAX4<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194926.86    | 0.02%             | 2024-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                         | Sands China Ltd.                                                                         | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | US        |     700000 | PA      | $594177.30    | 0.06%             | 2027-03-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                | Union Pacific Corporation                                                                | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     300000 | PA      | $219906.39    | 0.02%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AIB Group Public Limited Company                                                         | AIB Group Public Limited Company                                                         | CUSIP: 00135TAB0<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | US        |     600000 | PA      | $580730.80    | 0.06%             | 2025-04-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2016-2                                 | United Airlines Pass Through Certificates, Series 2016-2                                 | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     367845 | PA      | $290097.78    | 0.03%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2019-2AA                                              | United Airlines Pass Through Trust 2019-2AA                                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4068812 | PA      | $3268772.64   | 0.35%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                                    | United Airlines, Inc.                                                                    | CUSIP: 90932PAA6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-CBDO         | CORP              | US        |     529775 | PA      | $486984.80    | 0.05%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United Airlines 2014-2 Pass-Through Trust                                                | United Airlines 2014-2 Pass-Through Trust                                                | CUSIP: 90932QAA4<br>LEI: 549300MKG4NHSVSIVR18 | Long             | ABS-CBDO         | CORP              | US        |      60793 | PA      | $55152.06     | 0.01%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                   | Credit Suisse Group AG                                                                   | CUSIP: 225401AJ7<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2254112.59   | 0.24%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust 2021-ESH                                                     | Extended Stay America Trust 2021-ESH                                                     | CUSIP: 30227FAA8<br>LEI: 549300IESZBC3BJUJW64 | Long             | ABS-MBS          | CORP              | US        |    4295246 | PA      | $4172350.65   | 0.45%             | 2023-07-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                              | Host Hotels & Resorts, L.P.                                                              | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2804699.71   | 0.30%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc.                                                                              | Humana Inc.                                                                              | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     400000 | PA      | $314868.20    | 0.03%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                                             | Zimmer Biomet Holdings, Inc.                                                             | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     570000 | PA      | $461215.90    | 0.05%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                              | Zoetis Inc.                                                                              | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     300000 | PA      | $277600.65    | 0.03%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                       | Fairfax Financial Holdings Limited                                                       | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1728658.00   | 0.19%             | 2030-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138X2LF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       5238 | PA      | $4751.46      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                                 | Hyatt Hotels Corporation                                                                 | CUSIP: 448579AH5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    2450000 | PA      | $2432103.17   | 0.26%             | 2025-04-23      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                                 | Hyatt Hotels Corporation                                                                 | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     500000 | PA      | $490387.45    | 0.05%             | 2030-04-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                  | Hyundai Capital America                                                                  | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1305524.80   | 0.14%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ras Laffan Liquefied Natural Gas Company Limited                                         | Ras Laffan Liquefied Natural Gas Company Limited                                         | CUSIP: 75405UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     203575 | PA      | $204071.66    | 0.02%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                | Commonwealth of Australia                                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    3950000 | PA      | $2085301.33   | 0.22%             | 2031-11-21      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                                  | Nykredit Realkredit A/S                                                                  | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    2796150 | PA      | $293026.55    | 0.03%             | 2053-10-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Q9NX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      33997 | PA      | $33298.58     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Q9UK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      19497 | PA      | $19090.82     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: P2121YAP3<br>LEI: N/A                  | Long             | LON              | CORP              | ES        |     977500 | PA      | $1002553.11   | 0.11%             | 2025-06-26      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Cablevision Lightpath LLC                                                                | Cablevision Lightpath LLC                                                                | CUSIP: 12687HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1078000 | PA      | $1028821.64   | 0.11%             | 2027-09-15      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                                                           | VeriSign, Inc.                                                                           | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     600000 | PA      | $487435.50    | 0.05%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343VGE8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    9600000 | PA      | $9351148.80   | 1.00%             | 2026-03-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SMBC Aviation Capital Finance Designated Activity Company                                | SMBC Aviation Capital Finance Designated Activity Company                                | CUSIP: 78448TAE2<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | US        |     800000 | PA      | $773934.33    | 0.08%             | 2024-04-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                            | Sabine Pass Liquefaction, LLC                                                            | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1214278.92   | 0.13%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QAE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      11730 | PA      | $11482.52     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                 | Tencent Holdings Limited                                                                 | CUSIP: 88032WAV8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $697880.48    | 0.07%             | 2050-06-03      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                 | Tencent Holdings Limited                                                                 | CUSIP: 88032XAN4<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | US        |     900000 | PA      | $830258.28    | 0.09%             | 2029-04-11      | Fixed         | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                     | Weyerhaeuser Company                                                                     | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2096246.91   | 0.23%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                                | Willis North America Inc.                                                                | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $4630536.35   | 0.50%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     270000 | PA      | $211735.03    | 0.02%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing Designated Activity Co.                                         | Setanta Aircraft Leasing Designated Activity Co.                                         | CUSIP: G8057JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2000000 | PA      | $1987000.00   | 0.21%             | 2028-11-05      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                       | Berry Global, Inc.                                                                       | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4196663.56   | 0.45%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                                  | Black Hills Corporation                                                                  | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1125823.29   | 0.12%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                                     | Blue Owl Finance LLC                                                                     | CUSIP: 09581JAC0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2013818.30   | 0.22%             | 2051-10-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |     900000 | PA      | $852233.49    | 0.09%             | 2028-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 09659W2J2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |    5500000 | PA      | $5206652.00   | 0.56%             | 2025-11-19      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                       | The Boeing Company                                                                       | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1436373.41   | 0.15%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust 2006-3                                            | Banc of America Alternative Loan Trust 2006-3                                            | CUSIP: 05948KS42<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       9385 | PA      | $7344.07      | 0.00%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage 2006-B Trust                                                    | Banc of America Mortgage 2006-B Trust                                                    | CUSIP: 05950TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1774665 | PA      | $1429972.20   | 0.15%             | 2036-11-20      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                                        | ERP Operating Limited Partnership                                                        | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     300000 | PA      | $250464.96    | 0.03%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                           | EPR Properties                                                                           | CUSIP: 26884UAB5<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94849.37     | 0.01%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2436884.50   | 0.26%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1377839.23   | 0.15%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Company                                                                | Mississippi Power Company                                                                | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2443330.50   | 0.26%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                       | Mitsubishi UFJ Financial Group Inc                                                       | CUSIP: 606822AZ7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |     300000 | PA      | $300440.88    | 0.03%             | 2023-07-26      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                                       | Mitsubishi UFJ Financial Group Inc                                                       | CUSIP: 606822BS2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |    9800000 | PA      | $8899985.64   | 0.96%             | 2025-07-17      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co., Ltd.                                                                 | Mitsui Fudosan Co., Ltd.                                                                 | CUSIP: 60683MAA7<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | DBT              | CORP              | US        |     900000 | PA      | $853968.51    | 0.09%             | 2027-07-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                                            | Alibaba Group Holding Limited                                                            | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | US        |     975000 | PA      | $774799.01    | 0.08%             | 2031-02-09      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-15CB                                                         | Alternative Loan Trust 2006-15CB                                                         | CUSIP: 02147RAL4<br>LEI: 5493008WNOU8I3M5WW38 | Long             | ABS-MBS          | CORP              | US        |     946446 | PA      | $872148.67    | 0.09%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | Mizuho Financial Group, Inc.                                                             | CUSIP: 60687YBA6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $3676242.68   | 0.39%             | 2030-09-13      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | Mizuho Financial Group, Inc.                                                             | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1453665.30   | 0.16%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Monongahela Power Company                                                                | Monongahela Power Company                                                                | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     106000 | PA      | $102214.31    | 0.01%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Moody's Corporation                                                                      | Moody's Corporation                                                                      | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $695471.70    | 0.07%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services, Inc.                                                      | Nationwide Financial Services, Inc.                                                      | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     500000 | PA      | $349956.97    | 0.04%             | 2049-11-30      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                         | Residential Accredit Loans, Inc.                                                         | CUSIP: 761118PZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      32116 | PA      | $26898.40     | 0.00%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | Banco Santander, S.A.                                                                    | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | US        |    4600000 | PA      | $3878963.80   | 0.42%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 060505FQ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2348723.17   | 0.25%             | 2500-12-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738EBL8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1298151.40   | 0.14%             | 2026-05-07      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |     200000 | PA      | $189908.60    | 0.02%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                 | Tencent Holdings Limited                                                                 | CUSIP: 88032XAU8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | US        |     900000 | PA      | $732721.59    | 0.08%             | 2030-06-03      | Fixed         | 2.39%                 | Yes           |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                                                        | Tencent Music Entertainment Group                                                        | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | US        |     500000 | PA      | $377259.60    | 0.04%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd 2018-I                                                                   | Barings CLO Ltd 2018-I                                                                   | CUSIP: 06760GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1100000 | PA      | $1079940.40   | 0.12%             | 2031-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc.                                                                          | Blackstone Inc.                                                                          | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $4625066.07   | 0.50%             | 2030-01-10      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Company, L.L.C.                                                   | Tennessee Gas Pipeline Company, L.L.C.                                                   | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4264062.06   | 0.46%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Citizens Bank, National Association                                                      | Citizens Bank, National Association                                                      | CUSIP: 17401QAU5<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |     600000 | PA      | $575075.91    | 0.06%             | 2026-02-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                           | Citizens Financial Group, Inc.                                                           | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    5200000 | PA      | $4205842.32   | 0.45%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Life Storage LP                                                                          | Life Storage LP                                                                          | CUSIP: 53227JAC8<br>LEI: X0MIGH67XZCB7HL1A534 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $776412.10    | 0.08%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: 539439AS8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1587233.60   | 0.17%             | 2023-08-16      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Company                                                                  | Ameren Illinois Company                                                                  | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     300000 | PA      | $216586.36    | 0.02%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 023765AA8<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |    1367050 | PA      | $1192787.49   | 0.13%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02376AAA7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |    2042415 | PA      | $1735185.95   | 0.19%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02376UAA3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |     214314 | PA      | $190215.63    | 0.02%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Ares Finance Co. III LLC                                                                 | Ares Finance Co. III LLC                                                                 | CUSIP: 04018VAA1<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |     500000 | PA      | $379350.70    | 0.04%             | 2051-06-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                           | Arizona Public Service Company                                                           | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     700000 | PA      | $406765.10    | 0.04%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                           | Arizona Public Service Company                                                           | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1296243.88   | 0.14%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02377BAB2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |     692094 | PA      | $619395.43    | 0.07%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Finance North America LLC                                                 | Daimler Trucks Finance North America LLC                                                 | CUSIP: 233853AE0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4639248.46   | 0.50%             | 2024-12-13      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2320209.44   | 0.25%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                    | Cheniere Corpus Christi Holdings, LLC                                                    | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2178442.42   | 0.23%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                          | Danske Bank A/S                                                                          | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $935888.60    | 0.10%             | 2025-12-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Enable Midstream Partners, LP                                                            | Enable Midstream Partners, LP                                                            | CUSIP: 292480AL4<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |     500000 | PA      | $480536.30    | 0.05%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CoBank, ACB                                                                              | CoBank, ACB                                                                              | CUSIP: 19075Q862<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | EP               | CORP              | US        |       3000 | NS      | $286500.00    | 0.03%             | 2500-12-31      | Fixed         | 6.20%                 | No            |                  1 | On Loan: No      |
| Credit Suisse Group Funding (Guernsey) Limited                                           | Credit Suisse Group Funding (Guernsey) Limited                                           | CUSIP: 225433AR2<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | US        |     700000 | PA      | $611344.30    | 0.07%             | 2026-04-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust 2006-FM2                                                                     | GSAMP Trust 2006-FM2                                                                     | CUSIP: 36245DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2729302 | PA      | $1013780.12   | 0.11%             | 2036-09-25      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 48128BAG6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2574988.39   | 0.28%             | 2500-12-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| IndyMac MBS, Inc.                                                                        | IndyMac MBS, Inc.                                                                        | CUSIP: 45660LMG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     282574 | PA      | $253572.69    | 0.03%             | 2035-07-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Infor, Inc.                                                                              | Infor, Inc.                                                                              | CUSIP: 45674CAA1<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |     800000 | PA      | $721746.90    | 0.08%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                           | ING Groep N.V.                                                                           | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $797536.00    | 0.09%             | 2032-04-01      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| INTEGRIS Baptist Medical Center, Inc.                                                    | INTEGRIS Baptist Medical Center, Inc.                                                    | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |     700000 | PA      | $507930.71    | 0.05%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4013394.30   | 0.43%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern                                                                     | Kansas City Southern                                                                     | CUSIP: 485170AV6<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198843.92    | 0.02%             | 2023-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                                       | ITC Holdings Corp.                                                                       | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2116493.75   | 0.23%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6551756.40   | 0.70%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Limited                                                              | Studio City Finance Limited                                                              | CUSIP: 86389QAF9<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $855971.14    | 0.09%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Limited                                                              | Studio City Finance Limited                                                              | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1405725.94   | 0.15%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern                                                                     | Kansas City Southern                                                                     | CUSIP: 485170BA1<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |     500000 | PA      | $470490.60    | 0.05%             | 2026-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Kansas City Southern                                                                     | Kansas City Southern                                                                     | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $856526.30    | 0.09%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    9870000 | PA      | $8656297.94   | 0.93%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Gaz Capital S.A.                                                                         | Gaz Capital S.A.                                                                         | CUSIP: N/A<br>LEI: 213800568PRHV2JR9650       | Long             | DBT              | CORP              | LU        |    1600000 | PA      | $1198903.43   | 0.13%             | 2024-01-24      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                      | Kinder Morgan, Inc.                                                                      | CUSIP: 49456BAN1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1300219.57   | 0.14%             | 2023-01-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                       | Southern California Edison Company                                                       | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     400000 | PA      | $406032.20    | 0.04%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                                     | The Southern Company                                                                     | CUSIP: 842587CY1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199790.00    | 0.02%             | 2057-03-15      | Floating      | 8.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1684197.20   | 0.18%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1740869.74   | 0.19%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust 2007-12                                            | CWABS Asset-Backed Certificates Trust 2007-12                                            | CUSIP: 126697AA9<br>LEI: 549300XF11BHS5IOB463 | Long             | ABS-CBDO         | CORP              | US        |     589855 | PA      | $569485.65    | 0.06%             | 2037-06-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Canada Housing Trust No. 1                                                               | Canada Housing Trust No. 1                                                               | CUSIP: 13509PFA6<br>LEI: 549300M44WH89JG50067 | Long             | DBT              | NUSS              | CA        |    8000000 | PA      | $5591964.55   | 0.60%             | 2025-12-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Rio Oil Finance Trust                                                                    | Rio Oil Finance Trust                                                                    | CUSIP: N/A<br>LEI: 549300V5D1W52HY8NO65       | Long             | DBT              | CORP              | US        |     154457 | PA      | $155229.22    | 0.02%             | 2024-07-06      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: 539439AV1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |     600000 | PA      | $557139.00    | 0.06%             | 2026-02-05      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |     800000 | PA      | $782933.60    | 0.08%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    6900000 | PA      | $4932422.22   | 0.53%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gaz Finance PLC                                                                          | Gaz Finance PLC                                                                          | CUSIP: N/A<br>LEI: 213800UNP9N6BPNYMQ45       | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1260000.00   | 0.14%             | 2029-01-27      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NXP B.V.                                                                                 | NXP B.V.                                                                                 | CUSIP: 62954HAW8<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1222241.02   | 0.13%             | 2025-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Odebrecht Offshore Drilling Finance Ltd.                                                 | Odebrecht Offshore Drilling Finance Ltd.                                                 | CUSIP: 675757AC2<br>LEI: 549300L7LF2PIRAWID66 | Long             | DBT              | CORP              | US        |     155006 | PA      | $84098.49     | 0.01%             | 2026-12-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |    2000000 | PA      | $269659.48    | 0.03%             | 2023-07-23      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Countrywide Home Loans, Inc.                                                             | Countrywide Home Loans, Inc.                                                             | CUSIP: 12669UCC2<br>LEI: 5493008WNOU8I3M5WW38 | Long             | ABS-MBS          | CORP              | US        |     514032 | PA      | $449458.92    | 0.05%             | 2034-11-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Cameron LNG, LLC                                                                         | Cameron LNG, LLC                                                                         | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1061682.43   | 0.11%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BJ8<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     165000 | PA      | $163585.19    | 0.02%             | 2023-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 780097BH3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |    1801000 | PA      | $1800659.61   | 0.19%             | 2024-06-25      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Company                                                                    | Campbell Soup Company                                                                    | CUSIP: 134429BE8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     286000 | PA      | $285260.75    | 0.03%             | 2023-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Capital Farm Credit ACA                                                                  | Capital Farm Credit ACA                                                                  | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2760677.25   | 0.30%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1340620.00   | 0.14%             | 2500-12-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2649839.27   | 0.28%             | 2500-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SES                                                                                      | SES                                                                                      | CUSIP: 78413HAA7<br>LEI: 5493008JPA4HYMH1HX51 | Long             | DBT              | CORP              | US        |    2007000 | PA      | $1996375.74   | 0.21%             | 2023-04-04      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                                      | SVB Financial Group                                                                      | CUSIP: 78486QAP6<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $1717294.38   | 0.18%             | 2500-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967NB3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $3621781.68   | 0.39%             | 2500-12-31      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2306162.75   | 0.25%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                       | The Boeing Company                                                                       | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1915168.29   | 0.21%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                            | Discovery Communications, LLC                                                            | CUSIP: 25470DAK5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $94918.23     | 0.01%             | 2025-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                            | Enbridge Inc.                                                                            | CUSIP: 29250NBD6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1899588.27   | 0.20%             | 2023-02-17      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                      | Expedia Group, Inc.                                                                      | CUSIP: 30212PAS4<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    1603000 | PA      | $1614572.30   | 0.17%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1120977.51   | 0.12%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners, L.P.                                                                     | ONEOK Partners, L.P.                                                                     | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200996.34    | 0.02%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                      | Expedia Group, Inc.                                                                      | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     445000 | PA      | $358205.24    | 0.04%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission, LLC                                                | Mid-Atlantic Interstate Transmission, LLC                                                | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1223112.80   | 0.13%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners, L.P.                                                                     | ONEOK Partners, L.P.                                                                     | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     500000 | PA      | $463719.35    | 0.05%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     900000 | PA      | $660184.11    | 0.07%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Company LLC                                                    | Midwest Connector Capital Company LLC                                                    | CUSIP: 59833CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $677711.58    | 0.07%             | 2024-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Company LLC                                                    | Midwest Connector Capital Company LLC                                                    | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $451134.25    | 0.05%             | 2029-04-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5200099.80   | 0.56%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                      | PECO Energy Company                                                                      | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     800000 | PA      | $549082.32    | 0.06%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $832420.44    | 0.09%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1559773.50   | 0.17%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ministry of Diwan Amiri Affairs                                                          | Ministry of Diwan Amiri Affairs                                                          | CUSIP: 74727PBD2<br>LEI: 52990074F6OJOAXK4P65 | Long             | DBT              | NUSS              | US        |    2900000 | PA      | $2808328.10   | 0.30%             | 2030-04-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Limited                                                                 | Woodside Finance Limited                                                                 | CUSIP: 980236AM5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | US        |     600000 | PA      | $576130.62    | 0.06%             | 2025-03-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                                                     | Travel + Leisure Co.                                                                     | CUSIP: 98310WAQ1<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $833308.01    | 0.09%             | 2030-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                                  | Nykredit Realkredit A/S                                                                  | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      96654 | PA      | $10233.37     | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 16117LBX6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1039821 | PA      | $1014012.85   | 0.11%             | 2027-02-01      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| E.W. Scripps Company (The)                                                               | E.W. Scripps Company (The)                                                               | CUSIP: 26928BAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      96515 | PA      | $94681.22     | 0.01%             | 2026-05-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   34700000 | PA      | $31023968.75  | 3.33%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     400000 | PA      | $307508.24    | 0.03%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Wynn Macau, Limited                                                                      | Wynn Macau, Limited                                                                      | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1707141.98   | 0.18%             | 2028-08-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Xiaomi Best Time International Limited                                                   | Xiaomi Best Time International Limited                                                   | CUSIP: 98422HAC0<br>LEI: 254900IGJCVEY8WNJT74 | Long             | DBT              | CORP              | US        |     600000 | PA      | $432239.23    | 0.05%             | 2031-07-14      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Protective Life Corporation                                                              | Protective Life Corporation                                                              | CUSIP: 743674BE2<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     700000 | PA      | $609055.86    | 0.07%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Triumph Group, Inc.                                                                      | Triumph Group, Inc.                                                                      | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     300000 | PA      | $283587.95    | 0.03%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| FinCo I LLC                                                                              | FinCo I LLC                                                                              | CUSIP: 31774BAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      98452 | PA      | $98052.14     | 0.01%             | 2025-06-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Qatar National Bank (Q.P.S.C.)                                                           | Qatar National Bank (Q.P.S.C.)                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    1300000 | PA      | $1290250.00   | 0.14%             | 2023-10-09      | Floating      | 5.56%                 | No            |                  3 | On Loan: No      |
| Yara International ASA                                                                   | Yara International ASA                                                                   | CUSIP: 984851AD7<br>LEI: 213800WKOUWXWFJ5Z514 | Long             | DBT              | CORP              | US        |     300000 | PA      | $276785.94    | 0.03%             | 2026-06-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Moody's Corporation                                                                      | Moody's Corporation                                                                      | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     700000 | PA      | $554571.87    | 0.06%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1124324.52   | 0.12%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Spirit Realty, L.P.                                                                      | Spirit Realty, L.P.                                                                      | CUSIP: 84861TAG3<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |     600000 | PA      | $477938.34    | 0.05%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |     800000 | PA      | $112000.00    | 0.01%             | 2023-11-12      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Limited                                                             | Sunac China Holdings Limited                                                             | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | US        |     400000 | PA      | $84000.00     | 0.01%             | 2024-08-03      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Gaz Finance PLC                                                                          | Gaz Finance PLC                                                                          | CUSIP: N/A<br>LEI: 213800UNP9N6BPNYMQ45       | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1050000.00   | 0.11%             | 2027-06-29      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1226548.32   | 0.13%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Home Equity Loan Trust 2007-2                                             | Morgan Stanley Home Equity Loan Trust 2007-2                                             | CUSIP: 61752UAA3<br>LEI: 549300C5U61AIRK1S645 | Long             | ABS-CBDO         | CORP              | US        |       9415 | PA      | $5149.96      | 0.00%             | 2037-04-25      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      34600 | NS      | $873650.00    | 0.09%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  1 | On Loan: —       |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     700000 | PA      | $685270.46    | 0.07%             | 2500-12-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MortgageIT Mortgage Loan Trust 2006-1                                                    | MortgageIT Mortgage Loan Trust 2006-1                                                    | CUSIP: 61915RBZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     341087 | PA      | $256794.36    | 0.03%             | 2036-04-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $934050.00    | 0.10%             | 2500-12-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corporation                                                             | Truist Financial Corporation                                                             | CUSIP: 89832QAF6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $934530.50    | 0.10%             | 2500-12-31      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $1977228.24   | 0.21%             | 2500-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Unigel Luxembourg SA                                                                     | Unigel Luxembourg SA                                                                     | CUSIP: 904752AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $597513.86    | 0.06%             | 2026-10-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   32900000 | PA      | $23256187.50  | 2.50%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                                  | Nykredit Realkredit A/S                                                                  | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |   13330263 | PA      | $1475159.77   | 0.16%             | 2053-10-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Citadel Securities LP                                                                    | Citadel Securities LP                                                                    | CUSIP: 17288YAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     886500 | PA      | $868105.13    | 0.09%             | 2028-02-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                                        | Advantage Sales & Marketing, Inc.                                                        | CUSIP: 00769EAZ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3500 | PA      | $2881.37      | 0.00%             | 2027-10-28      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Ivanti Software, Inc.                                                                    | Ivanti Software, Inc.                                                                    | CUSIP: 46583DAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     990025 | PA      | $780466.42    | 0.08%             | 2027-11-20      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust 2006-3                                                          | Bear Stearns ALT-A Trust 2006-3                                                          | CUSIP: 07386HQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     391877 | PA      | $351666.10    | 0.04%             | 2035-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Arm Trust 2005-6                                                            | Bear Stearns Arm Trust 2005-6                                                            | CUSIP: 07387AAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     389508 | PA      | $354754.61    | 0.04%             | 2035-06-25      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2006-2                                                            | Bear Stearns ARM Trust 2006-2                                                            | CUSIP: 07388DAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     639736 | PA      | $539676.12    | 0.06%             | 2036-07-25      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities I Trust 2006-HE9                                    | Bear Stearns Asset Backed Securities I Trust 2006-HE9                                    | CUSIP: 07389MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $901453.20    | 0.10%             | 2036-11-25      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XVII Ltd                                                     | Benefit Street Partners CLO XVII Ltd                                                     | CUSIP: 08182BAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     800000 | PA      | $781625.60    | 0.08%             | 2032-07-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                                    | Delta Air Lines, Inc.                                                                    | CUSIP: 247361ZZ4<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    1601000 | PA      | $1642866.63   | 0.18%             | 2026-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     400000 | PA      | $303161.60    | 0.03%             | 2032-05-28      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                           | EPR Properties                                                                           | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     200000 | PA      | $179828.00    | 0.02%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                        | Enterprise Products Operating LLC                                                        | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     250000 | PA      | $226958.33    | 0.02%             | 2077-08-16      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                            | Equinix, Inc.                                                                            | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1355714.47   | 0.15%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                                       | Evergy Metro, Inc.                                                                       | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $823148.10    | 0.09%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                                        | JAB Holdings B.V.                                                                        | CUSIP: 46653KAA6<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $1539894.61   | 0.17%             | 2030-11-23      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan U.S. Government Money Market Fund                                            | J.P. Morgan U.S. Government Money Market Fund                                            | CUSIP: 46699A9L2<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    1250046 | NS      | $1250046.04   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| JetBlue Airways Corporation                                                              | JetBlue Airways Corporation                                                              | CUSIP: 477143AH4<br>LEI: 54930070J9H97ZO93T57 | Long             | ABS-CBDO         | CORP              | US        |     259764 | PA      | $212347.67    | 0.02%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                              | JetBlue Airways Corporation                                                              | CUSIP: 477164AA5<br>LEI: 54930070J9H97ZO93T57 | Long             | ABS-CBDO         | CORP              | US        |    2520466 | PA      | $2206229.52   | 0.24%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                         | Lazard Group LLC                                                                         | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1115382.24   | 0.12%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                         | Lazard Group LLC                                                                         | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     278000 | PA      | $257047.36    | 0.03%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LeasePlan Corporation N.V.                                                               | LeasePlan Corporation N.V.                                                               | CUSIP: 52206AAD2<br>LEI: 724500C60L930FVHS484 | Long             | DBT              | CORP              | US        |    5300000 | PA      | $4976286.60   | 0.53%             | 2024-10-24      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Magallanes, Inc.                                                                         | Magallanes, Inc.                                                                         | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1307301.80   | 0.14%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Company                                                                | National Fuel Gas Company                                                                | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     300000 | PA      | $235984.29    | 0.03%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation                                 | National Rural Utilities Cooperative Finance Corporation                                 | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1331739.52   | 0.14%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Societe Generale                                                                         | Societe Generale                                                                         | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | US        |     900000 | PA      | $784250.53    | 0.08%             | 2026-12-14      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     650000 | PA      | $536637.78    | 0.06%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    1050000 | PA      | $909368.58    | 0.10%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   42212000 | PA      | $31731553.99  | 3.41%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ventas Realty, Limited Partnership                                                       | Ventas Realty, Limited Partnership                                                       | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     900000 | PA      | $839660.67    | 0.09%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                     | Weyerhaeuser Company                                                                     | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     452000 | PA      | $500017.86    | 0.05%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Barry Callebaut Services                                                                 | Barry Callebaut Services                                                                 | CUSIP: N/A<br>LEI: 213800R1F1EJYM4ICO85       | Long             | DBT              | CORP              | US        |     900000 | PA      | $894276.90    | 0.10%             | 2023-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      53000 | PA      | $31483.98     | 0.00%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                            | Becton, Dickinson and Company                                                            | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2296469.69   | 0.25%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc.                                                                          | Blackstone Inc.                                                                          | CUSIP: 09256BAG2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     300000 | PA      | $264018.63    | 0.03%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Finance LLC                                                                      | Carlyle Finance LLC                                                                      | CUSIP: 14314DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $422719.85    | 0.05%             | 2029-09-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Catamaran CLO 2014-1 Ltd                                                                 | Catamaran CLO 2014-1 Ltd                                                                 | CUSIP: 14889DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2188772 | PA      | $2146747.68   | 0.23%             | 2030-04-22      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                      | Centene Corporation                                                                      | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $928455.00    | 0.10%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3002798.06   | 0.32%             | 2026-11-24      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $4668769.50   | 0.50%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     631000 | PA      | $571593.68    | 0.06%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     900000 | PA      | $840511.08    | 0.09%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $6358637.67   | 0.68%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GHW2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1984248.00   | 0.21%             | 2025-10-22      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1154513.95   | 0.12%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                             | Cleco Corporate Holdings LLC                                                             | CUSIP: 18551PAC3<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2063521.24   | 0.22%             | 2026-05-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust 2006-8                                                    | Long Beach Mortgage Loan Trust 2006-8                                                    | CUSIP: 54251UAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     951925 | PA      | $224589.94    | 0.02%             | 2036-09-25      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 Ltd.                                                                        | MF1 2022-FL8 Ltd.                                                                        | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $958305.60    | 0.10%             | 2037-02-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     250000 | PA      | $222230.50    | 0.02%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Puget Energy, Inc.                                                                       | Puget Energy, Inc.                                                                       | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     900000 | PA      | $805207.79    | 0.09%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                    | Quanta Services, Inc.                                                                    | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $982529.66    | 0.11%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| RALI Series 2007-QS3 Trust                                                               | RALI Series 2007-QS3 Trust                                                               | CUSIP: 75116BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      36848 | PA      | $28419.28     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Rio Oil Finance Trust                                                                    | Rio Oil Finance Trust                                                                    | CUSIP: 76716XAC6<br>LEI: 549300V5D1W52HY8NO65 | Long             | DBT              | CORP              | US        |     510720 | PA      | $515702.80    | 0.06%             | 2028-04-06      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 780097BJ9<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1089437.80   | 0.12%             | 2024-06-25      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                         | San Diego Gas & Electric Company                                                         | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     200000 | PA      | $163930.26    | 0.02%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                            | Sempra Energy                                                                            | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     800000 | PA      | $742699.12    | 0.08%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                                                            | Sempra Energy                                                                            | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     400000 | PA      | $314980.08    | 0.03%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                         | ServiceNow, Inc.                                                                         | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $914367.12    | 0.10%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                                                           | 7-Eleven, Inc.                                                                           | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4076917.33   | 0.44%             | 2023-02-10      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                                             | Scientific Games Holdings LP                                                             | CUSIP: 80875CAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1600000 | PA      | $1523248.00   | 0.16%             | 2029-02-03      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                   | Standard Chartered PLC                                                                   | CUSIP: 853254BN9<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $966127.52    | 0.10%             | 2025-05-21      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                   | Standard Chartered PLC                                                                   | CUSIP: 85325WAA6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1488440.50   | 0.16%             | 2026-01-30      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                            | Duquesne Light Holdings, Inc.                                                            | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1070699.04   | 0.11%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust 2006-CW2                                          | J.P. Morgan Mortgage Acquisition Trust 2006-CW2                                          | CUSIP: 46629BAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1056307 | PA      | $801101.40    | 0.09%             | 2036-08-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| SkyMiles IP Ltd.                                                                         | SkyMiles IP Ltd.                                                                         | CUSIP: 24736CBS2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     600000 | PA      | $610800.00    | 0.07%             | 2027-09-16      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 48124BAC9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     800000 | PA      | $781000.00    | 0.08%             | 2500-12-31      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 48126HAC4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     900000 | PA      | $873937.71    | 0.09%             | 2500-12-31      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 48128BAF8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     700000 | PA      | $640500.00    | 0.07%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                             | Marriott International, Inc.                                                             | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     200000 | PA      | $186784.03    | 0.02%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Marvell Technology, Inc.                                                                 | Marvell Technology, Inc.                                                                 | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $498655.65    | 0.05%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                                    | Massachusetts Institute of Technology                                                    | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     200000 | PA      | $173234.92    | 0.02%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust 2006-AM1                                             | MASTR Asset Backed Securities Trust 2006-AM1                                             | CUSIP: 57643LGF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     745821 | PA      | $672603.73    | 0.07%             | 2034-12-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                                   | McDonald's Corporation                                                                   | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     400000 | PA      | $304469.56    | 0.03%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCE Finance Limited                                                                      | MCE Finance Limited                                                                      | CUSIP: 58547DAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $438947.51    | 0.05%             | 2026-04-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MCE Finance Limited                                                                      | MCE Finance Limited                                                                      | CUSIP: 58547DAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $171789.71    | 0.02%             | 2027-07-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| MCE Finance Limited                                                                      | MCE Finance Limited                                                                      | CUSIP: 58547DAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3200000 | PA      | $2662220.13   | 0.29%             | 2028-07-21      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| The Narragansett Electric Company                                                        | The Narragansett Electric Company                                                        | CUSIP: 631005BJ3<br>LEI: VAI0KZ806W8MCH0BCZ61 | Long             | DBT              | CORP              | US        |     700000 | PA      | $624759.56    | 0.07%             | 2030-04-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America, Incorporated                                               | Reinsurance Group of America, Incorporated                                               | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     600000 | PA      | $578055.78    | 0.06%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust 2007-3                                                | Renaissance Home Equity Loan Trust 2007-3                                                | CUSIP: 75971FAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     143746 | PA      | $60152.77     | 0.01%             | 2037-09-25      | Variable      | 7.24%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd                                                           | Sumitomo Mitsui Trust Bank Ltd                                                           | CUSIP: 86563VAT6<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1516429.92   | 0.16%             | 2025-09-12      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |    2600000 | PA      | $364000.00    | 0.04%             | 2023-09-28      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc.                                                                              | AbbVie Inc.                                                                              | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    2581000 | PA      | $2242410.22   | 0.24%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Odebrecht Offshore Drilling Finance Ltd.                                                 | Odebrecht Offshore Drilling Finance Ltd.                                                 | CUSIP: N/A<br>LEI: 549300L7LF2PIRAWID66       | Long             | DBT              | CORP              | US        |     178672 | PA      | $48241.44     | 0.01%             | 2026-12-01      | Fixed         | 7.72%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Limited                                                             | Sunac China Holdings Limited                                                             | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | US        |    1400000 | PA      | $294000.00    | 0.03%             | 2023-07-09      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                                               | Air Canada                                                                               | CUSIP: 009090AA9<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-CBDO         | CORP              | CA        |     134150 | PA      | $120073.65    | 0.01%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                        | Aircastle Limited                                                                        | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1806882.00   | 0.19%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                              | Aker BP ASA                                                                              | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3076120.78   | 0.33%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alaska Air Pass Through Trust 2020-1A                                                    | Alaska Air Pass Through Trust 2020-1A                                                    | CUSIP: 01166VAA7<br>LEI: PG4W4UTDTMMEBRGLO537 | Long             | ABS-CBDO         | CORP              | US        |     927546 | PA      | $881648.80    | 0.09%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corporation                                                                | Alcon Finance Corporation                                                                | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     700000 | PA      | $593998.72    | 0.06%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     200000 | PA      | $116281.12    | 0.01%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Discover Financial Services                                                              | Discover Financial Services                                                              | CUSIP: 254709AQ1<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2042857.72   | 0.22%             | 2500-12-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1132012.44   | 0.12%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enel Finance International N.V.                                                          | Enel Finance International N.V.                                                          | CUSIP: 29278GAQ1<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $963910.72    | 0.10%             | 2041-07-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31329PKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      24696 | PA      | $24180.46     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31329PMG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      86809 | PA      | $84998.83     | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31329PTF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     180242 | PA      | $176440.16    | 0.02%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132A5JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     297664 | PA      | $275289.89    | 0.03%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FHLBanks Office of Finance                                                               | FHLBanks Office of Finance                                                               | CUSIP: 313384BK4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | UST               | US        |    9800000 | PA      | $9765477.54   | 1.05%             | 2023-02-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KYR92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     100265 | PA      | $94640.34     | 0.01%             | 2039-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KYSF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      98325 | PA      | $92808.51     | 0.01%             | 2039-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                                        | Fidelity National Financial, Inc.                                                        | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     400000 | PA      | $233323.84    | 0.03%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| First American Financial Corporation                                                     | First American Financial Corporation                                                     | CUSIP: 31847RAE2<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     650000 | PA      | $649301.32    | 0.07%             | 2023-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Electric Company                                                                 | General Electric Company                                                                 | CUSIP: 369604BQ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2475000.00   | 0.27%             | 2500-12-31      | Floating      | 8.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PBF2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     200000 | PA      | $188647.64    | 0.02%             | 2025-10-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     500000 | PA      | $390678.00    | 0.04%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pine Street Trust I                                                                      | Pine Street Trust I                                                                      | CUSIP: 722844AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1482886.72   | 0.16%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline, L.P.                                                       | Plains All American Pipeline, L.P.                                                       | CUSIP: 72650RBB7<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199675.00    | 0.02%             | 2023-01-31      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group, Inc.                                                          | Principal Financial Group, Inc.                                                          | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $92723.71     | 0.01%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ProLogis, L.P.                                                                           | ProLogis, L.P.                                                                           | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1080256.16   | 0.12%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Protective Life Corporation                                                              | Protective Life Corporation                                                              | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $937846.40    | 0.10%             | 2028-09-30      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC                                        | Foundation Building Materials Holding Company LLC                                        | CUSIP: 35039KAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       2487 | PA      | $2348.21      | 0.00%             | 2028-02-03      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Bacardi Limited                                                                          | Bacardi Limited                                                                          | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | US        |     300000 | PA      | $271873.80    | 0.03%             | 2026-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Bacardi Limited                                                                          | Bacardi Limited                                                                          | CUSIP: 067316AE9<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2038893.78   | 0.22%             | 2025-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| The Boeing Company                                                                       | The Boeing Company                                                                       | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5223968.49   | 0.56%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Boise Cascade Company                                                                    | Boise Cascade Company                                                                    | CUSIP: 09739DAD2<br>LEI: 549300Z8B8LSRHC7XA55 | Long             | DBT              | CORP              | US        |     300000 | PA      | $261131.49    | 0.03%             | 2030-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Alternative Loan Trust 2005-43                                                           | Alternative Loan Trust 2005-43                                                           | CUSIP: 12667GRG0<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    1803212 | PA      | $1191787.21   | 0.13%             | 2035-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967MG3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2319226.83   | 0.25%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 172967MK4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1332305.20   | 0.14%             | 2500-12-31      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| The Cleveland Electric Illuminating Company                                              | The Cleveland Electric Illuminating Company                                              | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2612721.72   | 0.28%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust 2006-NC2                                          | J.P. Morgan Mortgage Acquisition Trust 2006-NC2                                          | CUSIP: 46629FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     240911 | PA      | $229585.04    | 0.02%             | 2036-07-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $183915.18    | 0.02%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                    | Quanta Services, Inc.                                                                    | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     900000 | PA      | $742009.05    | 0.08%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc.                                                                        | RELX Capital Inc.                                                                        | CUSIP: 74949LAB8<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199310.84    | 0.02%             | 2023-03-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S-JETS 2017-1 Limited                                                                    | S-JETS 2017-1 Limited                                                                    | CUSIP: 784309AA4<br>LEI: 635400FR77IW5YEET913 | Long             | ABS-CBDO         | CORP              | BM        |     300931 | PA      | $231972.52    | 0.02%             | 2025-08-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 060505FP4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1491304.03   | 0.16%             | 2500-12-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $806315.01    | 0.09%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Baptist Healthcare System, Inc.                                                          | Baptist Healthcare System, Inc.                                                          | CUSIP: 06684QAB8<br>LEI: 9QPHD303U5DXQ0IMWZ80 | Long             | DBT              | CORP              | US        |     400000 | PA      | $284132.81    | 0.03%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Boral Finance Pty Limited                                                                | Boral Finance Pty Limited                                                                | CUSIP: 09952AAC0<br>LEI: 549300X2TYFVNPM0UT91 | Long             | DBT              | CORP              | US        |     338000 | PA      | $299846.53    | 0.03%             | 2028-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-43                                                           | Alternative Loan Trust 2005-43                                                           | CUSIP: 12667GN33<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |      63376 | PA      | $49388.03     | 0.01%             | 2035-08-25      | Floating      | 3.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                                                                  | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     300000 | PA      | $236120.70    | 0.03%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ohio National Financial Services, Inc.                                                   | Ohio National Financial Services, Inc.                                                   | CUSIP: 67740QAH9<br>LEI: 549300K609B872PZT291 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2827084.37   | 0.30%             | 2030-01-24      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                   | The PNC Financial Services Group, Inc.                                                   | CUSIP: 693475BF1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $979374.83    | 0.11%             | 2500-12-31      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                         | San Diego Gas & Electric Company                                                         | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $792485.92    | 0.09%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                         | Sands China Ltd.                                                                         | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | US        |     900000 | PA      | $843192.86    | 0.09%             | 2028-08-08      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                         | Sands China Ltd.                                                                         | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | US        |     800000 | PA      | $736927.52    | 0.08%             | 2026-01-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                         | Sands China Ltd.                                                                         | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $815673.46    | 0.09%             | 2029-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                                                         | Sands China Ltd.                                                                         | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $790457.08    | 0.08%             | 2031-08-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                          | Santander UK Group Holdings PLC                                                          | CUSIP: 80281LAA3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |     600000 | PA      | $574226.88    | 0.06%             | 2025-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Spirit Realty, L.P.                                                                      | Spirit Realty, L.P.                                                                      | CUSIP: 84861TAC2<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $190875.42    | 0.02%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912796U31<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1100000 | PA      | $1089777.15   | 0.12%             | 2023-03-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912796YM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4300000 | PA      | $4256137.42   | 0.46%             | 2023-03-30      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                     | VICI Properties Inc.                                                                     | CUSIP: 92564RAL9<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2197526.00   | 0.24%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OI S.A. - In Judicial Reorganization                                                     | OI S.A. - In Judicial Reorganization                                                     | CUSIP: N/A<br>LEI: 254900YEMWCRRAGD4978       | Long             | DBT              | CORP              | US        |     400000 | PA      | $68000.00     | 0.01%             | 2025-07-27      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308HC4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     800000 | PA      | $790664.14    | 0.08%             | 2023-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     600000 | PA      | $455658.18    | 0.05%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Pacific Gas And Electric Company                                                         | Pacific Gas And Electric Company                                                         | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $143071.64    | 0.02%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1365252.00   | 0.15%             | 2025-03-22      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |     200000 | PA      | $188190.40    | 0.02%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Stearns Holdings, LLC                                                                    | Stearns Holdings, LLC                                                                    | CUSIP: N/A<br>LEI: 549300B7MV13XJXKBZ36       | Long             | EC               | CORP              | US        |      35119 | NS      | $0.04         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Ministry of Finance of the Russian Federation                                            | Ministry of Finance of the Russian Federation                                            | CUSIP: 78307ADE0<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | US        |     200000 | PA      | $126000.00    | 0.01%             | 2042-04-04      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                           | The Charles Schwab Corporation                                                           | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     900000 | PA      | $747843.75    | 0.08%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                                 | A.P. Moller - Maersk A/S                                                                 | CUSIP: 00203QAD9<br>LEI: 549300D2K6PKKKXVNN73 | Long             | DBT              | CORP              | US        |     800000 | PA      | $771848.08    | 0.08%             | 2025-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                           | The Charles Schwab Corporation                                                           | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1822635.00   | 0.20%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Adani Electricity Mumbai Limited                                                         | Adani Electricity Mumbai Limited                                                         | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | US        |     600000 | PA      | $454955.27    | 0.05%             | 2030-02-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Allegion Public Limited Company                                                          | Allegion Public Limited Company                                                          | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | US        |     500000 | PA      | $431563.75    | 0.05%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company Alrosa (Public Joint Stock Company)                                  | Joint Stock Company Alrosa (Public Joint Stock Company)                                  | CUSIP: 02109TAD4<br>LEI: 254900MMZQESKBV0DI36 | Long             | DBT              | CORP              | US        |     900000 | PA      | $0.01         | 0.00%             | 2024-04-09      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Alternative Loan Trust 2006-43CB                                                         | Alternative Loan Trust 2006-43CB                                                         | CUSIP: 02149FAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     525502 | PA      | $311159.68    | 0.03%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                                                         | Amazon.com, Inc.                                                                         | CUSIP: 023135BN5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101877.95    | 0.01%             | 2025-12-03      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02377AAA6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |     575731 | PA      | $492198.53    | 0.05%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                                     | DTE Electric Company                                                                     | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1180442.83   | 0.13%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                           | EPR Properties                                                                           | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     900000 | PA      | $783435.06    | 0.08%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| E*Trade Financial Corporation                                                            | E*Trade Financial Corporation                                                            | CUSIP: 269246BS2<br>LEI: 549300LYE2HSVYJFJD24 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2438121.75   | 0.26%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $199541.51    | 0.02%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enel Finance America, LLC                                                                | Enel Finance America, LLC                                                                | CUSIP: 29280HAA0<br>LEI: 549300EGNLVUJX1DEC60 | Long             | DBT              | CORP              | US        |     400000 | PA      | $415805.56    | 0.04%             | 2027-10-14      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                                                                | Flex Ltd.                                                                                | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | US        |     400000 | PA      | $373818.68    | 0.04%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                             | Freedom Mortgage Corporation                                                             | CUSIP: 35640YAG2<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1562358.70   | 0.17%             | 2027-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Renal Dialysis Center of Las Vegas, Ltd.                                                 | Renal Dialysis Center of Las Vegas, Ltd.                                                 | CUSIP: 35802XAJ2<br>LEI: 5493008GJ5TVVTY4UM62 | Long             | DBT              | CORP              | US        |     700000 | PA      | $683784.29    | 0.07%             | 2024-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                                                   | GE Capital Funding LLC                                                                   | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |     537000 | PA      | $509676.98    | 0.05%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| GLP Financing, LLC                                                                       | GLP Financing, LLC                                                                       | CUSIP: 361841AJ8<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     400000 | PA      | $393136.28    | 0.04%             | 2025-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLP Financing, LLC                                                                       | GLP Financing, LLC                                                                       | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     300000 | PA      | $293812.23    | 0.03%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP Financing, LLC                                                                       | GLP Financing, LLC                                                                       | CUSIP: 361841AN9<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     400000 | PA      | $383014.79    | 0.04%             | 2024-09-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| GLP Financing, LLC                                                                       | GLP Financing, LLC                                                                       | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2060476.08   | 0.22%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp.                                                             | GS Mortgage Securities Corp.                                                             | CUSIP: 362341D48<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-CBDO         | CORP              | US        |     374804 | PA      | $308064.87    | 0.03%             | 2036-01-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| GTP Acquisition Partners I, LLC                                                          | GTP Acquisition Partners I, LLC                                                          | CUSIP: 36246MAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     300000 | PA      | $279714.09    | 0.03%             | 2025-06-16      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| SB Capital S.A.                                                                          | SB Capital S.A.                                                                          | CUSIP: N/A<br>LEI: 222100YFG9QVABDS2B03       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $0.01         | 0.00%             | 2023-05-23      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Goodman HK Finance                                                                       | Goodman HK Finance                                                                       | CUSIP: N/A<br>LEI: 213800SL4LTTO1S5AU13       | Long             | DBT              | CORP              | US        |     300000 | PA      | $294126.00    | 0.03%             | 2024-06-19      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MH Sub I, LLC                                                                            | MH Sub I, LLC                                                                            | CUSIP: 45567YAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     950000 | PA      | $921633.00    | 0.10%             | 2024-08-09      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                              | American Homes 4 Rent, L.P.                                                              | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1112673.96   | 0.12%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                                        | AIA Group Limited                                                                        | CUSIP: 00131LAH8<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1096196.47   | 0.12%             | 2029-04-09      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                    | Alexandria Real Estate Equities, Inc.                                                    | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2207026.12   | 0.24%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                    | Alexandria Real Estate Equities, Inc.                                                    | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $703172.03    | 0.08%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C.                                                                | Dell International L.L.C.                                                                | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2087000 | PA      | $2090769.12   | 0.22%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                                    | Delta Air Lines, Inc.                                                                    | CUSIP: 247361ZV3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | ABS-CBDO         | CORP              | US        |     850515 | PA      | $732054.41    | 0.08%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $4486395.20   | 0.48%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                      | Entergy Corporation                                                                      | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2188450.65   | 0.23%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                                      | Entergy Texas, Inc.                                                                      | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     700000 | PA      | $547986.86    | 0.06%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                | Kraft Heinz Foods Company                                                                | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $4140936.00   | 0.44%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LCCM 2021-FL2 Trust                                                                      | LCCM 2021-FL2 Trust                                                                      | CUSIP: 50202KAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $976124.60    | 0.10%             | 2038-12-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                                    | Las Vegas Sands Corp.                                                                    | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     800000 | PA      | $722208.00    | 0.08%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                                    | Las Vegas Sands Corp.                                                                    | CUSIP: 517834AG2<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    4125000 | PA      | $3898785.00   | 0.42%             | 2024-08-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                                    | Las Vegas Sands Corp.                                                                    | CUSIP: 517834AH0<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     200000 | PA      | $184088.00    | 0.02%             | 2025-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ministry of Finance of the Russian Federation                                            | Ministry of Finance of the Russian Federation                                            | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | US        |     200000 | PA      | $158000.00    | 0.02%             | 2028-06-24      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Capital Inc.                                                      | Merrill Lynch Mortgage Capital Inc.                                                      | CUSIP: 59020UQV0<br>LEI: L6ZLCV6SY6K01EC4P845 | Long             | ABS-CBDO         | CORP              | US        |     604535 | PA      | $580685.43    | 0.06%             | 2035-09-25      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                                                  | Micron Technology, Inc.                                                                  | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     300000 | PA      | $285104.10    | 0.03%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                             | Mid-America Apartments, L.P.                                                             | CUSIP: 59523UAA5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |      50000 | PA      | $49744.74     | 0.01%             | 2023-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments, L.P.                                                             | Mid-America Apartments, L.P.                                                             | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     600000 | PA      | $568698.06    | 0.06%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |  209900000 | PA      | $13062939.42  | 1.40%             | 2027-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                 | NXP B.V.                                                                                 | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2071097.71   | 0.22%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Spirit Airlines                                                                          | Spirit Airlines                                                                          | CUSIP: 84858DAA6<br>LEI: 549300DCAFIXFNFR3304 | Long             | ABS-CBDO         | CORP              | US        |     611519 | PA      | $520476.73    | 0.06%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                        | Time Warner Cable Enterprises LLC                                                        | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $111510.87    | 0.01%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company, LLC                                                 | Spectrum Management Holding Company, LLC                                                 | CUSIP: 88732JAU2<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1128981.48   | 0.12%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| KWG Group Holdings Limited                                                               | KWG Group Holdings Limited                                                               | CUSIP: N/A<br>LEI: 549300LK82ZOM9ZE7H90       | Long             | DBT              | CORP              | US        |     200000 | PA      | $85500.00     | 0.01%             | 2024-11-10      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Gaz Capital S.A.                                                                         | Gaz Capital S.A.                                                                         | CUSIP: N/A<br>LEI: 213800568PRHV2JR9650       | Long             | DBT              | CORP              | LU        |     200000 | PA      | $149862.93    | 0.02%             | 2024-11-22      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                    | Elevance Health, Inc.                                                                    | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     600000 | PA      | $575573.04    | 0.06%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Apidos CLO XXVI                                                                          | Apidos CLO XXVI                                                                          | CUSIP: 03766GAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $988344.00    | 0.11%             | 2029-07-18      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                | Realty Income Corporation                                                                | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     400000 | PA      | $382249.84    | 0.04%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                               | Apple Inc.                                                                               | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1406370.46   | 0.15%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                                | Aptiv PLC                                                                                | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     800000 | PA      | $751838.72    | 0.08%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                                                                  | Arch Capital Group Ltd.                                                                  | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | US        |     615000 | PA      | $431166.54    | 0.05%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                 | Presidencia De La Nacion                                                                 | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |     102751 | PA      | $28256.53     | 0.00%             | 2030-07-09      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                 | Presidencia De La Nacion                                                                 | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |      29816 | PA      | $8013.05      | 0.00%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                                    | Ashtead Capital, Inc.                                                                    | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     400000 | PA      | $365313.00    | 0.04%             | 2028-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rio Oil Finance Trust                                                                    | Rio Oil Finance Trust                                                                    | CUSIP: 76716XAB8<br>LEI: 549300V5D1W52HY8NO65 | Long             | DBT              | CORP              | US        |     115491 | PA      | $119393.91    | 0.01%             | 2027-01-06      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                       | Southern California Edison Company                                                       | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     400000 | PA      | $286754.40    | 0.03%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc.                                                        | Assured Guaranty US Holdings Inc.                                                        | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1127354.15   | 0.12%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAL5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |     700000 | PA      | $635625.06    | 0.07%             | 2026-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| British Airways Pass Through Trust 2020-1A                                               | British Airways Pass Through Trust 2020-1A                                               | CUSIP: 11044MAA4<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-CBDO         | CORP              | US        |     322321 | PA      | $293622.67    | 0.03%             | 2032-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                         | Brixmor Operating Partnership LP                                                         | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     700000 | PA      | $643155.87    | 0.07%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    3358000 | PA      | $2935002.81   | 0.32%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc.                                                                              | CWABS, Inc.                                                                              | CUSIP: 1266715K8<br>LEI: 549300I38TM1UFUB6822 | Long             | ABS-CBDO         | CORP              | US        |      17471 | PA      | $17278.71     | 0.00%             | 2034-07-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-43                                                           | Alternative Loan Trust 2005-43                                                           | CUSIP: 12667G7H0<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    1517267 | PA      | $1114045.99   | 0.12%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2017-1, Ltd.                                                              | Carlyle US CLO 2017-1, Ltd.                                                              | CUSIP: 14314BAL1<br>LEI: 549300VZ0HS3D307K776 | Long             | ABS-CBDO         | CORP              | US        |    1300000 | PA      | $1275281.80   | 0.14%             | 2031-04-21      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| DNA Alpha Limited                                                                        | DNA Alpha Limited                                                                        | CUSIP: 233283AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      31750 | PA      | $31193.19     | 0.00%             | 2023-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     200000 | PA      | $213202.38    | 0.02%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                      | Synchrony Financial                                                                      | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2587223.40   | 0.28%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                                            | System Energy Resources, Inc.                                                            | CUSIP: 871911AT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1187409.08   | 0.13%             | 2025-12-09      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corporation                                          | Westinghouse Air Brake Technologies Corporation                                          | CUSIP: 960386AQ3<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7538898.40   | 0.81%             | 2025-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Spirit Realty, L.P.                                                                      | Spirit Realty, L.P.                                                                      | CUSIP: 84861TAD0<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |     500000 | PA      | $434142.75    | 0.05%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                                                  | Structured Asset Securities Corporation                                                  | CUSIP: 86359DMZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1766 | PA      | $1903.37      | 0.00%             | 2035-08-25      | Variable      | 4.56%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                                                       | DTE Energy Company                                                                       | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     500000 | PA      | $426179.55    | 0.05%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2353129.45   | 0.25%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95002Y400<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |      65100 | NS      | $1072197.00   | 0.12%             | 2500-12-31      | Fixed         | 4.25%                 | No            |                  1 | On Loan: —       |
| Enable Midstream Partners, LP                                                            | Enable Midstream Partners, LP                                                            | CUSIP: 292480AK6<br>LEI: 549300TLGDBYE711G509 | Long             | DBT              | CORP              | US        |     800000 | PA      | $762748.24    | 0.08%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                                 | Motorola Solutions, Inc.                                                                 | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1234793.16   | 0.13%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan T                                                           | New Century Home Equity Loan T                                                           | CUSIP: 64352VPR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     300000 | PA      | $239568.93    | 0.03%             | 2036-02-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust 2006-2                                                | New Century Home Equity Loan Trust 2006-2                                                | CUSIP: 64360YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     251823 | PA      | $244596.67    | 0.03%             | 2036-08-25      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                    | Alexandria Real Estate Equities, Inc.                                                    | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     500000 | PA      | $471277.40    | 0.05%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02377CAA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |     453869 | PA      | $351731.77    | 0.04%             | 2029-10-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2018-3                                               | New Residential Mortgage Loan Trust 2018-3                                               | CUSIP: 64830KAA5<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-MBS          | CORP              | US        |     468136 | PA      | $436552.11    | 0.05%             | 2058-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Newcrest Finance Pty Limited                                                             | Newcrest Finance Pty Limited                                                             | CUSIP: 65120FAB0<br>LEI: 549300I0XDZ4K7PDSS04 | Long             | DBT              | CORP              | US        |     100000 | PA      | $90047.12     | 0.01%             | 2041-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Company of America                                                 | Nippon Life Insurance Company of America                                                 | CUSIP: 654579AG6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | US        |     600000 | PA      | $508828.63    | 0.05%             | 2050-01-23      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                            | NiSource Inc.                                                                            | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     700000 | PA      | $608376.58    | 0.07%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                   | Nissan Motor Co., Ltd.                                                                   | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1077021.11   | 0.12%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                   | Nissan Motor Co., Ltd.                                                                   | CUSIP: 654744AC5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1905154.86   | 0.20%             | 2027-09-17      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1265000 | PA      | $1072087.50   | 0.12%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                                      | Nissan Motor Acceptance Company LLC                                                      | CUSIP: 65480CAC9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $1839841.48   | 0.20%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 902613AE8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1202797.76   | 0.13%             | 2032-02-11      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UDR, Inc.                                                                                | UDR, Inc.                                                                                | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     200000 | PA      | $167076.94    | 0.02%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Airways, Inc.                                                                         | US Airways, Inc.                                                                         | CUSIP: 90346WAA1<br>LEI: 5493004XNBKB5SFUJI60 | Long             | ABS-CBDO         | CORP              | US        |     399448 | PA      | $362082.18    | 0.04%             | 2025-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                         | UniCredit S.p.A.                                                                         | CUSIP: 904678AG4<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1210390.80   | 0.13%             | 2023-12-04      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| UniCredit S.p.A.                                                                         | UniCredit S.p.A.                                                                         | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1184183.00   | 0.13%             | 2034-04-02      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                                | Union Pacific Corporation                                                                | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     300000 | PA      | $236488.83    | 0.03%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    8445000 | PA      | $4702809.38   | 0.50%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SB Capital S.A.                                                                          | SB Capital S.A.                                                                          | CUSIP: N/A<br>LEI: 222100YFG9QVABDS2B03       | Long             | DBT              | CORP              | LU        |    5100000 | PA      | $0.05         | 0.00%             | 2049-10-29      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Delos Finance Sarl                                                                       | Delos Finance Sarl                                                                       | CUSIP: L2324EAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     210000 | PA      | $209645.10    | 0.02%             | 2023-10-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| RegionalCare Hospital Partners Holdings, Inc.                                            | RegionalCare Hospital Partners Holdings, Inc.                                            | CUSIP: 75915TAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1644246 | PA      | $1546412.91   | 0.17%             | 2025-11-09      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Avolon TLB Borrower 1 (US) LLC                                                           | Avolon TLB Borrower 1 (US) LLC                                                           | CUSIP: 05400KAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     978769 | PA      | $975450.96    | 0.10%             | 2027-12-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc. Class AA Pass Through Certificates, Series 2019-1                | American Airlines, Inc. Class AA Pass Through Certificates, Series 2019-1                | CUSIP: 02377LAA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |     864429 | PA      | $715184.15    | 0.08%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Assets Trust, L.P.                                                              | American Assets Trust, L.P.                                                              | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2063139.78   | 0.22%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5500000 | PA      | $5066875.00   | 0.54%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                                                             | VMware, Inc.                                                                             | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $2905040.07   | 0.31%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Stichting AK Rabobank Certificaten II                                                    | Stichting AK Rabobank Certificaten II                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     630275 | PA      | $646752.65    | 0.07%             | 2500-12-31      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |     300000 | PA      | $42000.00     | 0.00%             | 2049-04-09      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Yango Justice International Limited                                                      | Yango Justice International Limited                                                      | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | US        |     400000 | PA      | $12322.25     | 0.00%             | 2023-04-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust 2006-3                                               | American Home Mortgage Assets Trust 2006-3                                               | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     336795 | PA      | $250874.40    | 0.03%             | 2046-10-25      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2013-1, Ltd                                         | Carlyle Global Market Strategies CLO 2013-1, Ltd                                         | CUSIP: 14310BAU5<br>LEI: 549300CVBX8ZUYQV3Q10 | Long             | ABS-CBDO         | CORP              | US        |    1186430 | PA      | $1170810.80   | 0.13%             | 2030-08-14      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BU7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     200000 | PA      | $155910.14    | 0.02%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $2325970.12   | 0.25%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                         | Deutsche Bank Aktiengesellschaft                                                         | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |     900000 | PA      | $868856.40    | 0.09%             | 2024-09-18      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Diamond Sports Group, LLC                                                                | Diamond Sports Group, LLC                                                                | CUSIP: 25277LAF3<br>LEI: 5493002K6DHWNZH8YA34 | Long             | DBT              | CORP              | US        |     600000 | PA      | $71435.35     | 0.01%             | 2026-08-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    2472000 | PA      | $2456869.51   | 0.26%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138X46Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     193685 | PA      | $175682.34    | 0.02%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140JHQX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      90376 | PA      | $88491.04     | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140JKB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      43111 | PA      | $42138.48     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Company, LLC                                                    | Florida Gas Transmission Company, LLC                                                    | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $809233.80    | 0.09%             | 2030-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Florida Department of Management Services                                                | Florida Department of Management Services                                                | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    3300000 | PA      | $2873204.07   | 0.31%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F040636<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11300000 | PA      | $10609635.54  | 1.14%             | 2053-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F042624<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   15000000 | PA      | $14458593.00  | 1.55%             | 2053-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                               | Aviation Capital Group LLC                                                               | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1532000 | PA      | $1340658.10   | 0.14%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                               | Aviation Capital Group LLC                                                               | CUSIP: 05369AAC5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     700000 | PA      | $694261.89    | 0.07%             | 2023-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                               | Aviation Capital Group LLC                                                               | CUSIP: 05369AAF8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     200000 | PA      | $195905.80    | 0.02%             | 2024-01-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                               | Aviation Capital Group LLC                                                               | CUSIP: 05369AAH4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     600000 | PA      | $588633.01    | 0.06%             | 2024-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |     400000 | PA      | $379430.80    | 0.04%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |    2826000 | PA      | $2281468.88   | 0.24%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance PLC                                                               | AXIS Specialty Finance PLC                                                               | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $649662.23    | 0.07%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Azul Investments LLP                                                                     | Azul Investments LLP                                                                     | CUSIP: 05502FAA6<br>LEI: 549300C6XNC8IDH04C74 | Long             | DBT              | CORP              | US        |     100000 | PA      | $80196.68     | 0.01%             | 2024-10-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                          | BAE Systems PLC                                                                          | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | US        |     300000 | PA      | $264872.79    | 0.03%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2562903.42   | 0.28%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1495504.82   | 0.16%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1996000 | PA      | $1584660.33   | 0.17%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1190128.55   | 0.13%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1109000 | PA      | $801256.16    | 0.09%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1461246.80   | 0.16%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1216859.93   | 0.13%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98352.25     | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| The Southern Company                                                                     | The Southern Company                                                                     | CUSIP: 842587CU9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198079.08    | 0.02%             | 2023-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   17907000 | PA      | $12492929.57  | 1.34%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     800000 | PA      | $744362.16    | 0.08%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7200000 | PA      | $6349799.52   | 0.68%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Foundation Building Materials Holding Company LLC                                        | Foundation Building Materials Holding Company LLC                                        | CUSIP: 35039KAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     979816 | PA      | $925191.20    | 0.10%             | 2028-02-03      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Franklin Resources, Inc.                                                                 | Franklin Resources, Inc.                                                                 | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $1496486.16   | 0.16%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                         | GATX Corporation                                                                         | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     500000 | PA      | $452799.30    | 0.05%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GSK Consumer Healthcare Capital US LLC                                                   | GSK Consumer Healthcare Capital US LLC                                                   | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1323887.40   | 0.14%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                                                      | General Mills, Inc.                                                                      | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     100000 | PA      | $68283.78     | 0.01%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                     | Weyerhaeuser Company                                                                     | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    3800000 | PA      | $3473082.20   | 0.37%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                                                        | Advantage Sales & Marketing, Inc.                                                        | CUSIP: 00769EAZ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1372000 | PA      | $1129499.01   | 0.12%             | 2027-10-28      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| Tibco Software Inc.                                                                      | Tibco Software Inc.                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     700000 | PA      | $623875.00    | 0.07%             | 2029-03-30      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | Sumitomo Mitsui Financial Group, Inc.                                                    | CUSIP: 86562MCA6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1003620.86   | 0.11%             | 2025-07-08      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | Sumitomo Mitsui Financial Group, Inc.                                                    | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2138310.09   | 0.23%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XAG5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $971553.90    | 0.10%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     400000 | PA      | $367006.88    | 0.04%             | 2027-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XAQ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     600000 | PA      | $594635.34    | 0.06%             | 2023-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XAV2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1621810.71   | 0.17%             | 2025-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1721367.89   | 0.18%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1497242.88   | 0.16%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1234829.12   | 0.13%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     700000 | PA      | $435942.22    | 0.05%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 11 Ltd                                                             | Anchorage Capital CLO 11 Ltd                                                             | CUSIP: 03330NAJ3<br>LEI: 549300NPGT86ACOLIL14 | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $977823.00    | 0.10%             | 2032-07-22      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                      | Antares Holdings LP                                                                      | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     300000 | PA      | $257630.96    | 0.03%             | 2026-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                      | Antares Holdings LP                                                                      | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1003805.89   | 0.11%             | 2027-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Presidencia De La Nacion                                                                 | Presidencia De La Nacion                                                                 | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | US        |     188248 | PA      | $49415.10     | 0.01%             | 2035-07-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Financial, Inc.                                                               | Brookfield Financial, Inc.                                                               | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1836772.20   | 0.20%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Brookfield Financial, Inc.                                                               | Brookfield Financial, Inc.                                                               | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | US        |     600000 | PA      | $547449.24    | 0.06%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc.                                                                              | CWABS, Inc.                                                                              | CUSIP: 1266716K7<br>LEI: 549300I38TM1UFUB6822 | Long             | ABS-CBDO         | CORP              | US        |       4361 | PA      | $4301.44      | 0.00%             | 2034-08-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp.                                                       | CenterPoint Energy Resources Corp.                                                       | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1584960.86   | 0.17%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Centex LLC                                                                               | Centex LLC                                                                               | CUSIP: 152314LQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      21515 | PA      | $19889.22     | 0.00%             | 2034-09-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BJ2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     300000 | PA      | $271247.58    | 0.03%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BL7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     400000 | PA      | $314988.12    | 0.03%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     300000 | PA      | $246915.18    | 0.03%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                                       | Diageo Capital PLC                                                                       | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1483064.10   | 0.16%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Muthoot Finance Limited                                                                  | Muthoot Finance Limited                                                                  | CUSIP: 62828L2B8<br>LEI: 335800HAMJMBFL4RRF02 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2256861.48   | 0.24%             | 2023-09-02      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Rio Oil Finance Trust                                                                    | Rio Oil Finance Trust                                                                    | CUSIP: 76716XAA0<br>LEI: 549300V5D1W52HY8NO65 | Long             | DBT              | CORP              | US        |      64357 | PA      | $65258.34     | 0.01%             | 2024-07-06      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: N/A<br>LEI: 6354001WLTJXOMEXPY07       | Long             | DBT              | NUSS              | US        |     300000 | PA      | $74250.00     | 0.01%             | 2024-09-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $112000.00    | 0.01%             | 2049-06-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | KY        |     800000 | PA      | $112000.00    | 0.01%             | 2024-06-30      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-28

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer