# EDGAR Filing Document

**Accession Number:** 0000874835
**File Stem:** 0000940400-26-007259
**Filing Date:** 2026-2
**Character Count:** 414063
**Document Hash:** 3aef791697d6c638da48c8e43310f465
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-007259.hdr.sgml**: 20260223

**ACCESSION NUMBER**: 0000940400-26-007259

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260223

**DATE AS OF CHANGE**: 20260223

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** LEGG MASON PARTNERS VARIABLE INCOME TRUST
- **CENTRAL INDEX KEY:** 0000874835

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-06310
- **FILM NUMBER:** 26664707

**BUSINESS ADDRESS:**
- **STREET 1:** LEGG MASON & CO., LLC
- **STREET 2:** 620 EIGHTH AVENUE, 49TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018
- **BUSINESS PHONE:** 1-877-721-1926

**MAIL ADDRESS:**
- **STREET 1:** LEGG MASON & CO., LLC
- **STREET 2:** 620 EIGHTH AVENUE, 49TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10018

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** LEGG MASON PARTNERS VARIABLE PORTFOLIOS II
- **DATE OF NAME CHANGE:** 20060501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GREENWICH STREET SERIES FUND
- **DATE OF NAME CHANGE:** 19970902

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SHEARSON SERIES FUND
- **DATE OF NAME CHANGE:** 19920929

## Series and Classes Contracts Data

### Western Asset Long Credit VIT (Series ID: S000080158)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000241838 | Class I      | LLAAX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Legg Mason Partners Variable Income Trust

- **b. Investment Company Act file number:** 811-06310

- **c. CIK number of Registrant:** 0000874835

- **d. LEI of Registrant:** 549300HMB5WZ1N3QY685

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

  - **Street Address 1:** 620 Eighth Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10018

  - **Telephone number:** 1-877-721-1926

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

- **a. Name of Series:** Western Asset Long Credit VIT

- **b. EDGAR series identifier (if any):** S000080158

- **c. LEI of Series:** 254900R9Z9AK6K20YF38

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $282644508.61

**Total Liabilities:** $2043907.68

**Net Assets:** $280600600.93

**Delayed Delivery Securities:** $1830000.00

**Cash Not Reported:** $20131.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 86.75000000 | **1-Year:** 6354.29000000 | **5-Year:** 49976.98000000 | **10-Year:** 146068.78000000 | **30-Year:** 21928.38000000

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

- **3-Month:** 32.59000000 | **1-Year:** 1463.79000000 | **5-Year:** 2836.20000000 | **10-Year:** 1986.37000000 | **30-Year:** 111.53000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000241838 | 0.50%                | 0.59%                | -0.67%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $461689.95               | $-475042.47                                |
| Month 2  | $472940.87               | $-83953.24                                 |
| Month 3  | $115580.59               | $-3016135.67                               |

**Designated Index Information**

- **Index Name:** 60% Bloomberg US Long Credit USD Unhedged Index 40% Bloomberg US Intermediate Credit USD Unhedged Index

- **Index Identifier:** WISER

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US 5YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       316 | NC      | $-17718.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    116000 | PA      | $102315.45    | 0.04%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                     | Apex Credit CLO 2021-II LLC                                                      | CUSIP: 03755QAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    310000 | PA      | $310146.51    | 0.11%             | 2034-10-20      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1010443.12   | 0.36%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                                    | Southern Copper Corp                                                             | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    230000 | PA      | $220663.90    | 0.08%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEW GENERATION GAS                                      | New Generation Gas Gathering LLC                                                 | CUSIP: 000000000<br>LEI: 9845008CB7EPB0KCD474 | Long             | DBT              | CORP              | US        |    416216 | PA      | $432864.89    | 0.15%             | 2029-09-30      | Floating      | 9.64%                 | No            |                  3 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $172854.01    | 0.06%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                                | Kaiser Foundation Hospitals                                                      | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    460000 | PA      | $342223.31    | 0.12%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                        | Georgia Power Co                                                                 | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307980.02    | 0.11%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    680000 | PA      | $599832.58    | 0.21%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                         | Nordea Bank Abp                                                                  | CUSIP: 65558RAK5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    320000 | PA      | $328096.96    | 0.12%             | N/A             | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                         | McDonald's Corp                                                                  | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    710000 | PA      | $523166.23    | 0.19%             | 2049-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                                        | Ford Motor Credit Co LLC                                                         | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183323.95    | 0.07%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                               | Sunoco LP                                                                        | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231804.81    | 0.08%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                 | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    130000 | PA      | $131857.77    | 0.05%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                  | Tennessee Gas Pipeline Co LLC                                                    | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $268701.11    | 0.10%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    590000 | PA      | $596447.20    | 0.21%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MASS MUTUAL LIFE INS CO                                 | Massachusetts Mutual Life Insurance Co                                           | CUSIP: 575767AL2<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $193953.26    | 0.07%             | 2077-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182913.55    | 0.07%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Renew Financial                                         | Renew 2023-1                                                                     | CUSIP: 75973HAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349039 | PA      | $343821.11    | 0.12%             | 2058-11-20      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SYNOVUS FINANCIAL CORP                                  | Synovus Financial Corp                                                           | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145540.86    | 0.05%             | 2030-11-01      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 693070AD6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    140000 | PA      | $147245.70    | 0.05%             | 2027-06-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                                | Baltimore Gas and Electric Co                                                    | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    340000 | PA      | $352494.24    | 0.13%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    580000 | PA      | $594826.79    | 0.21%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     30000 | PA      | $28354.12     | 0.01%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                        | Georgia Power Co                                                                 | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    310000 | PA      | $318300.09    | 0.11%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                      | CUSIP: 71647NBD0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    110000 | PA      | $108895.71    | 0.04%             | 2049-03-19      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    450000 | PA      | $446207.33    | 0.16%             | 2037-03-23      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit                           | Freddie Mac Mscr Trust Mn12                                                      | CUSIP: 355913AB0<br>LEI: 529900KABSM46L5D1T20 | Long             | ABS-MBS          | USGSE             | US        |    680000 | PA      | $682131.66    | 0.24%             | 2045-11-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    390000 | PA      | $388868.88    | 0.14%             | 2078-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                   | Uber Technologies Inc                                                            | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189116.32    | 0.07%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271582.07    | 0.10%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                   | General Dynamics Corp                                                            | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137593.94    | 0.05%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                      | AmFam Holdings Inc                                                               | CUSIP: 03115AAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $149595.31    | 0.05%             | 2031-03-11      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                        | Connecticut Avenue Securities Trust 2023-R08                                     | CUSIP: 20755CAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    143565 | PA      | $143845.14    | 0.05%             | 2043-10-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                 | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    470000 | PA      | $530074.74    | 0.19%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                               | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    280000 | PA      | $192699.26    | 0.07%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                | Fox Corp                                                                         | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    330000 | PA      | $331217.66    | 0.12%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                 | New York Life Insurance Co                                                       | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    450000 | PA      | $334603.17    | 0.12%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440234.13    | 0.16%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    130000 | PA      | $82816.65     | 0.03%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    420000 | PA      | $421453.86    | 0.15%             | 2033-09-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                  | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AW0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194347.60    | 0.07%             | 2034-01-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                 | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2510000 | PA      | $2468428.13   | 0.88%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                            | CUSIP: 350930AB9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209285.84    | 0.07%             | 2030-01-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                   | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184456.86    | 0.07%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135068.41    | 0.05%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                | Northern States Power Co/MN                                                      | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265125.06    | 0.09%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $219181.30    | 0.08%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $601537.43    | 0.21%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89836.68     | 0.03%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114976.46    | 0.04%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    940000 | PA      | $955237.60    | 0.34%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                             | CUSIP: 46513YJH2<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $196751.97    | 0.07%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122951.16    | 0.04%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                       | CUSIP: 034863BF6<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201443.29    | 0.07%             | 2054-04-05      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                                        | Hewlett Packard Enterprise Co                                                    | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    320000 | PA      | $296696.58    | 0.11%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $278204.33    | 0.10%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                | Virginia Electric and Power Co                                                   | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    260000 | PA      | $199779.84    | 0.07%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $383689.29    | 0.14%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                    | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    120000 | PA      | $109982.00    | 0.04%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PANAMA                                      | Panama Government International Bond                                             | CUSIP: 698299BL7<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    290000 | PA      | $192806.50    | 0.07%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59591.38     | 0.02%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    270000 | PA      | $271232.92    | 0.10%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SLM Student Loan Trust                                  | SLM Private Education Loan Trust 2010-C                                          | CUSIP: 78445QAE1<br>LEI: 549300JEA36NHBYED811 | Long             | ABS-O            | CORP              | US        |    130064 | PA      | $136861.47    | 0.05%             | 2041-10-15      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    980000 | PA      | $843894.38    | 0.30%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159954.07    | 0.06%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                     | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248800.13    | 0.09%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BJ2<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    280000 | PA      | $278037.83    | 0.10%             | 2055-12-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     70000 | PA      | $58302.28     | 0.02%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185922.36    | 0.07%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBE9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $205732.00    | 0.07%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                            | DNB Bank ASA                                                                     | CUSIP: 23341CAE3<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    320000 | PA      | $326609.05    | 0.12%             | 2030-11-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    190000 | PA      | $200463.56    | 0.07%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196026.62    | 0.07%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90013.13     | 0.03%             | 2077-08-16      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF PARAGUAY                                    | Paraguay Government International Bond                                           | CUSIP: 699149AH3<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |    200000 | PA      | $187883.77    | 0.07%             | 2050-03-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    370000 | PA      | $386785.81    | 0.14%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91086QAZ1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    320000 | PA      | $269600.00    | 0.10%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                 | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    480000 | PA      | $544756.18    | 0.19%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    240000 | PA      | $252070.83    | 0.09%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Western Asset Premier Institutional Government Reserves | Western Asset Premier Institutional Government Reserves                          | CUSIP: 52470G494<br>LEI: 549300WB3XRN9YTWFB76 | Long             | STIV             | RF                | US        |    761087 | NS      | $761087.45    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| INDIANAPOLIS PWR & LIGHT                                | Indianapolis Power & Light Co                                                    | CUSIP: 455434BW9<br>LEI: 2T85JNP2R2B2GTSFND21 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259379.79    | 0.09%             | 2054-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     30000 | PA      | $19580.15     | 0.01%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135090.05    | 0.05%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                                | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    180000 | PA      | $196092.20    | 0.07%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                | Ford Motor Credit Co LLC                                                         | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    350000 | PA      | $376081.64    | 0.13%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                                  | Barrick North America Finance LLC                                                | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $152955.40    | 0.05%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd                                | Verdelite Static CLO 2024-1 Ltd                                                  | CUSIP: 92338VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    270000 | PA      | $269723.74    | 0.10%             | 2032-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    190000 | PA      | $143933.47    | 0.05%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                     | Elevance Health Inc                                                              | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    320000 | PA      | $331258.16    | 0.12%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BRIGHTSTAR LOTTERY PLC                                  | Brightstar Lottery PLC                                                           | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $270337.28    | 0.10%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66743.98     | 0.02%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                     | Bank of Nova Scotia/The                                                          | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    310000 | PA      | $329447.87    | 0.12%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                           | DTE Energy Co                                                                    | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175484.39    | 0.06%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW JERSEY ST TURNPIKE AUTH TU                          | New Jersey Turnpike Authority                                                    | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    250000 | PA      | $292403.05    | 0.10%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    230000 | PA      | $201830.36    | 0.07%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                            | Centene Corp                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    140000 | PA      | $129053.32    | 0.05%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $324678.94    | 0.12%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                  | Massachusetts Institute of Technology                                            | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250659.61    | 0.09%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613AL2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    220000 | PA      | $167106.37    | 0.06%             | 2043-02-11      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                         | McDonald's Corp                                                                  | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    180000 | PA      | $164141.08    | 0.06%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                               | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $640697.35    | 0.23%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    101000 | PA      | $92268.17     | 0.03%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                 | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    180000 | PA      | $135654.22    | 0.05%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WYNNTON FUNDING TRUST II                                | Wynnton Funding Trust II                                                         | CUSIP: 983197AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $373587.98    | 0.13%             | 2055-08-15      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KU0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133735.44    | 0.05%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $172019.40    | 0.06%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273RBC2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $146731.25    | 0.05%             | 2029-11-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                     | CommonSpirit Health                                                              | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    190000 | PA      | $182094.91    | 0.06%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                  | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113735.96    | 0.04%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US LONG BOND(CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       224 | NC      | $-278652.85   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    620000 | PA      | $616590.00    | 0.22%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                          | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40646.92     | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                       | Entergy Texas Inc                                                                | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205470.26    | 0.07%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                | Time Warner Cable Enterprises LLC                                                | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    840000 | PA      | $970902.11    | 0.35%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                                 | American Electric Power Co Inc                                                   | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589808.97    | 0.21%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Vistra Zero Operating Company, LLC                      | VISTRA ZERO OPERATING CO                                                         | CUSIP: 92841DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    288550 | PA      | $286205.53    | 0.10%             | 2031-04-30      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                 | New York Life Insurance Co                                                       | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    130000 | PA      | $101681.19    | 0.04%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBF6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    280000 | PA      | $292880.00    | 0.10%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SMB Private Education Loan Tru                          | SMB Private Education Loan Trust 2023-C                                          | CUSIP: 83207DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $105439.18    | 0.04%             | 2052-11-15      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87838.78     | 0.03%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                       | Entergy Texas Inc                                                                | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87477.02     | 0.03%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145004.77    | 0.05%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                  | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137033.61    | 0.05%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                          | Halliburton Co                                                                   | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128342.52    | 0.05%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                | Interstate Power and Light Co                                                    | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    110000 | PA      | $104618.16    | 0.04%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PG&E WILDFIRE RECOVERY                                  | PG&E Wildfire Recovery Funding LLC                                               | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $350845.95    | 0.13%             | 2051-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                        | Paramount Global                                                                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    240000 | PA      | $259723.13    | 0.09%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    440000 | PA      | $344953.63    | 0.12%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    320000 | PA      | $308141.86    | 0.11%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                                | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711BA7<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    310000 | PA      | $275261.83    | 0.10%             | 2031-10-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                | Toyota Motor Credit Corp                                                         | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142327.14    | 0.05%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCG4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    480000 | PA      | $351394.77    | 0.13%             | 2052-11-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116671.07    | 0.04%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                    | Lockheed Martin Corp                                                             | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    520000 | PA      | $483666.55    | 0.17%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST DORM AUTH REVENUES                          | New York State Dormitory Authority                                               | CUSIP: 64985SFG3<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |    370000 | PA      | $387271.79    | 0.14%             | 2055-07-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                     | CommonSpirit Health                                                              | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91718.61     | 0.03%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1171346.26   | 0.42%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                    | Duke Energy Ohio Inc                                                             | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88030.58     | 0.03%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMFAM HOLDINGS INC                                      | AmFam Holdings Inc                                                               | CUSIP: 03115AAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $114798.56    | 0.04%             | 2051-03-11      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    480000 | PA      | $330419.91    | 0.12%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                  | Brazilian Government International Bond                                          | CUSIP: 105756CJ7<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    260000 | PA      | $257985.00    | 0.09%             | 2054-05-13      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                | Interstate Power and Light Co                                                    | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179723.91    | 0.06%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                             | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    580000 | PA      | $658738.27    | 0.23%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                 | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    370000 | PA      | $377605.24    | 0.13%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                    | Lockheed Martin Corp                                                             | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    710000 | PA      | $717709.16    | 0.26%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                  | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    280000 | PA      | $290297.19    | 0.10%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FLORIDA GAS TRANSMISSION                                | Florida Gas Transmission Co LLC                                                  | CUSIP: 340711BC3<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124854.79    | 0.04%             | 2035-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                     | CommonSpirit Health                                                              | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    360000 | PA      | $373053.93    | 0.13%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MELCO RESORTS FINANCE                                   | Melco Resorts Finance Ltd                                                        | CUSIP: 58547DAD1<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198141.27    | 0.07%             | 2029-12-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328417.40    | 0.12%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    170000 | PA      | $174845.36    | 0.06%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    660000 | PA      | $482376.49    | 0.17%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327336.59    | 0.12%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    810000 | PA      | $819387.45    | 0.29%             | 2029-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY PENN ELECTRI                                | FirstEnergy Pennsylvania Electric Co                                             | CUSIP: 591894CE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $112397.04    | 0.04%             | 2028-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOCIEDAD QUIMICA Y MINER                                | Sociedad Quimica y Minera de Chile SA                                            | CUSIP: 833636AL7<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | DBT              | CORP              | CL        |    530000 | PA      | $378000.32    | 0.13%             | 2051-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                                | Interstate Power and Light Co                                                    | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    120000 | PA      | $125977.52    | 0.04%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FULL HOUSE RESORTS INC                                  | Full House Resorts Inc                                                           | CUSIP: 359678AC3<br>LEI: 5493009DKIWW0H901Y82 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1212775.00   | 0.43%             | 2028-02-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $140480.29    | 0.05%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                         | San Diego Gas & Electric Co                                                      | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $116129.36    | 0.04%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                                  | Orlando Health Obligated Group                                                   | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $156797.86    | 0.06%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                | Eagle Funding Luxco Sarl                                                         | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1000000 | PA      | $1019840.00   | 0.36%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223827.06    | 0.08%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                                 | Honeywell International Inc                                                      | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    260000 | PA      | $245899.98    | 0.09%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239022.05    | 0.09%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                         | San Diego Gas & Electric Co                                                      | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $55434.69     | 0.02%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                               | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $420220.39    | 0.15%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51457.07     | 0.02%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    880000 | PA      | $786364.40    | 0.28%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1040000 | PA      | $1106470.56   | 0.39%             | N/A             | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                         | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    410000 | PA      | $408704.46    | 0.15%             | 2055-05-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258696.07    | 0.09%             | N/A             | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $406300.00    | 0.14%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                             | Exelon Corp                                                                      | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    260000 | PA      | $272311.11    | 0.10%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185766.41    | 0.07%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    270000 | PA      | $190687.50    | 0.07%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                   | Entergy Louisiana LLC                                                            | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    310000 | PA      | $312778.65    | 0.11%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    790000 | PA      | $651114.41    | 0.23%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCK FINAN NA                                  | Daimler Truck Finance North America LLC                                          | CUSIP: 233853AM2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199131.15    | 0.07%             | 2027-04-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                 | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $419786.29    | 0.15%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                             | MetLife Inc                                                                      | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    210000 | PA      | $220444.81    | 0.08%             | 2036-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                        | Georgia Power Co                                                                 | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144584.70    | 0.05%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    820000 | PA      | $855441.91    | 0.30%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                | CHS/Community Health Systems Inc                                                 | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |    245000 | PA      | $218282.75    | 0.08%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                             | BNP Paribas SA                                                                   | CUSIP: 05602XQR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    970000 | PA      | $974614.29    | 0.35%             | N/A             | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    260000 | PA      | $269869.55    | 0.10%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $163799.54    | 0.06%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    130000 | PA      | $105686.31    | 0.04%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ST                                           | State of California                                                              | CUSIP: 13063A7D0<br>LEI: 9845007J7054602FF597 | Long             | DBT              | MUN               | US        |    900000 | PA      | $1048381.02   | 0.37%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    110000 | PA      | $79140.32     | 0.03%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113958.66    | 0.04%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    850000 | PA      | $660788.89    | 0.24%             | 2042-04-22      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                                   | Kentucky Utilities Co                                                            | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    170000 | PA      | $117669.99    | 0.04%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99744.85     | 0.04%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213238.33    | 0.08%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                       | Entergy Texas Inc                                                                | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50149.75     | 0.02%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    820000 | PA      | $764482.28    | 0.27%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MIAMI-DADE CNTY FL SEAPORT REV                          | County of Miami-Dade Seaport Department                                          | CUSIP: 59335KFS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     20000 | PA      | $20651.24     | 0.01%             | 2055-11-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                                          | Halliburton Co                                                                   | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97125.89     | 0.03%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCADOLIBRE INC                                        | MercadoLibre Inc                                                                 | CUSIP: 58733RAG7<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    830000 | PA      | $823018.64    | 0.29%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101887.42    | 0.04%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195356.99    | 0.07%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GULFSTREAM NATURAL GAS                                  | Gulfstream Natural Gas System LLC                                                | CUSIP: 402740AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $410961.17    | 0.15%             | 2035-07-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                   | Golub Capital Private Credit Fund                                                | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151100.05    | 0.05%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429776.74    | 0.15%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AR7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $21219.46     | 0.01%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FS Commerical Mortgage Trust 2                          | FS Commercial Mortgage Trust 2023-4SZN                                           | CUSIP: 30334RAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130000 | PA      | $132762.31    | 0.05%             | 2039-11-10      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186725.01    | 0.07%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM15 Trust                                                             | CUSIP: 67449DAB5<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |     72563 | PA      | $73171.25     | 0.03%             | 2064-10-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                            | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188403.81    | 0.07%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                 | AEP Transmission Co LLC                                                          | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $93346.79     | 0.03%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    260000 | PA      | $254017.04    | 0.09%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120620.87    | 0.04%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                                | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      9000 | PA      | $5952.15      | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                                   | Continental Resources Inc/OK                                                     | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    480000 | PA      | $470183.55    | 0.17%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    440000 | PA      | $373724.99    | 0.13%             | 2048-02-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $177371.04    | 0.06%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283305.27    | 0.10%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $101946.75    | 0.04%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165174.93    | 0.06%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association               | JPY/USD FORWARD                                                                  | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |         1 | NC      | $-8453.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                      | BMW US Capital LLC                                                               | CUSIP: 05565ECS2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173023.48    | 0.06%             | 2031-08-13      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                               | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $203966.77    | 0.07%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242878.95    | 0.09%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LADDER CAP FIN LLLP/CORP                                | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $112639.78    | 0.04%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122987.44    | 0.04%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2024-NQM15 Trust                                                             | CUSIP: 67449DAC3<br>LEI: 254900YXEB756F6RCA13 | Long             | ABS-MBS          | CORP              | US        |    123357 | PA      | $123975.61    | 0.04%             | 2064-10-25      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Truist Insurance Holdings, LLC                          | TRUIST INSURANCE HOLDING                                                         | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    349355 | PA      | $350374.96    | 0.12%             | 2031-05-06      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ILLINOIS ST                                             | State of Illinois                                                                | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    130882 | PA      | $134195.37    | 0.05%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                   | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72235.08     | 0.03%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                             | MetLife Inc                                                                      | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    240000 | PA      | $253231.20    | 0.09%             | 2055-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PRKCM Trust                                             | PRKCM 2024-AFC1 Trust                                                            | CUSIP: 69380WAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    230943 | PA      | $233408.17    | 0.08%             | 2059-03-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    350000 | PA      | $314649.20    | 0.11%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    380000 | PA      | $372352.04    | 0.13%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Greystone Commercial Real Esta                          | Greystone CRE Notes 2024-HC3                                                     | CUSIP: 39808MAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    110000 | PA      | $110796.88    | 0.04%             | 2041-03-15      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                          | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $146691.40    | 0.05%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBQ4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $405904.74    | 0.14%             | 2054-11-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                | MIDCAP FINANCIAL ISSR TR                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1270000.00   | 0.45%             | 2029-03-16      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80751.23     | 0.03%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    620000 | PA      | $566938.45    | 0.20%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                     | Carrier Global Corp                                                              | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     96000 | PA      | $103023.72    | 0.04%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                         | San Diego Gas & Electric Co                                                      | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58396.33     | 0.02%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                 | CUSIP: 912810UQ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    280000 | PA      | $273656.25    | 0.10%             | 2045-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                 | Raymond James Financial Inc                                                      | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73329.60     | 0.03%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    390000 | PA      | $307486.14    | 0.11%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                         | CUSIP: 28504DAG8<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    540000 | PA      | $565109.09    | 0.20%             | 2055-01-13      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                               | Spire Inc                                                                        | CUSIP: 84857LAD3<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    610000 | PA      | $607936.04    | 0.22%             | 2056-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAK1<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    310000 | PA      | $245924.46    | 0.09%             | 2040-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                          | PECO Energy Co                                                                   | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85174.44     | 0.03%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SPIRE INC                                               | Spire Inc                                                                        | CUSIP: 84857LAE1<br>LEI: 549300NXSY15DRY2R511 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289258.78    | 0.10%             | 2056-06-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    650000 | PA      | $644089.30    | 0.23%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                 | Metropolitan Life Global Funding I                                               | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175002.95    | 0.06%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231475.18    | 0.08%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WBP6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $208537.12    | 0.07%             | 2035-05-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276946.45    | 0.10%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80231.58     | 0.03%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                   | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155735.47    | 0.06%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                 | Kinder Morgan Energy Partners LP                                                 | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $115181.62    | 0.04%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                                | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    270000 | PA      | $255776.35    | 0.09%             | 2033-04-06      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20192.92     | 0.01%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                 | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518588.37    | 0.18%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                       | L3Harris Technologies Inc                                                        | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100024.39    | 0.04%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                     | Carrier Global Corp                                                              | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64926.95     | 0.02%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNIV OF MICHIGAN MI                                     | University of Michigan                                                           | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    110000 | PA      | $85727.52     | 0.03%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                          | PECO Energy Co                                                                   | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149554.58    | 0.05%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1A PTT                                  | American Airlines 2025-1 Class A Pass Through Trust                              | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $308660.15    | 0.11%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    140000 | PA      | $137911.38    | 0.05%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    410000 | PA      | $379744.28    | 0.14%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $536485.18    | 0.19%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                       | NatWest Group PLC                                                                | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $369848.94    | 0.13%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83602.58     | 0.03%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    160000 | PA      | $165673.65    | 0.06%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BBA7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    760000 | PA      | $732640.00    | 0.26%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346663.81    | 0.12%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                          | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135186.20    | 0.05%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr                          | SOFI PROFESSIONAL LOAN PROGRAM 2021-A TRUST                                      | CUSIP: 83405YAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35764 | PA      | $31716.02     | 0.01%             | 2043-08-17      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $235195.73    | 0.08%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    440000 | PA      | $427163.54    | 0.15%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES PWR-MINN                                | Northern States Power Co/MN                                                      | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    560000 | PA      | $564170.66    | 0.20%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                           | Carnival Corp                                                                    | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    190000 | PA      | $195558.83    | 0.07%             | 2030-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $239460.63    | 0.09%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                               | Boeing Co/The                                                                    | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132821.44    | 0.05%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| AFRICA FINANCE CORP                                     | Africa Finance Corp                                                              | CUSIP: 00830YAF8<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | N/A       |    200000 | PA      | $205465.63    | 0.07%             | 2029-10-08      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228451.41    | 0.08%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WYNN MACAU LTD                                          | Wynn Macau Ltd                                                                   | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $198272.90    | 0.07%             | 2029-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                      | RWE Finance US LLC                                                               | CUSIP: 749983AC6<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    480000 | PA      | $477488.70    | 0.17%             | 2035-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRANS-ALLEGHENY INTERSTA                                | Trans-Allegheny Interstate Line Co                                               | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102790.46    | 0.04%             | 2031-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 A PTT                                 | United Airlines 2016-2 Class A Pass Through Trust                                | CUSIP: 90932DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    132487 | PA      | $126777.67    | 0.05%             | 2028-10-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                                 | AEP Transmission Co LLC                                                          | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    180000 | PA      | $134211.46    | 0.05%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    290000 | PA      | $254578.56    | 0.09%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    510000 | PA      | $409424.21    | 0.15%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BAR1<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    400000 | PA      | $346800.00    | 0.12%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                            | GS Mortgage Securities Corp Trust 2023-SHIP                                      | CUSIP: 36270GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99866.21     | 0.04%             | 2038-09-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $20237.57     | 0.01%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ACV7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154998.98    | 0.06%             | 2031-01-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                                        | Coca-Cola Co/The                                                                 | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    440000 | PA      | $424526.90    | 0.15%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                                   | MidAmerican Energy Co                                                            | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     90000 | PA      | $85620.33     | 0.03%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97381.40     | 0.03%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267160.75    | 0.10%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $480212.11    | 0.17%             | N/A             | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                            | CUSIP: 085209AH7<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    220000 | PA      | $153450.00    | 0.05%             | 2050-08-20      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                               | CUSIP: 22534PAC7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    310000 | PA      | $319548.25    | 0.11%             | 2028-07-12      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107170.65    | 0.04%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130637.19    | 0.05%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                                | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $507901.58    | 0.18%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $39167.37     | 0.01%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                                              | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135065.13    | 0.05%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                    | Las Vegas Sands Corp                                                             | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184590.74    | 0.07%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406749.29    | 0.14%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                | Pioneer Natural Resources Co                                                     | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    130000 | PA      | $117952.36    | 0.04%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                 | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89471.05     | 0.03%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    930000 | PA      | $973993.45    | 0.35%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    670000 | PA      | $650818.84    | 0.23%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $161200.00    | 0.06%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| RWE FINANCE US LLC                                      | RWE Finance US LLC                                                               | CUSIP: 749983AE2<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |    390000 | PA      | $381733.43    | 0.14%             | 2055-09-18      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                                   | United Parcel Service Inc                                                        | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    330000 | PA      | $340870.34    | 0.12%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                      | Credit Agricole SA                                                               | CUSIP: 22535WAS6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    840000 | PA      | $839214.19    | 0.30%             | 2033-09-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                                     | Progress Energy Inc                                                              | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $158768.77    | 0.06%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                            | CaixaBank SA                                                                     | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    380000 | PA      | $390574.30    | 0.14%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                         | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    170000 | PA      | $116883.44    | 0.04%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433048.30    | 0.15%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                       | Kinder Morgan Inc                                                                | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     20000 | PA      | $14032.35     | 0.01%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1019726.89   | 0.36%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                    | Monongahela Power Co                                                             | CUSIP: 610202BP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    110000 | PA      | $107554.13    | 0.04%             | 2043-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                          | Ohio Edison Co                                                                   | CUSIP: 677347CJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $92078.62     | 0.03%             | 2029-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                           | Amphenol Corp                                                                    | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    380000 | PA      | $376121.02    | 0.13%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    640000 | PA      | $552301.20    | 0.20%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                  | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366518.73    | 0.13%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PORT AUTH OF NEW YORK & NEW JE                          | Port Authority of New York & New Jersey                                          | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    500000 | PA      | $533198.95    | 0.19%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                  | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $208300.00    | 0.07%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272BK3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143685.03    | 0.05%             | 2028-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | ULTRA U.S. TREASURY BOND                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -34 | NC      | $52003.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                 | Duke Energy Indiana LLC                                                          | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    270000 | PA      | $256687.61    | 0.09%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                                   | Southern California Gas Co                                                       | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308445.98    | 0.11%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| X Corp (f/k/a Twitter Inc)                              | X CORP                                                                           | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    340000 | PA      | $339452.60    | 0.12%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    860000 | PA      | $869811.76    | 0.31%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST I                                  | ILFC E-Capital Trust I                                                           | CUSIP: 44965TAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    520000 | PA      | $437065.56    | 0.16%             | 2065-12-21      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    170000 | PA      | $165505.32    | 0.06%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                             | Point Broadband Funding LLC                                                      | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    320000 | PA      | $322772.22    | 0.12%             | 2055-07-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                   | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180250.40    | 0.06%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                             | Cencora Inc                                                                      | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225744.57    | 0.08%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TRANSMISSION SY                                | American Transmission Systems Inc                                                | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $153297.02    | 0.05%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                     | Delta Air Lines Inc                                                              | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48972.72     | 0.02%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                             | MetLife Inc                                                                      | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     80000 | PA      | $73192.83     | 0.03%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                | KLA Corp                                                                         | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101500.54    | 0.04%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                        | Ventas Realty LP                                                                 | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $110611.44    | 0.04%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                  | BP Capital Markets PLC                                                           | CUSIP: 05565QDX3<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $278582.76    | 0.10%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    460000 | PA      | $400231.78    | 0.14%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                                  | BP Capital Markets PLC                                                           | CUSIP: 05565QDW5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $74584.16     | 0.03%             | N/A             | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CHILE                                       | Chile Government International Bond                                              | CUSIP: 168863DS4<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    400000 | PA      | $309080.00    | 0.11%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOVT OF BERMUDA                                         | Bermuda Government International Bond                                            | CUSIP: 085209AG9<br>LEI: 549300FP5PUZXX9FVJ40 | Long             | DBT              | NUSS              | BM        |    200000 | PA      | $182200.00    | 0.06%             | 2030-08-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                    | Kyndryl Holdings Inc                                                             | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91325.45     | 0.03%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RCG5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97117.06     | 0.03%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                                      | Ingersoll Rand Inc                                                               | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105997.23    | 0.04%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                                           | ArcelorMittal SA                                                                 | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $219322.56    | 0.08%             | 2041-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                         | Gruma SAB de CV                                                                  | CUSIP: 400131AJ7<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |    400000 | PA      | $402298.00    | 0.14%             | 2054-12-09      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Apollo Aviation Securitization                          | AASET 2024-1                                                                     | CUSIP: 00255JAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    265909 | PA      | $273613.16    | 0.10%             | 2049-05-16      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    250000 | PA      | $242135.30    | 0.09%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    190000 | PA      | $167763.81    | 0.06%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                             | CUSIP: 46514BRM1<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    920000 | PA      | $886886.24    | 0.32%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09256BAG2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     40000 | PA      | $37316.07     | 0.01%             | 2044-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                   | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    420000 | PA      | $410227.34    | 0.15%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                                  | American Honda Finance Corp                                                      | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211050.95    | 0.08%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                                | KLA Corp                                                                         | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    180000 | PA      | $163461.14    | 0.06%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                     | PFS Financing Corp                                                               | CUSIP: 69335PFD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100021.08    | 0.04%             | 2028-01-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    190000 | PA      | $194966.39    | 0.07%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                   | Northrop Grumman Corp                                                            | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    350000 | PA      | $327927.61    | 0.12%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                   | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    460000 | PA      | $458319.55    | 0.16%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170162.37    | 0.06%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                                | Wisconsin Public Service Corp                                                    | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    120000 | PA      | $76178.56     | 0.03%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                                    | Ares Management Corp                                                             | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    310000 | PA      | $293845.51    | 0.10%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                  | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207518.76    | 0.07%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                                 | GlaxoSmithKline Capital Inc                                                      | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293075.02    | 0.10%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    790000 | PA      | $966076.27    | 0.34%             | 2053-11-28      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                            | ARES XLIV CLO Ltd                                                                | CUSIP: 04016NBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $702523.99    | 0.25%             | 2034-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    900000 | PA      | $909078.97    | 0.32%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                              | Intuit Inc                                                                       | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247201.06    | 0.09%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                                      | Ameren Illinois Co                                                               | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159409.47    | 0.06%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                                  | Asurion LLC and Asurion Co-Issuer Inc                                            | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $425631.83    | 0.15%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GRUMA SAB DE CV                                         | Gruma SAB de CV                                                                  | CUSIP: 400131AH1<br>LEI: 5493000XJLJ6C4T0PG82 | Long             | DBT              | CORP              | MX        |    200000 | PA      | $206098.01    | 0.07%             | 2034-12-09      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20726.86     | 0.01%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99713.62     | 0.04%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CE0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186545.13    | 0.07%             | 2044-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                                | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52318.71     | 0.02%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                 | America Movil SAB de CV                                                          | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    170000 | PA      | $180956.69    | 0.06%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    490000 | PA      | $493866.71    | 0.18%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                  | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313278.21    | 0.11%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                     | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    370000 | PA      | $348254.67    | 0.12%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VBH2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180784.44    | 0.06%             | 2056-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 225401BJ6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    500000 | PA      | $512674.79    | 0.18%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                   | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398813.53    | 0.14%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                | Columbia Pipelines Holding Co LLC                                                | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $62424.96     | 0.02%             | 2028-08-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| RR DONNELLEY & SONS CO                                  | RR Donnelley & Sons Co                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |    370000 | PA      | $382670.65    | 0.14%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    540000 | PA      | $554165.08    | 0.20%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52037.28     | 0.02%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BAY AREA CA TOLL AUTH TOLL BRI                          | Bay Area Toll Authority                                                          | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    500000 | PA      | $528132.65    | 0.19%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAS4<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    420000 | PA      | $402620.25    | 0.14%             | 2054-09-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    140000 | PA      | $133121.23    | 0.05%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                                | Wisconsin Electric Power Co                                                      | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    160000 | PA      | $147370.54    | 0.05%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40875.98     | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                 | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    740000 | PA      | $742273.07    | 0.26%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     30000 | PA      | $33225.90     | 0.01%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967QJ3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1433521.32   | 0.51%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                      | CUSIP: 71647NBJ7<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $329725.12    | 0.12%             | 2051-06-10      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    220000 | PA      | $190954.02    | 0.07%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                                 | CUSIP: 697660AE8<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |    100000 | PA      | $103665.00    | 0.04%             | 2031-09-10      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA                                | Electricite de France SA                                                         | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $206716.28    | 0.07%             | 2028-05-23      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                          | Amazon.com Inc                                                                   | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    590000 | PA      | $572755.67    | 0.20%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    660000 | PA      | $635904.92    | 0.23%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                         | United States Treasury Note/Bond                                                 | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1370000 | PA      | $1350413.27   | 0.48%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    130000 | PA      | $113673.78    | 0.04%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                                 | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238434.97    | 0.08%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                           | NYC Commercial Mortgage Trust 2025-28L                                           | CUSIP: 67123JAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005120.40   | 0.36%             | 2038-11-05      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| AIA GROUP LTD                                           | AIA Group Ltd                                                                    | CUSIP: 00131LAR6<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | DBT              | CORP              | HK        |    270000 | PA      | $272075.97    | 0.10%             | 2035-03-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                | OBX 2023-NQM7 Trust                                                              | CUSIP: 67117XAA4<br>LEI: 254900K7TTKPUWNMSZ83 | Long             | ABS-MBS          | CORP              | US        |     54018 | PA      | $54537.57     | 0.02%             | 2063-04-25      | Variable      | 6.84%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1B PTT                                  | American Airlines 2025-1 Class B Pass Through Trust                              | CUSIP: 02377PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    230000 | PA      | $231744.25    | 0.08%             | 2034-11-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    210000 | PA      | $197674.18    | 0.07%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    230000 | PA      | $244767.57    | 0.09%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                                | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    480000 | PA      | $486425.47    | 0.17%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51057.50     | 0.02%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                                  | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     80000 | PA      | $76934.99     | 0.03%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIV OF CALIFORNIA REVENUES                             | University of California                                                         | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    165000 | PA      | $137163.30    | 0.05%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     50000 | PA      | $35713.20     | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     60000 | PA      | $65505.68     | 0.02%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                 | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    580000 | PA      | $598443.51    | 0.21%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58534.93     | 0.02%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111332.65    | 0.04%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $55380.07     | 0.02%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                                       | Travelers Cos Inc/The                                                            | CUSIP: 89417EAU3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214638.68    | 0.08%             | 2055-07-24      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    600000 | PA      | $548911.00    | 0.20%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                               | CUSIP: 907818GH5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    290000 | PA      | $289407.03    | 0.10%             | 2054-12-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                | Visa Inc                                                                         | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46370.03     | 0.02%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    130000 | PA      | $147342.07    | 0.05%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    270000 | PA      | $238318.06    | 0.08%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201052.51    | 0.07%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    280000 | PA      | $265300.21    | 0.09%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    810000 | PA      | $778027.98    | 0.28%             | 2055-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                       | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20399.74     | 0.01%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $165601.73    | 0.06%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    100000 | PA      | $101844.35    | 0.04%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    130000 | PA      | $110724.14    | 0.04%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                          | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    220000 | PA      | $228526.45    | 0.08%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US 10YR ULTRA                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |      -256 | NC      | $92932.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    630000 | PA      | $515114.63    | 0.18%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    260000 | PA      | $221531.38    | 0.08%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    850000 | PA      | $858318.47    | 0.31%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                                   | Indonesia Government International Bond                                          | CUSIP: 455780CN4<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    480000 | PA      | $366065.34    | 0.13%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    690000 | PA      | $638313.27    | 0.23%             | 2031-08-08      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                                  | Mondelez International Inc                                                       | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59750.59     | 0.02%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                     | Dominion Energy Inc                                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    450000 | PA      | $434441.44    | 0.15%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                        | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47058.02     | 0.02%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    530000 | PA      | $418354.24    | 0.15%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PAMPA ENERGIA SA                                        | Pampa Energia SA                                                                 | CUSIP: 697660AF5<br>LEI: 254900QNIK0CVURGML24 | Long             | DBT              | CORP              | AR        |     40000 | PA      | $40316.00     | 0.01%             | 2034-12-16      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                            | Stryker Corp                                                                     | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    230000 | PA      | $236266.56    | 0.08%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                                     | Northern Trust Corp                                                              | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199801.78    | 0.07%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XLII LLC                                 | JG Wentworth XLII LLC                                                            | CUSIP: 46590UAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     46118 | PA      | $42217.05     | 0.02%             | 2077-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DAI-ICHI LIFE INSURANCE                                 | Dai-ichi Life Insurance Co Ltd/The                                               | CUSIP: 23381LAA2<br>LEI: 3538001235ACEIORUV72 | Long             | DBT              | CORP              | JP        |    490000 | PA      | $513847.81    | 0.18%             | N/A             | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                             | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    230000 | PA      | $234057.13    | 0.08%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    290000 | PA      | $298126.25    | 0.11%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     90000 | PA      | $98972.35     | 0.04%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    110000 | PA      | $115309.92    | 0.04%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                       | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    480000 | PA      | $448293.90    | 0.16%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                | Virginia Electric and Power Co                                                   | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    440000 | PA      | $426885.95    | 0.15%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                          | BRAVO Residential Funding Trust 2023-NQM5                                        | CUSIP: 10569UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57567 | PA      | $57892.70     | 0.02%             | 2063-06-25      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169193.43    | 0.06%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    110000 | PA      | $116988.80    | 0.04%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                                | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    170000 | PA      | $172029.07    | 0.06%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                | Virginia Electric and Power Co                                                   | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91326.06     | 0.03%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                     | Otis Worldwide Corp                                                              | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197246.13    | 0.07%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $198271.50    | 0.07%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                                     | Kimco Realty OP LLC                                                              | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    280000 | PA      | $248492.14    | 0.09%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                   | Northrop Grumman Corp                                                            | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    410000 | PA      | $387995.53    | 0.14%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                                  | Chubb INA Holdings LLC                                                           | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    140000 | PA      | $85973.66     | 0.03%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132924.66    | 0.05%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221908.83    | 0.08%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    310000 | PA      | $322618.11    | 0.11%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                                  | Massachusetts Institute of Technology                                            | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    370000 | PA      | $380569.43    | 0.14%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                | Ameriprise Financial Inc                                                         | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207807.05    | 0.07%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                      | Athene Holding Ltd                                                               | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    240000 | PA      | $233682.01    | 0.08%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    430000 | PA      | $428477.60    | 0.15%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                                 | United Airlines 2023-1 Class A Pass Through Trust                                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    307880 | PA      | $322712.06    | 0.12%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CAPSTONE COPPER CORP                                    | Capstone Copper Corp                                                             | CUSIP: 14071LAA6<br>LEI: 549300III6KGKKC42W63 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $155790.93    | 0.06%             | 2033-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                              | Eaton Corp                                                                       | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    180000 | PA      | $155928.64    | 0.06%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                 | CRH America Finance Inc                                                          | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295899.92    | 0.11%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                | FirstEnergy Transmission LLC                                                     | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121001.77    | 0.04%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                  | Williams Cos Inc/The                                                             | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71522.81     | 0.03%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO VII                                | KKR Group Finance Co VII LLC                                                     | CUSIP: 48252DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    390000 | PA      | $281802.78    | 0.10%             | 2050-02-25      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                                | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    160000 | PA      | $155535.40    | 0.06%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                   | Time Warner Cable LLC                                                            | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    920000 | PA      | $986291.01    | 0.35%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                    | Lockheed Martin Corp                                                             | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    110000 | PA      | $87312.56     | 0.03%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96648.03     | 0.03%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BON SECOURS MERCY                                       | Bon Secours Mercy Health Inc                                                     | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87837.03     | 0.03%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    770000 | PA      | $802520.54    | 0.29%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    490000 | PA      | $456262.58    | 0.16%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                                  | CenterPoint Energy Resources Corp                                                | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62008.35     | 0.02%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                 | Public Service Co of Colorado                                                    | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    330000 | PA      | $334691.46    | 0.12%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                  | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    180000 | PA      | $160476.26    | 0.06%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFS Financing Corp.                                     | PFS Financing Corp                                                               | CUSIP: 69335PFC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $160032.74    | 0.06%             | 2028-01-15      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1219581.11   | 0.43%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                          | Solventum Corp                                                                   | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    449000 | PA      | $451327.39    | 0.16%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                       | EOG Resources Inc                                                                | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9312.95      | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                    | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    320000 | PA      | $306486.20    | 0.11%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ABN AMRO BANK NV                                        | ABN AMRO Bank NV                                                                 | CUSIP: 00084DBA7<br>LEI: BFXS5XCH7N0Y05NIXW11 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203116.76    | 0.07%             | 2027-09-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                   | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $296069.54    | 0.11%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $571777.89    | 0.20%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                 | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $271941.63    | 0.10%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272CB2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    620000 | PA      | $640630.25    | 0.23%             | 2055-04-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                            | QUALCOMM Inc                                                                     | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    280000 | PA      | $284458.96    | 0.10%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                                          | McCormick & Co Inc/MD                                                            | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167585.25    | 0.06%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    160000 | PA      | $107071.30    | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                            | QatarEnergy                                                                      | CUSIP: 74730DAE3<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    290000 | PA      | $223634.08    | 0.08%             | 2041-07-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                          | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    140000 | PA      | $150413.56    | 0.05%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                 | TALEN ENERGY SUPPLY LLC                                                          | CUSIP: 87422LBA7<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | LON              | CORP              | US        |     90000 | PA      | $90126.90     | 0.03%             | 2032-11-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $321250.36    | 0.11%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                 | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $366372.15    | 0.13%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                                          | Ohio Edison Co                                                                   | CUSIP: 677347CH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $312706.87    | 0.11%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FLUTTER TREASURY DAC                                    | Flutter Treasury DAC                                                             | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $202889.00    | 0.07%             | 2031-06-04      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                    | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    360000 | PA      | $343196.01    | 0.12%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156512.55    | 0.06%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                                     | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29133.51     | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                                 | DCP Midstream Operating LP                                                       | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183969.50    | 0.07%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    140000 | PA      | $142034.48    | 0.05%             | N/A             | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH OF BAHAMAS                                 | Bahamas Government International Bond                                            | CUSIP: 056732AP5<br>LEI: 549300W13SXC7EKNJC20 | Long             | DBT              | NUSS              | BS        |    220000 | PA      | $246030.40    | 0.09%             | 2036-06-24      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AECOM                                                   | AECOM                                                                            | CUSIP: 00766TAE0<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205086.00    | 0.07%             | 2033-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    390000 | PA      | $334109.56    | 0.12%             | 2050-02-01      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                                     | CommonSpirit Health                                                              | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    220000 | PA      | $190885.40    | 0.07%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                  | Commonwealth Edison Co                                                           | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    290000 | PA      | $274698.83    | 0.10%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                                   | Rio Tinto Finance USA PLC                                                        | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $350523.47    | 0.12%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    370000 | PA      | $381886.29    | 0.14%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                | Avolon Holdings Funding Ltd                                                      | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    890000 | PA      | $882103.21    | 0.31%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $117619.24    | 0.04%             | 2042-04-22      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    120000 | PA      | $80871.85     | 0.03%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAF6<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    170000 | PA      | $147237.17    | 0.05%             | 2062-04-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                           | Amphenol Corp                                                                    | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    320000 | PA      | $305923.45    | 0.11%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| QATAR ENERGY                                            | QatarEnergy                                                                      | CUSIP: 74730DAD5<br>LEI: 254900QTESJKJ3P87J26 | Long             | DBT              | CORP              | QA        |    200000 | PA      | $140221.00    | 0.05%             | 2051-07-12      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REMIC FUNDING TRUST 98-1                                | Redwood Funding Trust 2025-3                                                     | CUSIP: 75806GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    279844 | PA      | $282575.45    | 0.10%             | 2056-12-27      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                               | Kroger Co/The                                                                    | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    380000 | PA      | $362787.46    | 0.13%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105882.71    | 0.04%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                                           | ZF North America Capital Inc                                                     | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    330000 | PA      | $322964.50    | 0.12%             | 2032-04-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                | Burlington Northern Santa Fe LLC                                                 | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $127729.18    | 0.05%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                               | PG&E Corp                                                                        | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104209.60    | 0.04%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    290000 | PA      | $308764.63    | 0.11%             | 2035-04-25      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $807291.65    | 0.29%             | 2041-04-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                             | City of New York NY                                                              | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     50000 | PA      | $46853.58     | 0.02%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| HORIZON MUTUAL HOLDINGS                                 | Horizon Mutual Holdings Inc                                                      | CUSIP: 43990FAA6<br>LEI: 254900R6BWV4LUXBN549 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241939.52    | 0.09%             | 2034-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                              | PacifiCorp                                                                       | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    390000 | PA      | $395790.91    | 0.14%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260616.06    | 0.09%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                     | Intesa Sanpaolo SpA                                                              | CUSIP: 46115HBN6<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    360000 | PA      | $297129.38    | 0.11%             | 2049-09-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167963.69    | 0.06%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                     | Alliant Energy Corp                                                              | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249905.75    | 0.09%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                                     | United Airlines Inc                                                              | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328801.31    | 0.12%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    940000 | PA      | $945365.77    | 0.34%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| NEW YORK NY                                             | City of New York NY                                                              | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |    100000 | PA      | $94200.32     | 0.03%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US 10YR NOTE (CBT)                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       -10 | NC      | $-1423.55     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    460000 | PA      | $404658.72    | 0.14%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                             | Citibank NA                                                                      | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423242.24    | 0.15%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    330000 | PA      | $338230.72    | 0.12%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     60000 | PA      | $48726.49     | 0.02%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    190000 | PA      | $165863.46    | 0.06%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    380000 | PA      | $379638.10    | 0.14%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211748.78    | 0.08%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BBVA MEX BANCA GRUPO TX                                 | BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX     | CUSIP: 07336UAC7<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |    290000 | PA      | $297438.50    | 0.11%             | 2029-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus                          | BRAVO Residential Funding Trust 2023-NQM5                                        | CUSIP: 10569UAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57662 | PA      | $57978.64     | 0.02%             | 2063-06-25      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                 | Duke Energy Florida LLC                                                          | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    160000 | PA      | $172837.72    | 0.06%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                 | Columbia Pipelines Operating Co LLC                                              | CUSIP: 19828TAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $74894.52     | 0.03%             | 2053-11-15      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                                | American Airlines Inc/AAdvantage Loyalty IP Ltd                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     23333 | PA      | $23378.63     | 0.01%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FIVE POINT OPERATING CO                                 | Five Point Operating Co LP                                                       | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $125550.60    | 0.04%             | 2030-10-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    270000 | PA      | $280860.91    | 0.10%             | 2036-05-09      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                | Vistra Operations Co LLC                                                         | CUSIP: 92840VAU6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41315.28     | 0.01%             | 2034-12-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    270000 | PA      | $259645.71    | 0.09%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | Royal Bank of Canada                                                             | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $62582.96     | 0.02%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $187357.77    | 0.07%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1246117.63   | 0.44%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $526054.90    | 0.19%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50835.46     | 0.02%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                                              | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45359.79     | 0.02%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                     | Charles Schwab Corp/The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $317711.37    | 0.11%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                          | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44021.29     | 0.02%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    240000 | PA      | $264047.76    | 0.09%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244771.70    | 0.09%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                                | Meiji Yasuda Life Insurance Co                                                   | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    770000 | PA      | $799287.72    | 0.28%             | 2055-06-11      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    330000 | PA      | $231340.61    | 0.08%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1072855.27   | 0.38%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    180000 | PA      | $158784.81    | 0.06%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                         | DTE Electric Co                                                                  | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $205952.94    | 0.07%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                   | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233262.21    | 0.08%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                | Mars Inc                                                                         | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    310000 | PA      | $319645.22    | 0.11%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                              | Nuveen LLC                                                                       | CUSIP: 67080LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104252.22    | 0.04%             | 2030-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                       | Lam Research Corp                                                                | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100236.49    | 0.04%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    430000 | PA      | $440620.27    | 0.16%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                 | Morgan Stanley Private Bank NA                                                   | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283892.89    | 0.10%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    240000 | PA      | $245887.48    | 0.09%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    170000 | PA      | $180395.40    | 0.06%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $993989.26    | 0.35%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                                    | AGNC Investment Corp                                                             | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |      4100 | NS      | $100614.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    560000 | PA      | $481207.99    | 0.17%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    380000 | PA      | $321618.76    | 0.11%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                   | Norfolk Southern Corp                                                            | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    210000 | PA      | $221662.32    | 0.08%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316408.07    | 0.11%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                       | EOG Resources Inc                                                                | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80703.85     | 0.03%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                | Teachers Insurance & Annuity Association of America                              | CUSIP: 878091BG1<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    810000 | PA      | $556889.52    | 0.20%             | 2050-05-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132814.42    | 0.05%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $442790.62    | 0.16%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $192201.91    | 0.07%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30702.97     | 0.01%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                                    | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $304720.62    | 0.11%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                        | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524175.56    | 0.19%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCH5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    390000 | PA      | $330284.56    | 0.12%             | 2052-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ANTOFAGASTA PLC                                         | Antofagasta PLC                                                                  | CUSIP: 03718NAD8<br>LEI: 213800MY6QVH4FVLD628 | Long             | DBT              | CORP              | GB        |    310000 | PA      | $319532.50    | 0.11%             | 2035-09-09      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNIV OF MINNESOTA MN                                    | University of Minnesota                                                          | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $80627.20     | 0.03%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                       | Lam Research Corp                                                                | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31420.63     | 0.01%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    430000 | PA      | $421454.18    | 0.15%             | 2030-02-01      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102264.15    | 0.04%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $226209.22    | 0.08%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                                | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    290000 | PA      | $266106.52    | 0.09%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GRANITE RIDGE RESOURCES                                 | Granite Ridge Resources Inc                                                      | CUSIP: 387432AA5<br>LEI: 254900CAHJQKOQ1YZC67 | Long             | DBT              | CORP              | US        |    900000 | PA      | $867937.50    | 0.31%             | 2029-11-05      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                                | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $438370.77    | 0.16%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                            | UBS Group AG                                                                     | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    450000 | PA      | $527997.15    | 0.19%             | N/A             | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                                 | Transcontinental Gas Pipe Line Co LLC                                            | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $247137.13    | 0.09%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                                  | Cadence Design Systems Inc                                                       | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291551.43    | 0.10%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $666083.13    | 0.24%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    720000 | PA      | $499657.44    | 0.18%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                    | Waste Management Inc                                                             | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194979.95    | 0.07%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                               | Amgen Inc                                                                        | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390598.94    | 0.14%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    420000 | PA      | $336415.04    | 0.12%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                   | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    170000 | PA      | $158974.03    | 0.06%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CI FINANCIAL CORP                                       | CI Financial Corp                                                                | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1117414.68   | 0.40%             | 2029-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    150000 | PA      | $115064.31    | 0.04%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    390000 | PA      | $332502.25    | 0.12%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91087BAB6<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $151300.00    | 0.05%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC FIN CO                                  | Global Atlantic Fin Co                                                           | CUSIP: 37959GAH0<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |    880000 | PA      | $884542.83    | 0.32%             | 2056-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                                 | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123780.92    | 0.04%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                   | Nippon Life Insurance Co                                                         | CUSIP: 654579AM3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    410000 | PA      | $434809.08    | 0.15%             | 2053-09-13      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                | Berkshire Hathaway Energy Co                                                     | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    430000 | PA      | $466740.22    | 0.17%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    810000 | PA      | $785576.25    | 0.28%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                       | Kinder Morgan Inc                                                                | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    420000 | PA      | $378242.30    | 0.13%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                   | Washington University/The                                                        | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    180000 | PA      | $136839.77    | 0.05%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                          | Solventum Corp                                                                   | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44544.17     | 0.02%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| THE 2023-MIC Trust                                      | 2023-MIC Trust/THE                                                               | CUSIP: 87256GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    430000 | PA      | $465762.63    | 0.17%             | 2038-12-05      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                                 | California Institute of Technology                                               | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    370000 | PA      | $295717.57    | 0.11%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39750.70     | 0.01%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    960000 | PA      | $932759.27    | 0.33%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                         | Cigna Group/The                                                                  | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58226.61     | 0.02%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                   | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135382.38    | 0.05%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55701.10     | 0.02%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                          | Home Depot Inc/The                                                               | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    130000 | PA      | $91081.70     | 0.03%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    490000 | PA      | $513779.69    | 0.18%             | 2036-04-23      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                 | Manulife Financial Corp                                                          | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   1090000 | PA      | $1087739.98   | 0.39%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| L'OREAL SA                                              | L'Oreal SA                                                                       | CUSIP: 502117AA2<br>LEI: 529900JI1GG6F7RKVI53 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $265901.47    | 0.09%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                             | Rollins Inc                                                                      | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102077.31    | 0.04%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $83593.60     | 0.03%             | 2054-12-10      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    330000 | PA      | $320795.01    | 0.11%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105047.95    | 0.04%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAE3<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $208659.16    | 0.07%             | 2042-08-23      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                          | Solventum Corp                                                                   | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114885.00    | 0.04%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                        | BAT Capital Corp                                                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $139246.74    | 0.05%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $777859.32    | 0.28%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207706.71    | 0.07%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                               | Aetna Inc                                                                        | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86097.63     | 0.03%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                       | Ares Capital Corp                                                                | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433053.58    | 0.15%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1590000 | PA      | $1059531.78   | 0.38%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                                | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    140000 | PA      | $143702.06    | 0.05%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1852117.55   | 0.66%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    190000 | PA      | $199442.64    | 0.07%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BOARD OF TRADE OF THE CITY OF CHICAGO, INC.             | US 2YR NOTE (CBT)                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |       220 | NC      | $23162.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119761.32    | 0.04%             | 2049-01-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                 | MPLX LP                                                                          | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150994.51    | 0.05%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52102.91     | 0.02%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    190000 | PA      | $156750.86    | 0.06%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                                | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181864.46    | 0.06%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                               | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1400000 | PA      | $1401831.77   | 0.50%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                  | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111556.62    | 0.04%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                 | CarMax Auto Owner Trust 2024-1                                                   | CUSIP: 14318WAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     40000 | PA      | $40837.01     | 0.01%             | 2030-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                | Constellation Energy Generation LLC                                              | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     90000 | PA      | $97616.69     | 0.03%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SOFTBANK CORP                                           | SoftBank Corp                                                                    | CUSIP: 83405KAA0<br>LEI: 353800M1YCTS9JRBJ535 | Long             | DBT              | CORP              | JP        |    320000 | PA      | $321295.52    | 0.11%             | 2030-07-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    560000 | PA      | $556109.69    | 0.20%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    520000 | PA      | $369709.70    | 0.13%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                               | ONEOK Inc                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    270000 | PA      | $280512.61    | 0.10%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                                 | Wisconsin Power and Light Co                                                     | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     80000 | PA      | $58419.02     | 0.02%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Renew Financial                                         | Renew 2024-1                                                                     | CUSIP: 75973VAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315936 | PA      | $316344.17    | 0.11%             | 2059-11-20      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK AUST                                  | Commonwealth Bank of Australia                                                   | CUSIP: 202712BQ7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    260000 | PA      | $200366.82    | 0.07%             | 2041-03-11      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                  | Diamondback Energy Inc                                                           | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111504.93    | 0.04%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YDV8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138430.51    | 0.05%             | 2044-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                    | Glencore Funding LLC                                                             | CUSIP: 378272BV9<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    349000 | PA      | $347475.47    | 0.12%             | 2054-04-04      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                      | Banco Santander SA                                                               | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $483253.31    | 0.17%             | N/A             | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                         | Sands China Ltd                                                                  | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    590000 | PA      | $582682.29    | 0.21%             | 2030-06-18      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                                   | Washington University/The                                                        | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109300.14    | 0.04%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                  | Pacific Gas and Electric Co                                                      | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $422681.68    | 0.15%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $145962.10    | 0.05%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURA                                | Meiji Yasuda Life Insurance Co                                                   | CUSIP: 585270AD3<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |    360000 | PA      | $366634.44    | 0.13%             | 2054-09-11      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    210000 | PA      | $168554.08    | 0.06%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                          | Mastercard Inc                                                                   | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48860.48     | 0.02%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                                   | Amrize Finance US LLC                                                            | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92861.46     | 0.03%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    410000 | PA      | $423304.99    | 0.15%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH                           | American Municipal Power Inc                                                     | CUSIP: 02765UEQ3<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    135000 | PA      | $139569.03    | 0.05%             | 2050-02-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                | Engie SA                                                                         | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $206783.94    | 0.07%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                | Constellation Energy Generation LLC                                              | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    110000 | PA      | $120015.65    | 0.04%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                              | AbbVie Inc                                                                       | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    370000 | PA      | $360025.89    | 0.13%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                          | Lowe's Cos Inc                                                                   | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    170000 | PA      | $151096.03    | 0.05%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MIDCAP FINANCIAL ISSR TR                                | MIDCAP FINANCIAL ISSR TR                                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $560000.00    | 0.20%             | 2056-01-12      | Floating      | 7.84%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                               | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60826.65     | 0.02%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                                   | Becton Dickinson & Co                                                            | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156836.81    | 0.06%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| VINCI SA                                                | Vinci SA                                                                         | CUSIP: 927320AA9<br>LEI: 213800WFQ334R8UXUG83 | Long             | DBT              | CORP              | FR        |    510000 | PA      | $503237.79    | 0.18%             | 2029-04-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1527259.95   | 0.54%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668131AA3<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    420000 | PA      | $447175.74    | 0.16%             | 2040-03-30      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                            | DNB Bank ASA                                                                     | CUSIP: 25601B2E4<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |    730000 | PA      | $727398.88    | 0.26%             | 2031-11-04      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                       | General Motors Co                                                                | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233463.05    | 0.08%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    910000 | PA      | $532567.74    | 0.19%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                       | L3Harris Technologies Inc                                                        | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166703.03    | 0.06%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    220000 | PA      | $224155.49    | 0.08%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAD7<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    200000 | PA      | $187474.30    | 0.07%             | 2031-06-23      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                             | Hexcel Corp                                                                      | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    240000 | PA      | $251744.90    | 0.09%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                   | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $66188.53     | 0.02%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COMERICA INC                                            | Comerica Inc                                                                     | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    220000 | PA      | $229546.78    | 0.08%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE                                   | Nippon Life Insurance Co                                                         | CUSIP: 654579AP6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    390000 | PA      | $420191.46    | 0.15%             | 2055-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                | Anheuser-Busch InBev Worldwide Inc                                               | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    660000 | PA      | $675444.90    | 0.24%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    530000 | PA      | $509181.40    | 0.18%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    290000 | PA      | $275213.16    | 0.10%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| BANK GOSPODARSTWA KRAJOW                                | Bank Gospodarstwa Krajowego                                                      | CUSIP: 06237MAD5<br>LEI: 259400BCOV9JJIGLYF05 | Long             | DBT              | NUSS              | PL        |    340000 | PA      | $353861.70    | 0.13%             | 2054-07-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                               | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20000.65     | 0.01%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113063.83    | 0.04%             | N/A             | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                            | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420818.76    | 0.15%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Asplundh Tree Expert LLC                                | Asplundh Tree Expert LLC                                                         | CUSIP: 04538FAD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170233 | PA      | $171063.27    | 0.06%             | 2027-09-07      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                   | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    220000 | PA      | $206218.04    | 0.07%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    230000 | PA      | $222828.87    | 0.08%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAE5<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    460000 | PA      | $381225.00    | 0.14%             | 2051-06-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                           | UBS AG/London                                                                    | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    490000 | PA      | $427730.61    | 0.15%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                                 | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $157648.47    | 0.06%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BU5<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     80000 | PA      | $82809.09     | 0.03%             | 2032-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OFFICE CHERIFIEN DES PHO                                | OCP SA                                                                           | CUSIP: 67091TAG0<br>LEI: 213800D26TAPVTCVWG40 | Long             | DBT              | CORP              | MA        |    520000 | PA      | $576830.80    | 0.21%             | 2054-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                             | Netflix Inc                                                                      | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    230000 | PA      | $235623.27    | 0.08%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    680000 | PA      | $692396.40    | 0.25%             | 2032-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216023.95    | 0.08%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    880000 | PA      | $989012.97    | 0.35%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                              | Humana Inc                                                                       | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    360000 | PA      | $378338.71    | 0.13%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                                | Apollo Global Management Inc                                                     | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89306.83     | 0.03%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ATLAS WAREHOUSE LEND                                    | Atlas Warehouse Lending Co LP                                                    | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    340000 | PA      | $358151.58    | 0.13%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    390000 | PA      | $426898.81    | 0.15%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                            | CUSIP: 350930AK9<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $316901.63    | 0.11%             | 2039-01-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $613155.91    | 0.22%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                          | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    460000 | PA      | $491225.28    | 0.18%             | 2036-01-14      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                 | Procter & Gamble Co/The                                                          | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    890000 | PA      | $885233.75    | 0.32%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Jimmy John's Funding, LLC                               | Jimmy Johns Funding LLC                                                          | CUSIP: 47760QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    308800 | PA      | $306269.17    | 0.11%             | 2052-04-30      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    740000 | PA      | $725831.04    | 0.26%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280AH2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $373908.31    | 0.13%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| J.G. Wentworth XXXIX LLC                                | J.G. Wentworth XXXIX LLC                                                         | CUSIP: 46620VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118278 | PA      | $107816.12    | 0.04%             | 2074-09-17      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BV3<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    210000 | PA      | $215847.59    | 0.08%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                     | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $166885.52    | 0.06%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                | PM General Purchaser LLC                                                         | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $242200.00    | 0.09%             | 2028-10-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AES ANDES SA                                            | AES Andes SA                                                                     | CUSIP: 00111VAD9<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |    340000 | PA      | $354748.52    | 0.13%             | 2032-03-14      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAK6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108508.32    | 0.04%             | 2033-04-22      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                 | BPCE SA                                                                          | CUSIP: 05571ABB0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    460000 | PA      | $492566.45    | 0.18%             | 2046-01-14      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                       | TSMC Arizona Corp                                                                | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182396.37    | 0.07%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                   | Dominion Energy South Carolina Inc                                               | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    130000 | PA      | $140557.70    | 0.05%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                                 | Procter & Gamble Co/The                                                          | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1283710.74   | 0.46%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                   | Wells Fargo & Co                                                                 | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    710000 | PA      | $639470.58    | 0.23%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                 | Royal Caribbean Cruises Ltd                                                      | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     50000 | PA      | $51132.20     | 0.02%             | 2031-09-30      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                                             | Ivory Coast Government International Bond                                        | CUSIP: 221625AU0<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |    200000 | PA      | $217873.94    | 0.08%             | 2037-01-30      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    270000 | PA      | $297326.94    | 0.11%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    490000 | PA      | $517561.43    | 0.18%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234837.77    | 0.08%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                                | Republic of South Africa Government International Bond                           | CUSIP: 836205BH6<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    490000 | PA      | $484065.12    | 0.17%             | 2037-12-11      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                              | Allianz SE                                                                       | CUSIP: 018820AC4<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    400000 | PA      | $431079.60    | 0.15%             | 2053-09-06      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                         | Danske Bank A/S                                                                  | CUSIP: 23636ABC4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    280000 | PA      | $280651.19    | 0.10%             | 2028-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                                   | Dominion Energy South Carolina Inc                                               | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    170000 | PA      | $176153.78    | 0.06%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                   | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202308.03    | 0.07%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                             | Prologis LP                                                                      | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    120000 | PA      | $64703.31     | 0.02%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Commercial Real E                          | Arbor Realty Commercial Real Estate Notes 2025-FL1 LLC                           | CUSIP: 03881KAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    230000 | PA      | $230021.05    | 0.08%             | 2043-01-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112689.91    | 0.04%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CHICAGO IL TRANSIT AUTH SALES                           | Chicago Transit Authority Sales Tax Receipts Fund                                | CUSIP: 16772PAQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    193237 | PA      | $204657.57    | 0.07%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                                   | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235455.64    | 0.08%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                                           | J M Smucker Co/The                                                               | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214830.36    | 0.08%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                       | TSMC Arizona Corp                                                                | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    310000 | PA      | $249975.12    | 0.09%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PETROBRAS GLOBAL FINANCE                                | Petrobras Global Finance BV                                                      | CUSIP: 71647NAS8<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |     70000 | PA      | $72382.27     | 0.03%             | 2027-01-17      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $220255.60    | 0.08%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    390000 | PA      | $353660.86    | 0.13%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                          | NRG Energy Inc                                                                   | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    380000 | PA      | $367554.70    | 0.13%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FREEPORT MINERALS CORP                                  | Freeport Minerals Corp                                                           | CUSIP: 717265AL6<br>LEI: G4008SUSNH0WBKRVG414 | Long             | DBT              | CORP              | US        |     40000 | PA      | $48580.55     | 0.02%             | 2031-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                                | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAQ4<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $415115.69    | 0.15%             | 2029-03-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    580000 | PA      | $372015.67    | 0.13%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    130000 | PA      | $118102.03    | 0.04%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    700000 | PA      | $692399.48    | 0.25%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                            | Synopsys Inc                                                                     | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111547.78    | 0.04%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                                | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     70000 | PA      | $69798.32     | 0.02%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                           | Boeing Co/The                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $102643.07    | 0.04%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10260.07     | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                         | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    170000 | PA      | $162910.94    | 0.06%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FRONTIER CALIFORNIA INC                                 | Frontier California Inc                                                          | CUSIP: 362311AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    426000 | PA      | $436015.26    | 0.16%             | 2027-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN MUNI PWR-OHIO INC OH                           | American Municipal Power Inc                                                     | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    100000 | PA      | $125878.67    | 0.04%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                       | TSMC Arizona Corp                                                                | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151267.04    | 0.05%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83798.11     | 0.03%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                   | Foundry JV Holdco LLC                                                            | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    520000 | PA      | $537090.02    | 0.19%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                    | Lockheed Martin Corp                                                             | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    260000 | PA      | $262787.30    | 0.09%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                  | ConocoPhillips Co                                                                | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154370.74    | 0.06%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                                 | Walt Disney Co/The                                                               | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    110000 | PA      | $125739.53    | 0.04%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                          | Romark CLO V Ltd                                                                 | CUSIP: 77588PAQ5<br>LEI: 549300NIP2J0NPQTYT18 | Long             | ABS-CBDO         | CORP              | KY        |    670000 | PA      | $671675.00    | 0.24%             | 2035-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                | Northwestern Mutual Life Insurance Co/The                                        | CUSIP: 668138AF7<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    320000 | PA      | $339924.35    | 0.12%             | 2055-05-29      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINA                                | Blackstone Holdings Finance Co LLC                                               | CUSIP: 09261BAH3<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67280.56     | 0.02%             | 2052-01-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GREENSAIF PIPELINES BIDC                                | Greensaif Pipelines Bidco Sarl                                                   | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $209456.60    | 0.07%             | 2036-02-23      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC/THE                                   | Carlyle Group Inc/The                                                            | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    430000 | PA      | $424137.29    | 0.15%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    450000 | PA      | $373023.29    | 0.13%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                       | Brown & Brown Inc                                                                | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    390000 | PA      | $406055.57    | 0.14%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                | RTX Corp                                                                         | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    280000 | PA      | $270501.50    | 0.10%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                                   | Oglethorpe Power Corp                                                            | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278244.70    | 0.10%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                | Duke Energy Progress LLC                                                         | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    290000 | PA      | $278365.32    | 0.10%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                                          | Eli Lilly & Co                                                                   | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60201.46     | 0.02%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                   | Southwest Airlines Co                                                            | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    340000 | PA      | $332683.64    | 0.12%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALLIANZ SE                                              | Allianz SE                                                                       | CUSIP: 018820AE0<br>LEI: 529900K9B0N5BT694847 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $208426.40    | 0.07%             | N/A             | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92677.84     | 0.03%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    320000 | PA      | $366152.57    | 0.13%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                      | Union Pacific Corp                                                               | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    730000 | PA      | $428805.31    | 0.15%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                            | Autodesk Inc                                                                     | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82236.94     | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                     | CRH SMW Finance DAC                                                              | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    280000 | PA      | $288781.74    | 0.10%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                | Enterprise Products Operating LLC                                                | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    390000 | PA      | $356294.55    | 0.13%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                 | Entergy Mississippi LLC                                                          | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152758.22    | 0.05%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $206434.20    | 0.07%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                | Devon Energy Corp                                                                | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129482.75    | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                             | Southern Co/The                                                                  | CUSIP: 842587DF1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     42000 | PA      | $42135.05     | 0.02%             | 2051-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                                   | Aon North America Inc                                                            | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $328570.59    | 0.12%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                | Duke Energy Progress LLC                                                         | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164952.82    | 0.06%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $138508.37    | 0.05%             | N/A             | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993102.99    | 0.35%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                   | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $189770.63    | 0.07%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    220000 | PA      | $186178.11    | 0.07%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                                         | Caterpillar Inc                                                                  | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324215.58    | 0.12%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                 | Sierra Pacific Power Co                                                          | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220368.06    | 0.08%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                  | Morgan Stanley Bank NA                                                           | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255134.66    | 0.09%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    120000 | PA      | $126222.93    | 0.04%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                                     | General Electric Co                                                              | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233631.92    | 0.08%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| STATE OF ISRAEL                                         | Israel Government International Bond                                             | CUSIP: 46513JB42<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    200000 | PA      | $147097.73    | 0.05%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                 | Bristol-Myers Squibb Co                                                          | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    560000 | PA      | $331749.06    | 0.12%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    230000 | PA      | $245551.03    | 0.09%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                      | Analog Devices Inc                                                               | CUSIP: 032654BC8<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $433502.48    | 0.15%             | 2054-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                | Alexandria Real Estate Equities Inc                                              | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    320000 | PA      | $195922.20    | 0.07%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    680000 | PA      | $722885.22    | 0.26%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    710000 | PA      | $705277.19    | 0.25%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                  | Anglo American Capital PLC                                                       | CUSIP: 034863AU4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201269.44    | 0.07%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN NATURAL GAS                                    | Southern Natural Gas Co LLC                                                      | CUSIP: 84346LAA8<br>LEI: 254900KDLS1X42SY7037 | Long             | DBT              | CORP              | US        |    140000 | PA      | $123506.51    | 0.04%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $271907.74    | 0.10%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     60000 | PA      | $64049.14     | 0.02%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                    | Lockheed Martin Corp                                                             | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    320000 | PA      | $252735.67    | 0.09%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                   | Mexico Government International Bond                                             | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   1030000 | PA      | $851295.00    | 0.30%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                 | Hyundai Capital America                                                          | CUSIP: 44891ADD6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258811.38    | 0.09%             | 2031-06-24      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                                 | Jersey Central Power & Light Co                                                  | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60711.44     | 0.02%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RDG4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53474.03     | 0.02%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RELIANCE STAND LIFE II                                  | Reliance Standard Life Global Funding II                                         | CUSIP: 75951AAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $304105.74    | 0.11%             | 2026-09-28      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                                 | Teva Pharmaceutical Finance Netherlands III BV                                   | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202422.26    | 0.07%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    590000 | PA      | $613523.98    | 0.22%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                               | Aetna Inc                                                                        | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     90000 | PA      | $67484.11     | 0.02%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $494500.07    | 0.18%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| MONONGAHELA POWER CO                                    | Monongahela Power Co                                                             | CUSIP: 609935AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    270000 | PA      | $285546.84    | 0.10%             | 2034-02-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 A PTT                                 | United Airlines 2024-1 Class A Pass Through Trust                                | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415174 | PA      | $426693.61    | 0.15%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                         | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325381.32    | 0.12%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    250000 | PA      | $168955.67    | 0.06%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                   | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94893.79     | 0.03%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                   | Truist Financial Corp                                                            | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395890.84    | 0.14%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    210000 | PA      | $187878.86    | 0.07%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                | Rogers Communications Inc                                                        | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $222133.86    | 0.08%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                   | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $663192.09    | 0.24%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                                 | Raymond James Financial Inc                                                      | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1087317.32   | 0.39%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                  | ConocoPhillips Co                                                                | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57792.50     | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                          | Air Lease Corp                                                                   | CUSIP: 00912XBQ6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    270000 | PA      | $257727.07    | 0.09%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    210000 | PA      | $269447.61    | 0.10%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                                   | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99454.93     | 0.04%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                     | Southern California Edison Co                                                    | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90743.15     | 0.03%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517415.56    | 0.18%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                    | Freeport-McMoRan Inc                                                             | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72233.02     | 0.03%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                         | Cigna Group/The                                                                  | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    340000 | PA      | $325790.02    | 0.12%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                    | Bank of America Corp                                                             | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    990000 | PA      | $632101.98    | 0.23%             | 2051-10-24      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68849.69     | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CSL FINANCE PLC                                         | CSL Finance PLC                                                                  | CUSIP: 12661PAD1<br>LEI: 2549007CCNBNAF4HBC02 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $136048.06    | 0.05%             | 2042-04-27      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    770000 | PA      | $791413.18    | 0.28%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                         | CVS Health Corp                                                                  | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $186075.51    | 0.07%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                        | FirstEnergy Corp                                                                 | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    630000 | PA      | $555202.36    | 0.20%             | 2047-07-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND                                  | Cleveland Clinic Foundation/The                                                  | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84693.15     | 0.03%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                        | Altria Group Inc                                                                 | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    320000 | PA      | $267649.50    | 0.10%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                  | ConocoPhillips Co                                                                | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    160000 | PA      | $154280.45    | 0.05%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                  | UnitedHealth Group Inc                                                           | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173370.22    | 0.06%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                                     | Georgia-Pacific LLC                                                              | CUSIP: 37331NAT8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72068.38     | 0.03%             | 2032-06-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Driven Brands Funding, LLC                              | Driven Brands Funding LLC                                                        | CUSIP: 26209XAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    631905 | PA      | $613007.48    | 0.22%             | 2051-01-20      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| CHIMERA INVESTMENT CORP                                 | Chimera Investment Corp                                                          | CUSIP: 16934Q505<br>LEI: 2JBBQFJOL123LOUBE657 | Long             | EP               | CORP              | US        |      2136 | NS      | $45560.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                        | LPL Holdings Inc                                                                 | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    190000 | PA      | $195688.56    | 0.07%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                        | Alabama Power Co                                                                 | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153633.82    | 0.05%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                           | Citigroup Inc                                                                    | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $29667.54     | 0.01%             | 2042-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                  | Teck Resources Ltd                                                               | CUSIP: 878742AW5<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $364180.41    | 0.13%             | 2041-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233852.53    | 0.08%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    830000 | PA      | $832683.36    | 0.30%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                                              | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288878.11    | 0.10%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                   | Quest Diagnostics Inc                                                            | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    290000 | PA      | $293741.55    | 0.10%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                        | Bank of Montreal                                                                 | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $373361.45    | 0.13%             | 2084-11-26      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                         | Cigna Group/The                                                                  | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    380000 | PA      | $339926.06    | 0.12%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                                 | Connecticut Light and Power Co/The                                               | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173376.82    | 0.06%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                | AT&T Inc                                                                         | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165803.04    | 0.06%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                            | Comcast Corp                                                                     | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     90000 | PA      | $48972.80     | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                     | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    445000 | PA      | $446638.46    | 0.16%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                        | Alabama Power Co                                                                 | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    170000 | PA      | $182758.97    | 0.07%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                                   | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $157873.29    | 0.06%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                      | Expand Energy Corp                                                               | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50297.46     | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                                     | JPMorgan Chase & Co                                                              | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    550000 | PA      | $575159.57    | 0.20%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                     | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169056.27    | 0.06%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                      | Meta Platforms Inc                                                               | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164976.87    | 0.06%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                                | Florida Power & Light Co                                                         | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    140000 | PA      | $146724.24    | 0.05%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    330000 | PA      | $246039.02    | 0.09%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                | New York Life Global Funding                                                     | CUSIP: 64952WEZ2<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69801.70     | 0.02%             | 2033-01-28      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                  | Philip Morris International Inc                                                  | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124090.35    | 0.04%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                         | Goodgreen 2023-1                                                                 | CUSIP: 38217DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    189562 | PA      | $189574.03    | 0.07%             | 2061-01-17      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                            | Ecopetrol SA                                                                     | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    130000 | PA      | $133872.79    | 0.05%             | 2036-01-19      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                   | Antero Resources Corp                                                            | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233319.82    | 0.08%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                            | Alphabet Inc                                                                     | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    360000 | PA      | $360229.13    | 0.13%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                                 | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    410000 | PA      | $431054.04    | 0.15%             | 2031-04-30      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                            | Broadcom Inc                                                                     | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365185.49    | 0.13%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                       | HSBC Holdings PLC                                                                | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    330000 | PA      | $336218.95    | 0.12%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                             | Oracle Corp                                                                      | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $83855.99     | 0.03%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                              | Intel Corp                                                                       | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65237.83     | 0.02%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ILFC E-CAPITAL TRUST II                                 | ILFC E-Capital Trust II                                                          | CUSIP: 44965UAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    290000 | PA      | $251171.84    | 0.09%             | 2065-12-21      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES/SKYMILES                                | Delta Air Lines Inc / SkyMiles IP Ltd                                            | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     50000 | PA      | $50311.99     | 0.02%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                        | FirstEnergy Corp                                                                 | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    600000 | PA      | $415596.62    | 0.15%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOLRR Aircraft 2021-1 Limited                           | Lunar 2021-1 Structured Aircraft Portfolio Notes                                 | CUSIP: 83438LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    170269 | PA      | $162632.26    | 0.06%             | 2046-10-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $294249.10    | 0.10%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                     | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    540000 | PA      | $549740.97    | 0.20%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                              | Intuit Inc                                                                       | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62746.76     | 0.02%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                          | Merck & Co Inc                                                                   | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259256.92    | 0.09%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    870000 | PA      | $867557.15    | 0.31%             | 2031-11-04      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                           | TopBuild Corp                                                                    | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182181.87    | 0.06%             | 2034-01-31      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                                   | American Airlines 2015-1 Class A Pass Through Trust                              | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     71113 | PA      | $70241.43     | 0.03%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                      | Athene Holding Ltd                                                               | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    380000 | PA      | $387317.90    | 0.14%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                          | Morgan Stanley                                                                   | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147207.58    | 0.05%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                                      | Athene Holding Ltd                                                               | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    640000 | PA      | $639843.58    | 0.23%             | 2055-06-28      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                            | Hilton Grand Vacations Trust 2023-1                                              | CUSIP: 432917AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35259 | PA      | $36491.38     | 0.01%             | 2038-01-25      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                | Occidental Petroleum Corp                                                        | CUSIP: 674599CY9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $37709.75     | 0.01%             | 2049-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                 | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    420000 | PA      | $419088.87    | 0.15%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| NUVEEN LLC                                              | Nuveen LLC                                                                       | CUSIP: 67080LAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    460000 | PA      | $483994.00    | 0.17%             | 2034-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                  | Verizon Communications Inc                                                       | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177287.72    | 0.06%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                                   | Alibaba Group Holding Ltd                                                        | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $181834.81    | 0.06%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                  | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $200132.49    | 0.07%             | 2028-04-19      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                     | Gilead Sciences Inc                                                              | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136651.96    | 0.05%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                       | L3Harris Technologies Inc                                                        | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99298.61     | 0.04%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                | Lloyds Banking Group PLC                                                         | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $356310.31    | 0.13%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BRITISH AIR 19-1 A PTT                                  | British Airways 2019-1 Class A Pass Through Trust                                | CUSIP: 11043XAB9<br>LEI: 635400GSHSFIWYIDXC76 | Long             | DBT              | CORP              | US        |     11755 | PA      | $11443.75     | 0.00%             | 2029-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                      | Energy Transfer LP                                                               | CUSIP: 29273VAN0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    820000 | PA      | $827075.78    | 0.29%             | N/A             | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                        | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    510000 | PA      | $473604.91    | 0.17%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                 | HCA Inc                                                                          | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $231034.78    | 0.08%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                    | Howmet Aerospace Inc                                                             | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92541.87     | 0.03%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                                    | Howmet Aerospace Inc                                                             | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251199.58    | 0.09%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-21

**Name of Applicant:** Legg Mason Partners Variable Income Trust

**Signature:** Christopher Berarducci

**Name of Signer:** Christopher Berarducci

**Title:** Principal Financial Officer