# EDGAR Filing Document

**Accession Number:** 0001450011
**File Stem:** 0001450011-23-000108
**Filing Date:** 2023-3
**Character Count:** 531817
**Document Hash:** 8611fc13ad75eb47c8f408485136bbf6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001450011-23-000108.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001450011-23-000108

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PIMCO ETF Trust
- **CENTRAL INDEX KEY:** 0001450011
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22250
- **FILM NUMBER:** 23688764

**BUSINESS ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660
- **BUSINESS PHONE:** 949.720.6000

**MAIL ADDRESS:**
- **STREET 1:** 650 NEWPORT CENTER DRIVE
- **CITY:** NEWPORT BEACH
- **STATE:** CA
- **ZIP:** 92660

## Series and Classes Contracts Data

### PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund (Series ID: S000028999)

| Class ID   | Class Name                                                       | Ticker Symbol   |
|:---|:---|:---|
| C000089022 | PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund | CORP            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PIMCO ETF Trust

- **b. Investment Company Act file number:** 811-22250

- **c. CIK number of Registrant:** 0001450011

- **d. LEI of Registrant:** 5493004M9TBGFQUJ6D27

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

  - **Street Address 1:** 650 Newport Center Drive

  - **City:** Newport Beach

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 92660

  - **Telephone number:** (888) 400-4383

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

- **a. Name of Series:** PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund

- **b. EDGAR series identifier (if any):** S000028999

- **c. LEI of Series:** J5TDE69NO4L5L1I0CB54

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $907994256.10

**Total Liabilities:** $7155756.02

**Net Assets:** $900838500.08

**Cash Not Reported:** $2618922.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 31155.487700 | **1-Year:** 44275.586100 | **5-Year:** 198046.255000 | **10-Year:** 278781.818700 | **30-Year:** 35299.639400

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

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 437.589500 | **10-Year:** 8.021000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000089022 | -1.12%               | 4.94%                | -0.42%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4451146.79             | $-4875322.53                               |
| Month 2  | $-154381.74              | $32788799.88                               |
| Month 3  | $-98723.40               | $-8281515.75                               |

**Designated Index Information**

- **Index Name:** ICE BofA US Corporate Bond Index

- **Index Identifier:** C0A04PM

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| BANCO DE CREDITO E INVERSIONES SA/SANTIAGO BRANCH                                | BANC CREDITO INVERSIONES SR UNSECURED 144A 10/27 3.5   | CUSIP: 05890MAA1<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |   1275000 | PA      | $1175804.58   | 0.13%             | 2027-10-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER CHILE SA                                                         | BANCO SANTANDER CHILE SR UNSECURED 144A 01/25 2.7      | CUSIP: 05970FAC5<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | DBT              | CORP              | CL        |    125000 | PA      | $118790.88    | 0.01%             | 2025-01-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO SANTAND | BANCO SANTANDER MEXICO SR UNSECURED 144A 04/25 5.375   | CUSIP: 05969BAD5<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    173000 | PA      | $171564.10    | 0.02%             | 2025-04-17      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA SR UNSECURED 08/25 5.147            | CUSIP: 05964HAR6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    710000 | PA      | $702850.82    | 0.08%             | 2025-08-18      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                               | BANCO SANTANDER SA SR UNSECURED 08/27 5.294            | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    189000 | PA      | $184842.68    | 0.02%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 03/25 VAR            | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1972000 | PA      | $1920579.82   | 0.21%             | 2025-03-15      | Floating      | 3.46%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 03/29 VAR            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92448.92     | 0.01%             | 2029-03-05      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 03/51 VAR            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3046000 | PA      | $2398461.61   | 0.27%             | 2051-03-20      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/24 4              | CUSIP: 06051GFF1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    593000 | PA      | $585815.76    | 0.07%             | 2024-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/26 3.5            | CUSIP: 06051GFX2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1432000 | PA      | $1368363.74   | 0.15%             | 2026-04-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/26 VAR            | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1409930.20   | 0.16%             | 2026-04-02      | Floating      | 3.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)MAR23 XCBT 20230322                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -62 | NC      | $28977.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 04/32 VAR            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     58000 | PA      | $46561.52     | 0.01%             | 2032-04-22      | Floating      | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 07/26 VAR            | CUSIP: 06051GLA5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    952000 | PA      | $941806.92    | 0.10%             | 2026-07-22      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 07/28 VAR            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    460000 | PA      | $450017.84    | 0.05%             | 2028-07-22      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 07/29 VAR            | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1422138.29   | 0.16%             | 2029-07-23      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 07/33 VAR            | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2076111.93   | 0.23%             | 2033-07-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 10/32 VAR            | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4123000 | PA      | $3239366.51   | 0.36%             | 2032-10-20      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 11/28 VAR            | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1230779.48   | 0.14%             | 2028-11-10      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 12/25 VAR            | CUSIP: 06051GKE8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1437131.13   | 0.16%             | 2025-12-06      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                      | BANK OF AMERICA CORP SR UNSECURED 12/28 VAR            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2049000 | PA      | $1858888.33   | 0.21%             | 2028-12-20      | Floating      | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (BNY MELLON)                                        | BANK OF NY MELLON CORP SR UNSECURED 10/28 VAR          | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    777000 | PA      | $804854.42    | 0.09%             | 2028-10-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (BNY MELLON)                                        | BANK OF NY MELLON CORP SR UNSECURED 10/33 VAR          | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    500000 | PA      | $519912.83    | 0.06%             | 2033-10-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW ZEALAND                                                              | BANK OF NEW ZEALAND SR UNSECURED 144A 03/26 1          | CUSIP: 06407EAC9<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    110000 | PA      | $96685.38     | 0.01%             | 2026-03-03      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 01/26 4.375                  | CUSIP: 06738EAN5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   5188000 | PA      | $5026218.86   | 0.56%             | 2026-01-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                     | BARCLAYS PLC SR UNSECURED 11/33 VAR                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     44000 | PA      | $46237.84     | 0.01%             | 2033-11-02      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORPORATION                                                          | BAT CAPITAL CORP COMPANY GUAR 08/24 3.222              | CUSIP: 05526DAZ8<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    618000 | PA      | $595447.43    | 0.07%             | 2024-08-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORPORATION                                                          | BAT CAPITAL CORP COMPANY GUAR 08/47 4.54               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1283000 | PA      | $911361.68    | 0.10%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                         | BAXTER INTERNATIONAL INC SR UNSECURED 12/28 2.272      | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   1491000 | PA      | $1274365.84   | 0.14%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC COMPANY GUAR 144A 06/48 4.875  | CUSIP: 07274NAQ6<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1292077.79   | 0.14%             | 2048-06-25      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/25 4.25   | CUSIP: 07274NAJ2<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   2279000 | PA      | $2210698.01   | 0.25%             | 2025-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                                                          | BAYER US FINANCE II LLC COMPANY GUAR 144A 12/28 4.375  | CUSIP: 07274NAL7<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |    734000 | PA      | $690495.97    | 0.08%             | 2028-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                                     | BECTON DICKINSON AND CO SR UNSECURED 05/30 2.823       | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2530117.28   | 0.28%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON AND COMPANY                                                     | BECTON DICKINSON AND CO SR UNSECURED 08/32 4.298       | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     49000 | PA      | $46013.27     | 0.01%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                | BERKSHIRE HATHAWAY ENERG SR UNSECURED 04/25 4.05       | CUSIP: 084659AT8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    365000 | PA      | $359704.59    | 0.04%             | 2025-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                | BERKSHIRE HATHAWAY ENERG SR UNSECURED 04/36 6.125      | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1541000 | PA      | $1623184.55   | 0.18%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                | BERKSHIRE HATHAWAY ENERG SR UNSECURED 05/31 1.65       | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    865000 | PA      | $671641.44    | 0.07%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERGY COMPANY                                                | BERKSHIRE HATHAWAY ENERG SR UNSECURED 07/30 3.7        | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4567.62      | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                           | BERKSHIRE HATHAWAY FIN COMPANY GUAR 01/40 5.75         | CUSIP: 084664BL4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1210748.43   | 0.13%             | 2040-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                           | BERKSHIRE HATHAWAY FIN COMPANY GUAR 01/49 4.25         | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    304000 | PA      | $272321.75    | 0.03%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                           | BERKSHIRE HATHAWAY FIN COMPANY GUAR 03/52 3.85         | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    916000 | PA      | $734968.37    | 0.08%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                           | BERKSHIRE HATHAWAY FIN COMPANY GUAR 08/48 4.2          | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    562000 | PA      | $497543.94    | 0.06%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FINANCE CORPORATION                                           | BERKSHIRE HATHAWAY FIN COMPANY GUAR 10/50 2.85         | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $933546.90    | 0.10%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                           | BERKSHIRE HATHAWAY INC SR UNSECURED 02/43 4.5          | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |    977000 | PA      | $918254.80    | 0.10%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | BERRY GLOBAL INC SR SECURED 02/24 0.95                 | CUSIP: 08576PAG6<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    306000 | PA      | $290038.05    | 0.03%             | 2024-02-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                 | BERRY GLOBAL INC SR SECURED 144A 07/26 4.875           | CUSIP: 085770AA3<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1081821.77   | 0.12%             | 2026-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BG ENERGY CAPITAL PLC                                                            | BG ENERGY CAPITAL PLC COMPANY GUAR 144A 10/41 5.125    | CUSIP: 05541VAF3<br>LEI: S2M8QDKEE05NZN8JD460 | Long             | DBT              | CORP              | GB        |    110000 | PA      | $103273.88    | 0.01%             | 2041-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BGC PARTNERS INC                                                                 | BGC PARTNERS INC SR UNSECURED 07/23 5.375              | CUSIP: 05541TAK7<br>LEI: TF1LXM1YNB81WKUH5G19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49773.85     | 0.01%             | 2023-07-24      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL INTERNATIONAL (NETHERLANDS) BV                                     | BHARTI AIRTEL INTERNATIO COMPANY GUAR 144A 05/24 5.35  | CUSIP: 08861JAB5<br>LEI: 724500ULW6PWKDAI7I46 | Long             | DBT              | CORP              | NL        |    384000 | PA      | $381962.69    | 0.04%             | 2024-05-20      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BHARTI AIRTEL LIMITED                                                            | BHARTI AIRTEL LTD SR UNSECURED 144A 06/25 4.375        | CUSIP: 08860HAA2<br>LEI: 335800KQ1FPKOQ84OR26 | Long             | DBT              | CORP              | IN        |    212000 | PA      | $206167.11    | 0.02%             | 2025-06-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                          | BLACK HILLS CORP SR UNSECURED 01/27 3.15               | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   2099000 | PA      | $1944597.96   | 0.22%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORPORATION                                                          | BLACK HILLS CORP SR UNSECURED 09/46 4.2                | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76497.79     | 0.01%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                               | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 08/51 2.85  | CUSIP: 09261BAF7<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   2461000 | PA      | $1439011.08   | 0.16%             | 2051-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                               | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 09/49 3.5   | CUSIP: 09256BAM9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    681000 | PA      | $463665.70    | 0.05%             | 2049-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE HOLDINGS FINANCE CO LLC                                               | BLACKSTONE HOLDINGS FINA COMPANY GUAR 144A 09/50 2.8   | CUSIP: 09261BAB6<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     75000 | PA      | $43821.51     | 0.00%             | 2050-09-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                                  | BLACKSTONE SECURED LEND SR UNSECURED 01/26 3.625       | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    128000 | PA      | $117879.20    | 0.01%             | 2026-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                                  | BLACKSTONE SECURED LEND SR UNSECURED 09/26 2.75        | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    278000 | PA      | $244238.79    | 0.03%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL CORP                                                             | BLOCK FINANCIAL LLC COMPANY GUAR 08/30 3.875           | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    826000 | PA      | $724600.90    | 0.08%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | BLUE OWL FINANCE LLC COMPANY GUAR 144A 06/31 3.125     | CUSIP: 09581JAA4<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    390000 | PA      | $290510.55    | 0.03%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                                                             | BLUE OWL FINANCE LLC COMPANY GUAR 144A 10/51 4.125     | CUSIP: 09581JAC0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    662000 | PA      | $391632.64    | 0.04%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 04/25 3.9         | CUSIP: 05565EBK0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9792.62      | 0.00%             | 2025-04-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 04/27 3.3         | CUSIP: 05565EAT2<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46727.95     | 0.01%             | 2027-04-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 04/30 4.15        | CUSIP: 05565EBL8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    248000 | PA      | $236045.21    | 0.03%             | 2030-04-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                                                               | BMW US CAPITAL LLC COMPANY GUAR 144A 04/31 2.55        | CUSIP: 05565EBS3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45555.51     | 0.01%             | 2031-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SR UNSECURED 144A 01/24 3.8                | CUSIP: 05581KAB7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     10000 | PA      | $9829.76      | 0.00%             | 2024-01-10      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SR UNSECURED 144A 01/27 VAR                | CUSIP: 09659W2N3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1191000 | PA      | $1042220.89   | 0.12%             | 2027-01-13      | Floating      | 1.32%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SR UNSECURED 144A 01/28 VAR                | CUSIP: 09659W2T0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1243000 | PA      | $1094930.97   | 0.12%             | 2028-01-20      | Floating      | 2.59%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SR UNSECURED 144A 01/33 VAR                | CUSIP: 09659W2U7<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1186000 | PA      | $939376.73    | 0.10%             | 2033-01-20      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                      | BNP PARIBAS SR UNSECURED 144A 08/28 4.4                | CUSIP: 09659W2F0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2466000 | PA      | $2336128.78   | 0.26%             | 2028-08-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                                                           | BOARDWALK PIPELINES LP COMPANY GUAR 02/31 3.4          | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    172000 | PA      | $144278.32    | 0.02%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOC AVIATION LIMITED (AKA: BOC AVIATION PTE LTD)                                 | BOC AVIATION LTD SR UNSECURED 144A 04/25 3.25          | CUSIP: 09681LAL4<br>LEI: 254900H06V5RMEB3KE72 | Long             | DBT              | CORP              | SG        |     66000 | PA      | $62645.53     | 0.01%             | 2025-04-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/26 2.196                     | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   2053000 | PA      | $1867549.98   | 0.21%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/26 2.75                      | CUSIP: 097023DA0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9278.44      | 0.00%             | 2026-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/30 2.95                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    174000 | PA      | $147746.24    | 0.02%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/31 3.625                     | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1534137.71   | 0.17%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 02/50 3.75                      | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1966000 | PA      | $1358023.11   | 0.15%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 03/29 3.2                       | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    136000 | PA      | $119528.41    | 0.01%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/26 3.1                       | CUSIP: 097023CH6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9421.85      | 0.00%             | 2026-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/27 5.04                      | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9905.63      | 0.00%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/30 5.15                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20539.93     | 0.00%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/40 5.705                     | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    889000 | PA      | $851529.10    | 0.09%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 05/49 3.9                       | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    410000 | PA      | $289604.74    | 0.03%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                    | BOEING CO SR UNSECURED 08/59 3.95                      | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3244000 | PA      | $2192629.53   | 0.24%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOOKING HOLDINGS INC (AKA:  PRICELINE GROUP INC/THE)                             | BOOKING HOLDINGS INC SR UNSECURED 04/30 4.625          | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9682.35      | 0.00%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                    | BOSTON SCIENTIFIC CORP SR UNSECURED 03/39 4.55         | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |   1663000 | PA      | $1499486.26   | 0.17%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                    | BOSTON SCIENTIFIC CORP SR UNSECURED 06/25 1.9          | CUSIP: 101137AZ0<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9343.06      | 0.00%             | 2025-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                    | BOSTON SCIENTIFIC CORP SR UNSECURED 06/30 2.65         | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    193000 | PA      | $165309.69    | 0.02%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BOSTON SCIENTIFIC CORPORATION                                                    | BOSTON SCIENTIFIC CORP SR UNSECURED 11/35 6.75         | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     93000 | PA      | $102461.38    | 0.01%             | 2035-11-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                   | BP CAP MARKETS AMERICA COMPANY GUAR 03/50 3.067        | CUSIP: 10373QBF6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    495000 | PA      | $444955.88    | 0.05%             | 2050-03-30      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS AMERICA INC                                                   | BP CAP MARKETS AMERICA COMPANY GUAR 09/28 3.937        | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    300000 | PA      | $287073.91    | 0.03%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| BRASKEM FINANCE LIMITED                                                          | BRASKEM FINANCE LTD COMPANY GUAR 02/24 6.45            | CUSIP: 10553YAF2<br>LEI: 254900HEUOOGBXNXZM03 | Long             | DBT              | CORP              | KY        |     19000 | PA      | $19075.91     | 0.00%             | 2024-02-03      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                     | BRISTOL MYERS SQUIBB CO SR UNSECURED 02/28 3.9         | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2063000 | PA      | $1990159.29   | 0.22%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                     | BRISTOL MYERS SQUIBB CO SR UNSECURED 02/48 4.55        | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7236.25      | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                     | BRISTOL MYERS SQUIBB CO SR UNSECURED 07/29 3.4         | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463837.54    | 0.05%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                     | BRISTOL MYERS SQUIBB CO SR UNSECURED 11/36 5.875       | CUSIP: 110122AP3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    181000 | PA      | $186997.77    | 0.02%             | 2036-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                                     | BRISTOL MYERS SQUIBB CO SR UNSECURED 11/47 4.35        | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   2197000 | PA      | $1947199.54   | 0.22%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PLC                                                   | BRITISH TELECOMMUNICATIO SR UNSECURED 12/28 5.125      | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |   1381000 | PA      | $1343011.29   | 0.15%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIONS PLC                                                   | BRITISH TELECOMMUNICATIO SR UNSECURED 12/30 9.625      | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     39000 | PA      | $46816.12     | 0.01%             | 2030-12-15      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC COMPANY GUAR 144A 02/28 1.95              | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1298308.19   | 0.14%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC COMPANY GUAR 144A 02/33 2.6               | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $844405.16    | 0.09%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 04/29 4                 | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    612000 | PA      | $557226.68    | 0.06%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 04/32 4.15              | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    273000 | PA      | $240402.81    | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 04/33 3.419             | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    786000 | PA      | $632326.26    | 0.07%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 04/34 3.469             | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $956037.42    | 0.11%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 05/37 4.926             | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    745000 | PA      | $652587.88    | 0.07%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 11/35 3.137             | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    578000 | PA      | $426750.04    | 0.05%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                     | BROADCOM INC SR UNSECURED 144A 11/36 3.187             | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1597000 | PA      | $1152110.06   | 0.13%             | 2036-11-15      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS INC                                               | BROADRIDGE FINANCIAL SOL SR UNSECURED 12/29 2.9        | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    914000 | PA      | $775357.56    | 0.09%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | BROOKFIELD FINANCE INC COMPANY GUAR 01/28 3.9          | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   1627000 | PA      | $1494603.54   | 0.17%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | BROOKFIELD FINANCE INC COMPANY GUAR 02/52 3.625        | CUSIP: 11271LAJ1<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    389000 | PA      | $254264.35    | 0.03%             | 2052-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                           | BROOKFIELD FINANCE INC COMPANY GUAR 03/29 4.85         | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |   2013000 | PA      | $1924206.99   | 0.21%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROOKLYN UNION GAS CO/THE                                                        | BROOKLYN UNION GAS CO SR UNSECURED 144A 03/49 4.487    | CUSIP: 114259AU8<br>LEI: 83BQ1DXS6VA5GZFK8S35 | Long             | DBT              | CORP              | US        |     58000 | PA      | $44574.65     | 0.00%             | 2049-03-04      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN + BROWN INC SR UNSECURED 03/31 2.375             | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    146000 | PA      | $111413.77    | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                                | BROWN + BROWN INC SR UNSECURED 03/52 4.95              | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81643.59     | 0.01%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CAMERON LNG LLC                                                                  | CAMERON LNG LLC SR SECURED 144A 01/39 3.701            | CUSIP: 133434AD2<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    482000 | PA      | $383754.97    | 0.04%             | 2039-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP COMPANY                                                            | CAMPBELL SOUP CO SR UNSECURED 04/30 2.375              | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    517000 | PA      | $431404.27    | 0.05%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                               | CANADIAN NATL RESOURCES SR UNSECURED 02/25 3.9         | CUSIP: 136385AV3<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1625000 | PA      | $1580684.12   | 0.18%             | 2025-02-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LIMITED                                               | CANADIAN NATL RESOURCES SR UNSECURED 06/33 6.45        | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     45000 | PA      | $46124.12     | 0.01%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 03/30 2.05       | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1425000 | PA      | $1170948.19   | 0.13%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY COMPANY                                                 | CANADIAN PACIFIC RAILWAY COMPANY GUAR 12/51 3.1        | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1482000 | PA      | $1003229.57   | 0.11%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORPORATION                                                | CAPITAL ONE FINANCIAL CO SR UNSECURED 07/30 VAR        | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    234000 | PA      | $223356.24    | 0.02%             | 2030-07-26      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                                       | CARRIER GLOBAL CORP SR UNSECURED 02/25 2.242           | CUSIP: 14448CAN4<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1885.46      | 0.00%             | 2025-02-15      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                                       | CARRIER GLOBAL CORP SR UNSECURED 02/30 2.722           | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1145448.50   | 0.13%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                                       | CARRIER GLOBAL CORP SR UNSECURED 02/31 2.7             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8277.62      | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORPORATION                                                       | CARRIER GLOBAL CORP SR UNSECURED 04/50 3.577           | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    621000 | PA      | $445639.47    | 0.05%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INCORPORATED                                                         | CATERPILLAR INC SR UNSECURED 09/35 5.3                 | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30769.68     | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 05/25 4.125           | CUSIP: 12513GBE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     20000 | PA      | $19456.00     | 0.00%             | 2025-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 12/26 2.67            | CUSIP: 12513GBG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     53000 | PA      | $47153.73     | 0.01%             | 2026-12-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW FINANCE CORP                                                       | CDW LLC/CDW FINANCE COMPANY GUAR 12/28 3.276           | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $42901.75     | 0.00%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                                                               | CENOVUS ENERGY INC SR UNSECURED 11/39 6.75             | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    112000 | PA      | $116699.51    | 0.01%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORPORATION                                                              | CENTENE CORP SR UNSECURED 10/30 3                      | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     57000 | PA      | $46854.24     | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                           | CENTERPOINT ENERGY INC SR UNSECURED 06/26 1.45         | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    947000 | PA      | $840895.57    | 0.09%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RESOURCES CORP                                                | CENTERPOINT ENERGY RES SR UNSECURED 10/30 1.75         | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    149000 | PA      | $117824.84    | 0.01%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                                                        | CH ROBINSON WORLDWIDE SR UNSECURED 04/28 4.2           | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47312.43     | 0.01%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP SR UNSECURED 03/28 2               | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8807.05      | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP SR UNSECURED 03/31 1.65            | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2863000 | PA      | $2235544.15   | 0.25%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP SR UNSECURED 03/32 2.9             | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85257.18     | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP SR UNSECURED 05/31 2.3             | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8202.34      | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP/THE                                                          | CHARLES SCHWAB CORP SR UNSECURED 12/31 1.95            | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    164000 | PA      | $128760.00    | 0.01%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 01/29 2.25         | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $177476.81    | 0.02%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 02/32 2.3          | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    560000 | PA      | $413817.74    | 0.05%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 03/50 4.8          | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2820000 | PA      | $2058283.20   | 0.23%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 06/62 3.95         | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1656000 | PA      | $982815.22    | 0.11%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPERATING LLC/CHARTER COMMUNICATIONS OPERATING CAPITAL    | CHARTER COMM OPT LLC/CAP SR SECURED 07/25 4.908        | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4282000 | PA      | $4200932.83   | 0.47%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                             | CHENIERE CORP CHRISTI HD SR SECURED 11/29 3.7          | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    129000 | PA      | $116894.37    | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHINA CINDA FINANCE (2015) I LIMITED                                             | CHINA CINDA FINANCE 2015 COMPANY GUAR 144A 04/25 4.25  | CUSIP: 16891VAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |    271000 | PA      | $261446.53    | 0.03%             | 2025-04-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTERNATIONAL INC                                                  | CHOICE HOTELS INTL INC SR UNSECURED 01/31 3.7          | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42507.70     | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC (AKA: ACE INA HOLDINGS INC)                               | CHUBB INA HOLDINGS INC COMPANY GUAR 09/30 1.375        | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     60000 | PA      | $46713.03     | 0.01%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS INC (AKA: ACE INA HOLDINGS INC)                               | CHUBB INA HOLDINGS INC COMPANY GUAR 11/45 4.35         | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    736000 | PA      | $640721.43    | 0.07%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                | CIGNA CORP COMPANY GUAR 02/26 4.5                      | CUSIP: 125523BZ2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9858.34      | 0.00%             | 2026-02-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                | CIGNA CORP COMPANY GUAR 03/27 3.4                      | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2388000 | PA      | $2243466.04   | 0.25%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA CORPORATION                                                                | CIGNA CORP COMPANY GUAR 11/25 4.125                    | CUSIP: 125523AG5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9781.20      | 0.00%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 01/26 3.7                   | CUSIP: 172967KG5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96305.17     | 0.01%             | 2026-01-12      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 01/28 VAR                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3052000 | PA      | $2856339.58   | 0.32%             | 2028-01-10      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 01/33 VAR                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    168000 | PA      | $136009.93    | 0.02%             | 2033-01-25      | Floating      | 3.06%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 05/26 3.4                   | CUSIP: 172967KN0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $474517.30    | 0.05%             | 2026-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 05/32 VAR                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1187773.19   | 0.13%             | 2032-05-01      | Floating      | 2.56%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 05/33 VAR                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4226906.88   | 0.47%             | 2033-05-24      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 06/31 VAR                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $405498.26    | 0.05%             | 2031-06-03      | Floating      | 2.57%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 07/28 VAR                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9199.64      | 0.00%             | 2028-07-24      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                    | CITIGROUP INC SR UNSECURED 11/33 VAR                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034807.45   | 0.11%             | 2033-11-17      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP INC                                                     | CITIZENS FINANCIAL GROUP SR UNSECURED 04/30 3.25       | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8703.75      | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CLOROX CO                                                                        | CLOROX COMPANY SR UNSECURED 10/27 3.1                  | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |   1191000 | PA      | $1101319.38   | 0.12%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORPORATION                                                           | CMS ENERGY CORP JR SUBORDINA 06/50 VAR                 | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    274000 | PA      | $237683.84    | 0.03%             | 2050-06-01      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAPITAL LLC                                                       | CNH INDUSTRIAL CAP LLC COMPANY GUAR 07/23 1.95         | CUSIP: 12592BAK0<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49157.16     | 0.01%             | 2023-07-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COCA COLA COMPANY                                                                | COCA COLA CO/THE SR UNSECURED 03/30 3.45               | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    168000 | PA      | $156640.68    | 0.02%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COCA COLA COMPANY                                                                | COCA COLA CO/THE SR UNSECURED 09/29 2.125              | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    139000 | PA      | $119152.78    | 0.01%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 07/36 3.2                    | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    469000 | PA      | $381861.55    | 0.04%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 10/25 3.95                   | CUSIP: 20030NCS8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    121000 | PA      | $118625.56    | 0.01%             | 2025-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 11/25 5.25                   | CUSIP: 20030NDZ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101421.12    | 0.01%             | 2025-11-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 11/27 5.35                   | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   2482000 | PA      | $2539251.43   | 0.28%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 11/32 5.5                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1045947.32   | 0.12%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORPORATION                                                              | COMCAST CORP COMPANY GUAR 11/56 2.937                  | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $93448.42     | 0.01%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                   | COMMONWEALTH BANK AUST SUBORDINATED 144A 03/31 2.688   | CUSIP: 202712BN4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   2190000 | PA      | $1692324.49   | 0.19%             | 2031-03-11      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BANK OF AUSTRALIA                                                   | COMMONWEALTH BANK AUST SUBORDINATED 144A 09/39 3.743   | CUSIP: 202712BL8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    626000 | PA      | $459651.32    | 0.05%             | 2039-09-12      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                                      | COMMONWEALTH EDISON CO 1ST MORTGAGE 03/48 4            | CUSIP: 202795JM3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1046000 | PA      | $864702.14    | 0.10%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | CONAGRA BRANDS INC SR UNSECURED 05/24 4.3              | CUSIP: 205887CA8<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   1982000 | PA      | $1955743.30   | 0.22%             | 2024-05-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                               | CONAGRA BRANDS INC SR UNSECURED 11/38 5.3              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18915.53     | 0.00%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                      | CON EDISON CO OF NY INC SR UNSECURED 06/46 3.85        | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1171000 | PA      | $913163.01    | 0.10%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                      | CON EDISON CO OF NY INC SR UNSECURED 06/61 3.6         | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    258000 | PA      | $185218.53    | 0.02%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                      | CON EDISON CO OF NY INC SR UNSECURED 11/52 6.15        | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1238358.81   | 0.14%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                                      | CON EDISON CO OF NY INC SR UNSECURED 12/60 3           | CUSIP: 209111FZ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    395000 | PA      | $247602.53    | 0.03%             | 2060-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC COMPANY GUAR 02/48 4.1        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    181000 | PA      | $145022.20    | 0.02%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC COMPANY GUAR 08/29 3.15       | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   2169000 | PA      | $1905412.84   | 0.21%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC COMPANY GUAR 11/48 5.25       | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1829323.08   | 0.20%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                         | CONSTELLATION BRANDS INC SR UNSECURED 05/30 2.875      | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    627000 | PA      | $535172.01    | 0.06%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION ENERGY GENERATION LLC                                              | CONSTELLATION EN GEN LLC SR UNSECURED 06/42 5.6        | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1192000 | PA      | $1154092.47   | 0.13%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                         | CONSUMERS ENERGY CO 1ST MORTGAGE 08/24 3.125           | CUSIP: 210518CW4<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1217134.11   | 0.14%             | 2024-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                                        | CONTINENTAL RESOURCES COMPANY GUAR 01/28 4.375         | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91789.00     | 0.01%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                                        | CONTINENTAL RESOURCES COMPANY GUAR 04/23 4.5           | CUSIP: 212015AL5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50993.63     | 0.01%             | 2023-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                                        | CONTINENTAL RESOURCES COMPANY GUAR 06/24 3.8           | CUSIP: 212015AN1<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48702.86     | 0.01%             | 2024-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                                        | CONTINENTAL RESOURCES COMPANY GUAR 144A 01/31 5.75     | CUSIP: 212015AT8<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2145498.24   | 0.24%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES INC                                                        | CONTINENTAL RESOURCES COMPANY GUAR 144A 11/26 2.268    | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    960000 | PA      | $833046.44    | 0.09%             | 2026-11-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA (AKA: RABOBANK NEDERLAND)                               | COOPERATIEVE RABOBANK UA SR UNSECURED 144A 12/99 5.8   | CUSIP: 74977RCM4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    927000 | PA      | $900134.75    | 0.10%             | 2099-12-31      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSECURED 144A 04/25 3.5   | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $995028.16    | 0.11%             | 2025-04-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSECURED 144A 04/27 3.65  | CUSIP: 21871XAC3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   1297000 | PA      | $1211002.44   | 0.13%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSECURED 144A 04/29 3.85  | CUSIP: 21871XAE9<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    353000 | PA      | $322244.90    | 0.04%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSECURED 144A 04/32 3.9   | CUSIP: 21871XAG4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    174000 | PA      | $152444.15    | 0.02%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                         | COREBRIDGE FINANCIAL INC SR UNSECURED 144A 04/52 4.4   | CUSIP: 21871XAL3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79747.28     | 0.01%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CORNING INCORPORATED                                                             | CORNING INC SR UNSECURED 11/79 5.45                    | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    988000 | PA      | $858256.42    | 0.10%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                               | CODELCO INC SR UNSECURED 144A 01/30 3.15               | CUSIP: 21987BBB3<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    286000 | PA      | $252963.65    | 0.03%             | 2030-01-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CORP NACIONAL DEL COBRE DE CHILE CODELCO (CODELCO)                               | CODELCO INC SR UNSECURED 144A 09/25 4.5                | CUSIP: 21987BAV0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     12000 | PA      | $11800.13     | 0.00%             | 2025-09-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COX COMMUNICATIONS INC                                                           | COX COMMUNICATIONS INC COMPANY GUAR 144A 10/30 1.8     | CUSIP: 224044CL9<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |   3533000 | PA      | $2694634.96   | 0.30%             | 2030-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE AG/NEW YORK BRANCH                                                 | CREDIT SUISSE NEW YORK SR UNSECURED 08/26 1.25         | CUSIP: 22550L2G5<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |    514000 | PA      | $416480.31    | 0.05%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG SR UNSECURED 05/45 4.875        | CUSIP: 225433AF8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1202000 | PA      | $825971.84    | 0.09%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG SR UNSECURED 06/23 3.8          | CUSIP: 225433AT8<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1488000 | PA      | $1449191.87   | 0.16%             | 2023-06-09      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG SR UNSECURED 144A 02/27 VAR     | CUSIP: 225401AT5<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    205000 | PA      | $164242.60    | 0.02%             | 2027-02-02      | Floating      | 1.30%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG SR UNSECURED 144A 04/31 VAR     | CUSIP: 225401AP3<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |     60000 | PA      | $46692.98     | 0.01%             | 2031-04-01      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG SR UNSECURED 144A 06/26 VAR     | CUSIP: 225401AQ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   1276000 | PA      | $1090852.41   | 0.12%             | 2026-06-05      | Floating      | 2.19%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG SR UNSECURED 144A 07/26 VAR     | CUSIP: 225401AY4<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    371000 | PA      | $348643.03    | 0.04%             | 2026-07-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG SR UNSECURED 144A 08/28 VAR     | CUSIP: 225401AV0<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    470000 | PA      | $428716.86    | 0.05%             | 2028-08-11      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                                                           | CREDIT SUISSE GROUP AG SR UNSECURED 144A 08/33 VAR     | CUSIP: 225401AZ1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |    460000 | PA      | $404751.23    | 0.04%             | 2033-08-12      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                          | CRH AMERICA FINANCE INC COMPANY GUAR 144A 05/27 3.4    | CUSIP: 12636YAA0<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    811000 | PA      | $752913.06    | 0.08%             | 2027-05-09      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 01/31 2.25               | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1222000 | PA      | $983241.61    | 0.11%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 02/26 4.45               | CUSIP: 22822VAB7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1577000 | PA      | $1542972.42   | 0.17%             | 2026-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 02/29 4.3                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    431000 | PA      | $407908.04    | 0.05%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 03/27 2.9                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    172000 | PA      | $156696.41    | 0.02%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 04/31 2.1                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15811.10     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 04/41 2.9                | CUSIP: 22822VAX9<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    172000 | PA      | $118468.30    | 0.01%             | 2041-04-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 07/25 1.35               | CUSIP: 22822VAS0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     23000 | PA      | $20944.52     | 0.00%             | 2025-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 07/30 3.3                | CUSIP: 22822VAR2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87715.53     | 0.01%             | 2030-07-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 07/31 2.5                | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8083.57      | 0.00%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INTERNATIONAL CORP (CCI)                                            | CROWN CASTLE INC SR UNSECURED 11/29 3.1                | CUSIP: 22822VAN1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1717000 | PA      | $1500383.16   | 0.17%             | 2029-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CSX CORPORATION                                                                  | CSX CORP SR UNSECURED 02/30 2.4                        | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254846.30    | 0.03%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| CSX CORPORATION                                                                  | CSX CORP SR UNSECURED 04/40 6.22                       | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1507000 | PA      | $1635725.59   | 0.18%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 03/48 5.05                | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2536405.33   | 0.28%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 04/27 3.625               | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    635000 | PA      | $603556.68    | 0.07%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 04/30 3.75                | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    889000 | PA      | $808110.71    | 0.09%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 04/40 4.125               | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    164000 | PA      | $137120.37    | 0.02%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 07/45 5.125               | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2131000 | PA      | $1952619.38   | 0.22%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 08/24 3.375               | CUSIP: 126650CF5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975403.61    | 0.11%             | 2024-08-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 08/26 3                   | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18707.26     | 0.00%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 08/29 3.25                | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    719000 | PA      | $644785.41    | 0.07%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORPORATION                                                           | CVS HEALTH CORP SR UNSECURED 08/30 1.75                | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7903.73      | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK A/S SR UNSECURED 144A 01/24 5.375          | CUSIP: 23636AAT8<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1236000 | PA      | $1226262.62   | 0.14%             | 2024-01-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                  | DANSKE BANK A/S SR UNSECURED 144A 12/25 VAR            | CUSIP: 23636AAV3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   1716000 | PA      | $1607311.49   | 0.18%             | 2025-12-20      | Floating      | 3.24%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                | DELL INT LLC / EMC CORP SR UNSECURED 06/23 5.45        | CUSIP: 24703TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    639000 | PA      | $639478.30    | 0.07%             | 2023-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                | DELL INT LLC / EMC CORP SR UNSECURED 07/24 4           | CUSIP: 24703TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9833.75      | 0.00%             | 2024-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                | DELL INT LLC / EMC CORP SR UNSECURED 07/36 8.1         | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    612000 | PA      | $688196.41    | 0.08%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                | DELL INT LLC / EMC CORP SR UNSECURED 10/26 4.9         | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $98568.63     | 0.01%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DELL INTERNATIONAL LLC / EMC CORP                                                | DELL INT LLC / EMC CORP SR UNSECURED 10/29 5.3         | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     75000 | PA      | $73521.45     | 0.01%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                                                              | DELTA AIR LINES INC SR SECURED 144A 05/25 7            | CUSIP: 247361ZX9<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   3649000 | PA      | $3732373.85   | 0.41%             | 2025-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC / SKYMILES IP LTD                                            | DELTA AIR LINES/SKYMILES SR SECURED 144A 10/28 4.75    | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $9415.10      | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                                 | DEUTSCHE BANK NY SR UNSECURED 01/26 4.1                | CUSIP: 251526BZ1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1520000 | PA      | $1462517.08   | 0.16%             | 2026-01-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                                 | DEUTSCHE BANK NY SR UNSECURED 09/24 VAR                | CUSIP: 251526CC1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    920000 | PA      | $888810.26    | 0.10%             | 2024-09-18      | Floating      | 2.22%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                                 | DEUTSCHE BANK NY SR UNSECURED 11/25 VAR                | CUSIP: 251526CB3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    317000 | PA      | $303140.24    | 0.03%             | 2025-11-26      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG/NEW YORK BRANCH                                                 | DEUTSCHE BANK NY SR UNSECURED 11/26 VAR                | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1838000 | PA      | $1623343.55   | 0.18%             | 2026-11-24      | Floating      | 2.13%                 | Yes           |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                                                         | DEVON ENERGY CORPORATION SR UNSECURED 01/30 4.5        | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186657.67    | 0.02%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                               | DIAGEO CAPITAL PLC COMPANY GUAR 10/27 5.3              | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     46000 | PA      | $47131.94     | 0.01%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC COMPANY GUAR 03/33 6.25         | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45813.94     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                           | DIAMONDBACK ENERGY INC COMPANY GUAR 12/29 3.5          | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    780000 | PA      | $686018.85    | 0.08%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | DIGITAL REALTY TRUST LP COMPANY GUAR 07/29 3.6         | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8952.92      | 0.00%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                                                          | DIGITAL REALTY TRUST LP COMPANY GUAR 08/27 3.7         | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47407.69     | 0.01%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DISCOVER BANK/GREENWOOD BRANCH                                                   | DISCOVER BANK SR UNSECURED 09/28 4.65                  | CUSIP: 25466AAP6<br>LEI: X05BVSK68TQ7YTOSNR22 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $946073.03    | 0.11%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                     | DISCOVERY COMMUNICATIONS COMPANY GUAR 05/50 4.65       | CUSIP: 25470DBH1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    169000 | PA      | $116850.63    | 0.01%             | 2050-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                                     | DISCOVERY COMMUNICATIONS COMPANY GUAR 09/55 4          | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $652130.84    | 0.07%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DNB BANK ASA                                                                     | DNB BANK ASA SR UNSECURED 144A 05/27 1.535             | CUSIP: 23329PAG5<br>LEI: 549300GKFG0RYRRQ1414 | Long             | DBT              | CORP              | NO        |   1254000 | PA      | $1091523.62   | 0.12%             | 2027-05-25      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC JR SUBORDINA 08/24 VAR             | CUSIP: 25746UDB2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    824000 | PA      | $794500.03    | 0.09%             | 2024-08-15      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC SR UNSECURED 04/26 1.45            | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1223000 | PA      | $1090216.29   | 0.12%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC SR UNSECURED 04/30 3.375           | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8835.22      | 0.00%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                              | DOMINION ENERGY INC SR UNSECURED 11/32 5.375           | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1295602.13   | 0.14%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY OHIO (EAST OHIO GAS COMPANY)                                     | EAST OHIO GAS CO/THE SR UNSECURED 144A 06/25 1.3       | CUSIP: 27409LAA1<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9070.10      | 0.00%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                 | DT MIDSTREAM INC SR SECURED 144A 04/32 4.3             | CUSIP: 23345MAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    142000 | PA      | $124964.97    | 0.01%             | 2032-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)                                    | DTE ELECTRIC CO GENL REF MOR 03/24 3.65                | CUSIP: 23338VAB2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |   1281000 | PA      | $1259749.72   | 0.14%             | 2024-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO (AKA: DETROIT EDISON COMPANY)                                    | DTE ELECTRIC CO GENL REF MOR 03/52 3.65                | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77840.62     | 0.01%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY (AKA: DETROIT EDISON)                                         | DTE ENERGY CO SR UNSECURED 06/25 1.05                  | CUSIP: 233331BG1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    286000 | PA      | $259299.60    | 0.03%             | 2025-06-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY COMPANY (AKA: DETROIT EDISON)                                         | DTE ENERGY CO SR UNSECURED 06/29 3.4                   | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    860000 | PA      | $765967.50    | 0.09%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 03/32 2.85          | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84896.11     | 0.01%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 03/52 3.55          | CUSIP: 26442CBH6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75188.04     | 0.01%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 04/31 2.55          | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    325000 | PA      | $272113.44    | 0.03%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST MORTGAGE 11/28 3.95          | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    644000 | PA      | $619237.51    | 0.07%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS 1ST REF MORT 03/46 3.875         | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     60000 | PA      | $47458.66     | 0.01%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                        | DUKE ENERGY CAROLINAS COMPANY GUAR 12/28 6             | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    855000 | PA      | $908480.80    | 0.10%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                          | DUKE ENERGY CORP SR UNSECURED 03/28 4.3                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    284000 | PA      | $273795.33    | 0.03%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                          | DUKE ENERGY CORP SR UNSECURED 06/29 3.4                | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8990.91      | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                          | DUKE ENERGY CORP SR UNSECURED 06/30 2.45               | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    390000 | PA      | $321573.67    | 0.04%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                          | DUKE ENERGY CORP SR UNSECURED 06/31 2.55               | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8173.15      | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                          | DUKE ENERGY CORP SR UNSECURED 06/51 3.5                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    146000 | PA      | $102023.27    | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                          | DUKE ENERGY CORP SR UNSECURED 08/32 4.5                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1431000 | PA      | $1344701.58   | 0.15%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                          | DUKE ENERGY CORP SR UNSECURED 08/52 5                  | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    234000 | PA      | $208905.87    | 0.02%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                          | DUKE ENERGY CORP SR UNSECURED 09/46 3.75               | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74634.70     | 0.01%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORPORATION                                                          | DUKE ENERGY CORP SR UNSECURED 10/23 3.95               | CUSIP: 26441CAL9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    806000 | PA      | $797894.64    | 0.09%             | 2023-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)   | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 04/40 5.65        | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11146.48     | 0.00%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)   | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 10/46 3.4         | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72291.97     | 0.01%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)   | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 11/52 5.95        | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107066.77    | 0.01%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC (AKA: PROGRESS ENERGY FLORIDA INC; FLORIDA POWER CORP)   | DUKE ENERGY FLORIDA LLC 1ST MORTGAGE 12/31 2.4         | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    553000 | PA      | $453054.87    | 0.05%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                    | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 03/29 3.45       | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9226.20      | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                    | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 04/32 3.4        | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88663.40     | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                    | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 04/52 4          | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80514.39     | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC (AKA: PROGRESS ENERGY CAROLINAS INC)                    | DUKE ENERGY PROGRESS LLC 1ST MORTGAGE 09/47 3.6        | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75348.46     | 0.01%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS INC                                                      | DUQUESNE LIGHT HOLDINGS SR UNSECURED 144A 08/27 3.616  | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     53000 | PA      | $47758.76     | 0.01%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EASTERN ENERGY GAS HOLDINGS LLC                                                  | EASTERN ENERGY GAS SR UNSECURED 12/24 3.6              | CUSIP: 257375AH8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    477000 | PA      | $461013.41    | 0.05%             | 2024-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | EBAY INC SR UNSECURED 03/30 2.7                        | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    611000 | PA      | $520404.71    | 0.06%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | EBAY INC SR UNSECURED 05/31 2.6                        | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41105.34     | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | EBAY INC SR UNSECURED 11/25 5.9                        | CUSIP: 278642BC6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511108.13    | 0.06%             | 2025-11-22      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                                                         | EBAY INC SR UNSECURED 11/32 6.3                        | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1583088.57   | 0.18%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSECURED 06/27 5.75           | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    258000 | PA      | $259203.79    | 0.03%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                             | EDISON INTERNATIONAL SR UNSECURED 11/24 3.55           | CUSIP: 281020AQ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57965.43     | 0.01%             | 2024-11-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ELECTRICITE DE FRANCE SA (EDF)                                                   | ELECTRICITE DE FRANCE SA SR UNSECURED 144A 01/44 4.875 | CUSIP: 268317AK0<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |    802000 | PA      | $647905.40    | 0.07%             | 2044-01-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                              | ELECTRONIC ARTS INC SR UNSECURED 02/31 1.85            | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1027266.79   | 0.11%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ANTHEM INC SR UNSECURED 03/48 4.55                     | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    916000 | PA      | $804376.64    | 0.09%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 03/31 2.55            | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42132.58     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 05/30 2.25            | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1786000 | PA      | $1481531.33   | 0.16%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 05/50 3.125           | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    169000 | PA      | $116619.83    | 0.01%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 08/54 4.85            | CUSIP: 94973VBL0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1104248.10   | 0.12%             | 2054-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 09/49 3.7             | CUSIP: 036752AK9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7641.97      | 0.00%             | 2049-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                              | ELEVANCE HEALTH INC SR UNSECURED 12/34 5.95            | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     22000 | PA      | $23038.55     | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                            | ELI LILLY + CO SR UNSECURED 03/59 4.15                 | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    876000 | PA      | $768129.04    | 0.09%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                            | ELI LILLY + CO SR UNSECURED 06/25 2.75                 | CUSIP: 532457BH0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    864000 | PA      | $826641.48    | 0.09%             | 2025-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY AND COMPANY                                                            | ELI LILLY + CO SR UNSECURED 11/37 5.95                 | CUSIP: 532457BC1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    524000 | PA      | $562678.96    | 0.06%             | 2037-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EMPOWER FINANCE 2020 LP                                                          | EMPOWER FINANCE 2020 LP COMPANY GUAR 144A 09/51 3.075  | CUSIP: 29248HAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2355000 | PA      | $1476496.95   | 0.16%             | 2051-09-17      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 01/25 2.5                    | CUSIP: 29250NAY1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2799000 | PA      | $2650165.53   | 0.29%             | 2025-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 08/33 2.5                    | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    539000 | PA      | $416105.13    | 0.05%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 08/51 3.4                    | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $246000.63    | 0.03%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 11/29 3.125                  | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $34961.93     | 0.00%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                     | ENBRIDGE INC COMPANY GUAR 12/46 5.5                    | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     47000 | PA      | $44454.81     | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTL NV COMPANY GUAR 144A 07/26 1.375     | CUSIP: 29278GAM0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    138000 | PA      | $119089.47    | 0.01%             | 2026-07-12      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTL NV COMPANY GUAR 144A 10/39 6         | CUSIP: 29268BAF8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   1272000 | PA      | $1163018.35   | 0.13%             | 2039-10-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTL NV SR UNSECURED 144A 06/25 4.25      | CUSIP: 29278GAV0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    487000 | PA      | $471975.09    | 0.05%             | 2025-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTL NV SR UNSECURED 144A 06/27 4.625     | CUSIP: 29278GAW8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    777000 | PA      | $736283.11    | 0.08%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTL NV SR UNSECURED 144A 06/32 5         | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    460000 | PA      | $415552.47    | 0.05%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTERNATIONAL NV                                                    | ENEL FINANCE INTL NV SR UNSECURED 144A 06/52 5.5       | CUSIP: 29278GAY4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    460000 | PA      | $379086.13    | 0.04%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENABLE MIDSTREAM PARTNER SR UNSECURED 09/29 4.15       | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $1919784.72   | 0.21%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 01/24 5.875            | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10028.30     | 0.00%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 03/25 4.05             | CUSIP: 29273RBD0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    152000 | PA      | $147353.46    | 0.02%             | 2025-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 04/24 4.5              | CUSIP: 29278NAH6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9862.69      | 0.00%             | 2024-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 04/27 4.2              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    380000 | PA      | $359193.98    | 0.04%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 04/29 5.25             | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    241000 | PA      | $233548.88    | 0.03%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 04/47 5.3              | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    853000 | PA      | $713871.95    | 0.08%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 04/49 6.25             | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    590000 | PA      | $551465.73    | 0.06%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 05/28 4.95             | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1644000 | PA      | $1579879.35   | 0.18%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 06/27 5.5              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    536000 | PA      | $533053.24    | 0.06%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                               | ENERGY TRANSFER LP SR UNSECURED 09/23 4.2              | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    655000 | PA      | $651073.00    | 0.07%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA SR UNSECURED 144A 09/23 4                      | CUSIP: 26874RAG3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1295000 | PA      | $1277244.51   | 0.14%             | 2023-09-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                          | ENI SPA SR UNSECURED 144A 09/28 4.75                   | CUSIP: 26874RAE8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |   1170000 | PA      | $1134611.36   | 0.13%             | 2028-09-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LIMITED                                                             | ENSTAR GROUP LTD SR UNSECURED 09/31 3.1                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |    604000 | PA      | $442517.31    | 0.05%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                              | ENTERGY CORP SR UNSECURED 06/28 1.9                    | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8471.79      | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                              | ENTERGY CORP SR UNSECURED 06/30 2.8                    | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   2868000 | PA      | $2429033.13   | 0.27%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                              | ENTERGY CORP SR UNSECURED 06/31 2.4                    | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     75000 | PA      | $59755.01     | 0.01%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORPORATION                                                              | ENTERGY CORP SR UNSECURED 09/25 0.9                    | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8914.80      | 0.00%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                            | ENTERGY LOUISIANA LLC COLLATERAL T 09/48 4.2           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   3213000 | PA      | $2644904.75   | 0.29%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 01/50 4.2        | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    637000 | PA      | $503913.54    | 0.06%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/25 3.75       | CUSIP: 29379VBE2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1654292.56   | 0.18%             | 2025-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/48 4.25       | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8071.52      | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                                | ENTERPRISE PRODUCTS OPER COMPANY GUAR 02/52 3.2        | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    714000 | PA      | $471005.04    | 0.05%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                  | EQT CORP SR UNSECURED 01/29 5                          | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   1273000 | PA      | $1199392.85   | 0.13%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                  | EQT CORP SR UNSECURED 04/28 5.7                        | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    675000 | PA      | $672280.87    | 0.07%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EQT CORPORATION                                                                  | EQT CORP SR UNSECURED 10/27 3.9                        | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46268.26     | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | EQUIFAX INC SR UNSECURED 07/37 7                       | CUSIP: 294429AG0<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    565000 | PA      | $591173.06    | 0.07%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                                      | EQUIFAX INC SR UNSECURED 12/27 5.1                     | CUSIP: 294429AV7<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1150059.23   | 0.13%             | 2027-12-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSECURED 05/26 1.45                    | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8803.12      | 0.00%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSECURED 07/30 2.15                    | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    390000 | PA      | $311132.75    | 0.03%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSECURED 07/50 3                       | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1173000 | PA      | $741458.24    | 0.08%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSECURED 11/24 2.625                   | CUSIP: 29444UBC9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47650.37     | 0.01%             | 2024-11-18      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                                      | EQUINIX INC SR UNSECURED 11/29 3.2                     | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1029000 | PA      | $897911.79    | 0.10%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA COMPANY GUAR 04/30 3.125                   | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     52000 | PA      | $46811.50     | 0.01%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA COMPANY GUAR 04/40 3.625                   | CUSIP: 29446MAG7<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     15000 | PA      | $12399.63     | 0.00%             | 2040-04-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA COMPANY GUAR 04/50 3.7                     | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    151000 | PA      | $119862.37    | 0.01%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA COMPANY GUAR 05/30 2.375                   | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |   2531000 | PA      | $2158446.34   | 0.24%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| EQUINOR ASA                                                                      | EQUINOR ASA COMPANY GUAR 11/25 7.15                    | CUSIP: 656531AD2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     26000 | PA      | $27385.86     | 0.00%             | 2025-11-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                           | EQUITABLE HOLDINGS INC SR UNSECURED 04/48 5            | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    938000 | PA      | $825931.84    | 0.09%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                             | ERAC USA FINANCE LLC COMPANY GUAR 144A 10/37 7         | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    430000 | PA      | $468994.19    | 0.05%             | 2037-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                             | ERAC USA FINANCE LLC COMPANY GUAR 144A 11/46 4.2       | CUSIP: 26884TAS1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    389000 | PA      | $303837.13    | 0.03%             | 2046-11-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                                                             | ERAC USA FINANCE LLC COMPANY GUAR 144A 12/26 3.3       | CUSIP: 26884TAR3<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    152000 | PA      | $141226.44    | 0.02%             | 2026-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP COMPANY GUAR 03/32 2.65             | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |   2507000 | PA      | $1982126.26   | 0.22%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                               | ESSEX PORTFOLIO LP COMPANY GUAR 04/25 3.5              | CUSIP: 29717PAP2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48258.47     | 0.01%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | EVERGY INC SR UNSECURED 09/24 2.45                     | CUSIP: 30034WAA4<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    190000 | PA      | $180501.91    | 0.02%             | 2024-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                       | EVERGY INC SR UNSECURED 09/29 2.9                      | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     73000 | PA      | $63194.47     | 0.01%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERNORTH HEALTH INC                                                             | EVERNORTH HEALTH INC COMPANY GUAR 06/24 3.5            | CUSIP: 30219GAK4<br>LEI: 5493003UA6VMND084504 | Long             | DBT              | CORP              | US        |    223000 | PA      | $217689.33    | 0.02%             | 2024-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSECURED 07/27 4.6               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1506000 | PA      | $1487525.84   | 0.17%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSECURED 08/25 0.8               | CUSIP: 30040WAJ7<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |      9000 | PA      | $8073.16      | 0.00%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                                | EVERSOURCE ENERGY SR UNSECURED 08/30 1.65              | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $889684.57    | 0.10%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                               | EXELON CORP SR UNSECURED 04/30 4.05                    | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1625169.38   | 0.18%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                               | EXELON CORP SR UNSECURED 04/46 4.45                    | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    286000 | PA      | $242955.10    | 0.03%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORPORATION                                                               | EXELON CORP SR UNSECURED 06/25 3.95                    | CUSIP: 30161NAN1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    880000 | PA      | $860225.71    | 0.10%             | 2025-06-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                                                                | EXPEDIA GROUP INC COMPANY GUAR 144A 05/25 6.25         | CUSIP: 30212PAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     10000 | PA      | $10092.88     | 0.00%             | 2025-05-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                           | EXTRA SPACE STORAGE LP COMPANY GUAR 03/32 2.35         | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |   2737000 | PA      | $2077972.60   | 0.23%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                                                          | EXXON MOBIL CORPORATION SR UNSECURED 03/24 3.176       | CUSIP: 30231GAC6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12748.20     | 0.00%             | 2024-03-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                               | F+G GLOBAL FUNDING SECURED 144A 04/27 2.3              | CUSIP: 30321L2D3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    748000 | PA      | $658754.26    | 0.07%             | 2027-04-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                               | F+G GLOBAL FUNDING SECURED 144A 06/26 1.75             | CUSIP: 30321L2A9<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $120365.41    | 0.01%             | 2026-06-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                               | FAIRFAX FINL HLDGS LTD SR UNSECURED 04/28 4.85         | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    838000 | PA      | $793566.27    | 0.09%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LIMITED                                               | FAIRFAX FINL HLDGS LTD SR UNSECURED 144A 08/32 5.625   | CUSIP: 303901BK7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    781000 | PA      | $735278.66    | 0.08%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                                                | FEDEX CORP COMPANY GUAR 04/26 3.25                     | CUSIP: 31428XBF2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    993000 | PA      | $945945.36    | 0.11%             | 2026-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORPORATION                                                                | FEDEX CORP COMPANY GUAR 05/30 4.25                     | CUSIP: 31428XBZ8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47285.52     | 0.01%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FELLS POINT FUNDING TRUST                                                        | FELLS POINT FUNDING TR SR UNSECURED 144A 01/27 3.046   | CUSIP: 314382AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2354000 | PA      | $2145709.77   | 0.24%             | 2027-01-31      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FIBRIA OVERSEAS FINANCE LTD                                                      | FIBRIA OVERSEAS FINANCE COMPANY GUAR 01/25 4           | CUSIP: 31572UAG1<br>LEI: 549300WABWKSHESAMG92 | Long             | DBT              | CORP              | KY        |    252000 | PA      | $244873.44    | 0.03%             | 2025-01-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                                                  | FIDELITY NATL FINANCIAL COMPANY GUAR 03/31 2.45        | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7654.86      | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                                                  | FIDELITY NATL FINANCIAL SR UNSECURED 06/30 3.4         | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    136000 | PA      | $115099.95    | 0.01%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                                                  | FIDELITY NATL FINANCIAL SR UNSECURED 09/51 3.2         | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    425000 | PA      | $248414.02    | 0.03%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATL INFO SERV COMPANY GUAR 07/52 5.625       | CUSIP: 31620MBZ8<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92268.18     | 0.01%             | 2052-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATL INFO SERV SR UNSECURED 03/26 1.15        | CUSIP: 31620MBR6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    134000 | PA      | $117652.19    | 0.01%             | 2026-03-01      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATL INFO SERV SR UNSECURED 03/31 2.25        | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $928223.74    | 0.10%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATL INFO SERV SR UNSECURED 07/27 4.7         | CUSIP: 31620MBW5<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    484000 | PA      | $472982.53    | 0.05%             | 2027-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL INFORMATION SERVICES INC                                       | FIDELITY NATL INFO SERV SR UNSECURED 07/32 5.1         | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96621.20     | 0.01%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FIRST REPUBLIC BANK                                                              | FIRST REPUBLIC BANK SUBORDINATED 08/46 4.375           | CUSIP: 33616CAB6<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | DBT              | CORP              | US        |    157000 | PA      | $119709.81    | 0.01%             | 2046-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FIRST-CITIZENS BANK & TRUST COMPANY                                              | FIRST CITIZENS BANK/TRST SR UNSECURED 09/25 VAR        | CUSIP: 12556LBJ4<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47303.31     | 0.01%             | 2025-09-27      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC SR UNSECURED 06/27 2.25                     | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8940.17      | 0.00%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC SR UNSECURED 06/30 2.65                     | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    141000 | PA      | $118854.10    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC SR UNSECURED 07/26 3.2                      | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    818000 | PA      | $766569.23    | 0.09%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                       | FISERV INC SR UNSECURED 07/29 3.5                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    847000 | PA      | $764887.38    | 0.08%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                    | FLORIDA POWER + LIGHT CO 1ST MORTGAGE 02/42 4.125      | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87079.46     | 0.01%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                                    | FLORIDA POWER + LIGHT CO 1ST MORTGAGE 10/49 3.15       | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    861000 | PA      | $624358.64    | 0.07%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PIMCO FUNDS                                                                      | PIMCO GOVERNMENT MONEY MARKET FUND                     | CUSIP: 72202E534<br>LEI: 549300XUGLULJEQL0159 | Long             | STIV             | RF                | US        |   3743714 | PA      | $3743713.60   | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| FOMENTO ECONOMICO MEXICANO SA DE CV (FEMSA)                                      | FOMENTO ECONOMICO MEX SR UNSECURED 05/23 2.875         | CUSIP: 344419AA4<br>LEI: 549300A8MDWDJNMLV153 | Long             | DBT              | CORP              | MX        |   1301000 | PA      | $1289421.10   | 0.14%             | 2023-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FORTIS INC/CANADA                                                                | FORTIS INC SR UNSECURED 10/26 3.055                    | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     28000 | PA      | $26010.21     | 0.00%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                                   | FORTUNE BRANDS INNOVATIO SR UNSECURED 03/32 4          | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    174000 | PA      | $151335.82    | 0.02%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIONS INC                                                   | FORTUNE BRANDS INNOVATIO SR UNSECURED 03/52 4.5        | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $75519.84     | 0.01%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FOX CORPORATION                                                                  | FOX CORP SR UNSECURED 01/39 5.476                      | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91384.09     | 0.01%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | FREEPORT MCMORAN INC COMPANY GUAR 03/28 4.125          | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   2658000 | PA      | $2462995.17   | 0.27%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                             | FREEPORT MCMORAN INC COMPANY GUAR 08/30 4.625          | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46653.72     | 0.01%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| FRESENIUS MEDICAL CARE US FINANCE III INC                                        | FRESENIUS MED CARE III COMPANY GUAR 144A 02/31 2.375   | CUSIP: 35805BAB4<br>LEI: 5299006ZHLMXOOUVTU44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $36777.36     | 0.00%             | 2031-02-16      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSECURED 01/26 3.4             | CUSIP: 302635AG2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    389000 | PA      | $345348.99    | 0.04%             | 2026-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSECURED 10/24 1.65            | CUSIP: 302635AJ6<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    377000 | PA      | $340536.98    | 0.04%             | 2024-10-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                              | FS KKR CAPITAL CORP SR UNSECURED 10/28 3.125           | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    220000 | PA      | $177733.84    | 0.02%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | GA GLOBAL FUNDING TRUST SECURED 144A 01/27 2.25        | CUSIP: 36143L2G9<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    759000 | PA      | $669135.00    | 0.07%             | 2027-01-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | GA GLOBAL FUNDING TRUST SECURED 144A 09/24 0.8         | CUSIP: 36143L2C8<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    134000 | PA      | $122527.76    | 0.01%             | 2024-09-13      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| GA GLOBAL FUNDING TRUST                                                          | GA GLOBAL FUNDING TRUST SECURED 144A 09/28 1.95        | CUSIP: 36143L2D6<br>LEI: 54930029I8ROQ4OROZ88 | Long             | DBT              | CORP              | US        |    214000 | PA      | $177837.62    | 0.02%             | 2028-09-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| GAIF BOND ISSUER PTY LIMITED                                                     | GAIF BOND ISSUER P/L COMPANY GUAR 144A 09/26 3.4       | CUSIP: 361435AA8<br>LEI: 2138007UNQRHCRSBNZ86 | Long             | DBT              | CORP              | AU        |     30000 | PA      | $27601.31     | 0.00%             | 2026-09-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                                 | GATX CORP SR UNSECURED 04/29 4.7                       | CUSIP: 361448BE2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1172794.56   | 0.13%             | 2029-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX CORPORATION                                                                 | GATX CORP SR UNSECURED 06/32 3.5                       | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     50000 | PA      | $41994.62     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                                           | GE CAPITAL FUNDING LLC COMPANY GUAR 05/25 3.45         | CUSIP: 36166NAG8<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    327000 | PA      | $312480.15    | 0.03%             | 2025-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                                                                | GENERAL MILLS INC SR UNSECURED 04/30 2.875             | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1100986.53   | 0.12%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                           | GENERAL MOTORS CO SR UNSECURED 04/36 6.6               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9829.57      | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                           | GENERAL MOTORS CO SR UNSECURED 04/46 6.75              | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     46000 | PA      | $44311.18     | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                           | GENERAL MOTORS CO SR UNSECURED 04/48 5.4               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1197000 | PA      | $983440.05    | 0.11%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                           | GENERAL MOTORS CO SR UNSECURED 10/27 6.8               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    659000 | PA      | $685147.54    | 0.08%             | 2027-10-01      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                             | GENERAL MOTORS FINL CO SR UNSECURED 01/24 5.1          | CUSIP: 37045XCR5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9964.51      | 0.00%             | 2024-01-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                             | GENERAL MOTORS FINL CO SR UNSECURED 01/26 1.25         | CUSIP: 37045XDD5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1161999.04   | 0.13%             | 2026-01-08      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                             | GENERAL MOTORS FINL CO SR UNSECURED 01/31 2.35         | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113433.26    | 0.01%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                             | GENERAL MOTORS FINL CO SR UNSECURED 03/24 1.05         | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $992808.69    | 0.11%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                             | GENERAL MOTORS FINL CO SR UNSECURED 06/23 4.15         | CUSIP: 37045XCL8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9948.33      | 0.00%             | 2023-06-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                             | GENERAL MOTORS FINL CO SR UNSECURED 06/25 2.75         | CUSIP: 37045XCX2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9370.10      | 0.00%             | 2025-06-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                             | GENERAL MOTORS FINL CO SR UNSECURED 06/26 1.5          | CUSIP: 37045XDK9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8696.25      | 0.00%             | 2026-06-10      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                              | GILEAD SCIENCES INC SR UNSECURED 10/50 2.8             | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    181000 | PA      | $116526.99    | 0.01%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | GLENCORE FUNDING LLC COMPANY GUAR 144A 03/24 4.125     | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118132.15    | 0.01%             | 2024-03-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/31 2.85      | CUSIP: 378272BE7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    531000 | PA      | $435830.04    | 0.05%             | 2031-04-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | GLENCORE FUNDING LLC COMPANY GUAR 144A 04/51 3.875     | CUSIP: 378272BC1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7204.74      | 0.00%             | 2051-04-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | GLENCORE FUNDING LLC COMPANY GUAR 144A 09/25 1.625     | CUSIP: 378272AX6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9060.50      | 0.00%             | 2025-09-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | GLENCORE FUNDING LLC COMPANY GUAR 144A 09/31 2.625     | CUSIP: 378272BG2<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79910.93     | 0.01%             | 2031-09-23      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                             | GLENCORE FUNDING LLC COMPANY GUAR 144A 10/27 3.875     | CUSIP: 378272AQ1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93820.30     | 0.01%             | 2027-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL ATLANTIC (FIN) COMPANY                                                    | GLOBAL ATLANTIC FIN CO COMPANY GUAR 144A 06/31 3.125   | CUSIP: 37959GAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $73585.92     | 0.01%             | 2031-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC SR UNSECURED 05/30 2.9             | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1209000 | PA      | $993267.71    | 0.11%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC SR UNSECURED 08/27 4.95            | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    864000 | PA      | $839503.86    | 0.09%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC SR UNSECURED 08/29 5.3             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    614000 | PA      | $594958.09    | 0.07%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC SR UNSECURED 08/32 5.4             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    408000 | PA      | $389752.73    | 0.04%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC SR UNSECURED 08/49 4.15            | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    172000 | PA      | $123092.59    | 0.01%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                              | GLOBAL PAYMENTS INC SR UNSECURED 08/52 5.95            | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90912.32     | 0.01%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                                                                   | GLOBE LIFE INC SR UNSECURED 06/32 4.8                  | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94573.12     | 0.01%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/29 5.3         | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1343478.96   | 0.15%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/30 4           | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1364651.02   | 0.15%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/31 4           | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    264000 | PA      | $226927.80    | 0.03%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 01/32 3.25        | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $80082.98     | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / GLP FINANCING II INC                                            | GLP CAPITAL LP / FIN II COMPANY GUAR 11/23 5.375       | CUSIP: 361841AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    585000 | PA      | $583920.68    | 0.06%             | 2023-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 01/32 VAR         | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3860000 | PA      | $2949437.73   | 0.33%             | 2032-01-27      | Floating      | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 02/28 VAR         | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    739000 | PA      | $659047.66    | 0.07%             | 2028-02-24      | Floating      | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 02/30 2.6         | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8367.12      | 0.00%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 02/33 VAR         | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1077000 | PA      | $877303.73    | 0.10%             | 2033-02-24      | Floating      | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 03/27 VAR         | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    772000 | PA      | $677830.56    | 0.08%             | 2027-03-09      | Floating      | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 03/30 3.8         | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9012.83      | 0.00%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 04/32 VAR         | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2556000 | PA      | $2044518.89   | 0.23%             | 2032-04-22      | Floating      | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 08/28 VAR         | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1999000 | PA      | $1919167.28   | 0.21%             | 2028-08-23      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 10/27 VAR         | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2994000 | PA      | $2621814.42   | 0.29%             | 2027-10-21      | Floating      | 1.95%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                          | GOLDMAN SACHS GROUP INC SR UNSECURED 10/38 VAR         | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     55000 | PA      | $45419.37     | 0.01%             | 2038-10-31      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                              | GRAPHIC PACKAGING INTERN SR SECURED 144A 04/24 0.821   | CUSIP: 38869PAN4<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    160000 | PA      | $149822.43    | 0.02%             | 2024-04-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERNATIONAL LLC                                              | GRAPHIC PACKAGING INTERN SR SECURED 144A 04/26 1.512   | CUSIP: 38869PAP9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    346000 | PA      | $302233.90    | 0.03%             | 2026-04-15      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| GS CALTEX CORPORATION                                                            | GS CALTEX CORP SR UNSECURED 144A 06/24 3               | CUSIP: 36294BAJ3<br>LEI: 988400KLBPXB4WMBUX18 | Long             | DBT              | CORP              | KR        |    410000 | PA      | $395409.10    | 0.04%             | 2024-06-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                                           | GSK CONSUMER HEALTHCARE COMPANY GUAR 03/27 3.375       | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   2900000 | PA      | $2704126.63   | 0.30%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GSK CONSUMER HEALTHCARE CAPITAL US LLC                                           | GSK CONSUMER HEALTHCARE COMPANY GUAR 03/29 3.375       | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1782000 | PA      | $1606111.84   | 0.18%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOBAL FUNDING                                                     | GUARDIAN LIFE GLOB FUND SECURED 144A 09/28 1.625       | CUSIP: 40139LBE2<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    903000 | PA      | $754718.26    | 0.08%             | 2028-09-16      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE INSURANCE COMPANY OF AMERICA                                       | GUARDIAN LIFE INSURANCE SUBORDINATED 144A 01/77 4.85   | CUSIP: 401378AC8<br>LEI: N1YIDVMMKBHFYCCAIX69 | Long             | DBT              | CORP              | US        |   2227000 | PA      | $1830407.56   | 0.20%             | 2077-01-24      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | HASBRO INC SR UNSECURED 11/26 3.55                     | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9391.21      | 0.00%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                                                       | HASBRO INC SR UNSECURED 11/29 3.9                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    172000 | PA      | $153228.75    | 0.02%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 02/29 5.875                       | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59938.70     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 03/24 5                           | CUSIP: 404119BN8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    970000 | PA      | $964889.04    | 0.11%             | 2024-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 06/29 4.125                       | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1180351.48   | 0.13%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 06/49 5.25                        | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   2538000 | PA      | $2173575.81   | 0.24%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 09/30 3.5                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      8000 | PA      | $6918.61      | 0.00%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 144A 03/27 3.125                  | CUSIP: 404119CD9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    172000 | PA      | $156630.03    | 0.02%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 144A 03/32 3.625                  | CUSIP: 404119CF4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    172000 | PA      | $145997.78    | 0.02%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 144A 03/42 4.375                  | CUSIP: 404119CM9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1224920.56   | 0.14%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                          | HCA INC COMPANY GUAR 144A 03/52 4.625                  | CUSIP: 404119CG2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    172000 | PA      | $134660.07    | 0.01%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HESS CORPORATION                                                                 | HESS CORP SR UNSECURED 04/47 5.8                       | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    458000 | PA      | $439556.02    | 0.05%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                                                              | HIGHWOODS REALTY LP SR UNSECURED 02/30 3.05            | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |   1695000 | PA      | $1354005.14   | 0.15%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSECURED 04/46 4.25                 | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6096.15      | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSECURED 06/29 2.95                 | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18136.86     | 0.00%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSECURED 09/32 4.5                  | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1801000 | PA      | $1764203.35   | 0.20%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSECURED 12/48 4.5                  | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     70000 | PA      | $63864.47     | 0.01%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                   | HOME DEPOT INC SR UNSECURED 12/49 3.125                | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   2109000 | PA      | $1503396.58   | 0.17%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                         | HOST HOTELS + RESORTS LP SR UNSECURED 04/24 3.875      | CUSIP: 44107TAX4<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    358000 | PA      | $348609.14    | 0.04%             | 2024-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 03/26 4.3               | CUSIP: 404280AW9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1669000 | PA      | $1616297.57   | 0.18%             | 2026-03-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 05/26 3.9               | CUSIP: 404280BB4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1433000 | PA      | $1366591.31   | 0.15%             | 2026-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 05/27 VAR               | CUSIP: 404280CM9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1332000 | PA      | $1150004.67   | 0.13%             | 2027-05-24      | Floating      | 1.59%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 05/30 VAR               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3121000 | PA      | $2738007.89   | 0.30%             | 2030-05-22      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 06/29 VAR               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2631000 | PA      | $2426939.80   | 0.27%             | 2029-06-19      | Floating      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 08/29 VAR               | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    142000 | PA      | $114864.60    | 0.01%             | 2029-08-17      | Floating      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 08/31 VAR               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    146000 | PA      | $111869.95    | 0.01%             | 2031-08-18      | Floating      | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                | HSBC HOLDINGS PLC SR UNSECURED 11/32 VAR               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     61000 | PA      | $46764.60     | 0.01%             | 2032-11-22      | Floating      | 2.87%                 | No            |                  2 | On Loan: No      |
| HUDSON PACIFIC PROPERTIES LP                                                     | HUDSON PACIFIC PROPERTIE COMPANY GUAR 02/28 5.95       | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |    400000 | PA      | $374137.52    | 0.04%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSECURED 03/28 5.75                     | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    650000 | PA      | $664882.36    | 0.07%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSECURED 03/29 3.7                      | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   2391000 | PA      | $2194027.67   | 0.24%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSECURED 03/33 5.875                    | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    607000 | PA      | $628570.30    | 0.07%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSECURED 06/38 8.15                     | CUSIP: 444859AZ5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    481000 | PA      | $561563.72    | 0.06%             | 2038-06-15      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                       | HUMANA INC SR UNSECURED 08/29 3.125                    | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $65901.15     | 0.01%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                                | HUNTINGTON INGALLS INDUS COMPANY GUAR 08/28 2.043      | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   1343000 | PA      | $1109349.18   | 0.12%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HUTCHISON WHAMPOA INTERNATIONAL (03/33) LIMITED                                  | HUTCHISON WHAM INT 03/33 COMPANY GUAR 144A 11/33 7.45  | CUSIP: 44841SAC3<br>LEI: 254900B7MU61GFDN5511 | Long             | DBT              | CORP              | KY        |   1828000 | PA      | $2137222.69   | 0.24%             | 2033-11-24      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                         | HYATT HOTELS CORP SR UNSECURED 03/26 4.85              | CUSIP: 448579AF9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98404.51     | 0.01%             | 2026-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                         | HYATT HOTELS CORP SR UNSECURED 04/25 5.625             | CUSIP: 448579AH5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     58000 | PA      | $57603.69     | 0.01%             | 2025-04-23      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                         | HYATT HOTELS CORP SR UNSECURED 10/23 1.3               | CUSIP: 448579AL6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    562000 | PA      | $546459.54    | 0.06%             | 2023-10-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORPORATION                                                         | HYATT HOTELS CORP SR UNSECURED 10/24 1.8               | CUSIP: 448579AN2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93766.65     | 0.01%             | 2024-10-01      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 01/24 0.8    | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    129000 | PA      | $122769.42    | 0.01%             | 2024-01-08      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/24 0.875  | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    286000 | PA      | $266911.11    | 0.03%             | 2024-06-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/26 1.5    | CUSIP: 44891ABW6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    349000 | PA      | $302784.38    | 0.03%             | 2026-06-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 06/28 2      | CUSIP: 44891ABX4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    408000 | PA      | $333031.00    | 0.04%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/23 1.25   | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96944.61     | 0.01%             | 2023-09-18      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/24 1      | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1244000 | PA      | $1150131.52   | 0.13%             | 2024-09-17      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/26 1.65   | CUSIP: 44891ABZ9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   1802000 | PA      | $1586061.62   | 0.18%             | 2026-09-17      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 09/28 2.1    | CUSIP: 44891ACA3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    363000 | PA      | $298577.71    | 0.03%             | 2028-09-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                          | HYUNDAI CAPITAL AMERICA SR UNSECURED 144A 10/25 1.8    | CUSIP: 44891ABN6<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    133000 | PA      | $119754.80    | 0.01%             | 2025-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| IDAHO POWER COMPANY                                                              | IDAHO POWER CO 1ST MORTGAGE 03/48 4.2                  | CUSIP: 45138LBF9<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     21000 | PA      | $16991.56     | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                                                                     | ILLUMINA INC SR UNSECURED 03/31 2.55                   | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    675000 | PA      | $542000.79    | 0.06%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)                  | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/24 3.125  | CUSIP: 45262BAA1<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    786000 | PA      | $751871.68    | 0.08%             | 2024-07-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)                  | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/26 3.5    | CUSIP: 45262BAB9<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |   1577000 | PA      | $1448310.35   | 0.16%             | 2026-07-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IMPERIAL BRANDS FINANCE PLC (AKA: IMPERIAL TOBACCO FINANCE PLC)                  | IMPERIAL BRANDS FIN PLC COMPANY GUAR 144A 07/27 6.125  | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    571000 | PA      | $569171.54    | 0.06%             | 2027-07-27      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER COMPANY                                                   | INDIANA MICHIGAN POWER SR UNSECURED 08/48 4.25         | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   2134000 | PA      | $1741679.51   | 0.19%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDONESIA ASAHAN ALUMINIUM (PERSERO) PT                                          | INDONESIA ASAHAN ALUMINI SR UNSECURED 144A 11/23 5.71  | CUSIP: 74445PAB8<br>LEI: 2549008P48EB9SN2OI80 | Long             | DBT              | CORP              | ID        |    417000 | PA      | $418165.52    | 0.05%             | 2023-11-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| INFOR INC                                                                        | INFOR INC SR UNSECURED 144A 07/25 1.75                 | CUSIP: 45674CAA1<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13566.13     | 0.00%             | 2025-07-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ING BANK NV/AMSTERDAM BRANCH                                                     | ING BANK NV SUBORDINATED 144A 09/23 5.8                | CUSIP: 449786AY8<br>LEI: 3TK20IVIUJ8J3ZU0QE75 | Long             | DBT              | CORP              | NL        |    155000 | PA      | $154843.70    | 0.02%             | 2023-09-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                     | ING GROEP NV SR UNSECURED 03/28 VAR                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     60000 | PA      | $56194.29     | 0.01%             | 2028-03-28      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| INTEL CORPORATION                                                                | INTEL CORP SR UNSECURED 02/60 3.1                      | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1084067.10   | 0.12%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                                    | INTERCONTINENTALEXCHANGE SR UNSECURED 06/62 5.2        | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94730.10     | 0.01%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)                                | IBM CORP SR UNSECURED 07/32 4.4                        | CUSIP: 459200KU4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    933000 | PA      | $892996.37    | 0.10%             | 2032-07-27      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)                                | IBM CORP SR UNSECURED 07/52 4.9                        | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |   1859000 | PA      | $1700042.36   | 0.19%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORPORATION (IBM)                                | IBM CORP SR UNSECURED 11/39 5.6                        | CUSIP: 459200GS4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     29000 | PA      | $29555.48     | 0.00%             | 2039-11-30      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                           | INTL FLAVOR + FRAGRANCES SR UNSECURED 09/28 4.45       | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1338000 | PA      | $1262039.37   | 0.14%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                               | INTERSTATE POWER + LIGHT SR UNSECURED 07/39 6.25       | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8256.77      | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                               | INTERSTATE POWER + LIGHT SR UNSECURED 09/46 3.7        | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     25000 | PA      | $18249.02     | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                               | INTERSTATE POWER + LIGHT SR UNSECURED 11/51 3.1        | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     28000 | PA      | $18297.23     | 0.00%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA SR UNSECURED 144A 11/25 7          | CUSIP: 46115HBU0<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    100000 | PA      | $102097.15    | 0.01%             | 2025-11-21      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                              | INTESA SANPAOLO SPA SR UNSECURED 144A 11/33 VAR        | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    889000 | PA      | $904410.94    | 0.10%             | 2033-11-21      | Floating      | 8.25%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OPERATING PARTNERSHIP LP                                        | INVITATION HOMES OP COMPANY GUAR 08/31 2               | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |   1473000 | PA      | $1091999.43   | 0.12%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JACKSON NATIONAL LIFE GLOBAL FUNDING                                             | JACKSON NATL LIFE GLOBAL SECURED 144A 01/25 1.75       | CUSIP: 46849LUV1<br>LEI: 635400PQXLYXWJI5QD78 | Long             | DBT              | CORP              | US        |    256000 | PA      | $237786.98    | 0.03%             | 2025-01-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| JDE PEETS NV                                                                     | JDE PEET S NV COMPANY GUAR 144A 09/24 0.8              | CUSIP: 47216QAA1<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |   1728000 | PA      | $1579357.28   | 0.18%             | 2024-09-24      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| JDE PEETS NV                                                                     | JDE PEET S NV COMPANY GUAR 144A 09/31 2.25             | CUSIP: 47216QAC7<br>LEI: 724500EHG519SE5ZRT89 | Long             | DBT              | CORP              | NL        |    165000 | PA      | $125120.84    | 0.01%             | 2031-09-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL POWER & LIGHT COMPANY                                             | JERSEY CENTRAL PWR + LT SR UNSECURED 144A 04/24 4.7    | CUSIP: 476556DB8<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70040.58     | 0.01%             | 2024-04-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 01/29 VAR             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $912883.99    | 0.10%             | 2029-01-23      | Floating      | 3.51%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 01/33 VAR             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $834470.95    | 0.09%             | 2033-01-25      | Floating      | 2.96%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 01/42 5.4             | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    979000 | PA      | $964508.96    | 0.11%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 02/28 VAR             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1305000 | PA      | $1182378.27   | 0.13%             | 2028-02-24      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 03/26 VAR             | CUSIP: 46647PBH8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    989000 | PA      | $916175.75    | 0.10%             | 2026-03-13      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 04/26 VAR             | CUSIP: 46647PCZ7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    434000 | PA      | $421762.54    | 0.05%             | 2026-04-26      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 04/28 VAR             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1034000 | PA      | $989052.25    | 0.11%             | 2028-04-26      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 04/29 VAR             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46347.25     | 0.01%             | 2029-04-23      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 04/32 VAR             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4610000 | PA      | $3703928.98   | 0.41%             | 2032-04-22      | Floating      | 2.58%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 04/33 VAR             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92862.87     | 0.01%             | 2033-04-26      | Floating      | 4.59%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 06/30 VAR             | CUSIP: 46647PDF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    777000 | PA      | $732723.58    | 0.08%             | 2030-06-14      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 07/28 VAR             | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    983000 | PA      | $959825.94    | 0.11%             | 2028-07-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 07/33 VAR             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3291000 | PA      | $3143255.72   | 0.35%             | 2033-07-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 09/27 VAR             | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2131000 | PA      | $1847661.22   | 0.21%             | 2027-09-22      | Floating      | 1.47%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 10/26 2.95            | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1364000 | PA      | $1273949.33   | 0.14%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 11/26 VAR             | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88305.37     | 0.01%             | 2026-11-19      | Floating      | 1.04%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 11/31 VAR             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    214000 | PA      | $162708.02    | 0.02%             | 2031-11-19      | Floating      | 1.76%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                             | JPMORGAN CHASE + CO SR UNSECURED 12/25 VAR             | CUSIP: 46647PCT1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    408000 | PA      | $378030.88    | 0.04%             | 2025-12-10      | Floating      | 1.56%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                     | 7 ELEVEN INC SR UNSECURED 144A 02/24 0.8               | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9520.45      | 0.00%             | 2024-02-10      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                     | 7 ELEVEN INC SR UNSECURED 144A 02/26 0.95              | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1758000 | PA      | $1541562.67   | 0.17%             | 2026-02-10      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                                                     | 7 ELEVEN INC SR UNSECURED 144A 02/28 1.3               | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16609.52     | 0.00%             | 2028-02-10      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| KANSAS CITY SOUTHERN/OLD                                                         | KANSAS CITY SOUTHERN COMPANY GUAR 05/50 3.5            | CUSIP: 485170BE3<br>LEI: 5493008C12PZMWP3WY03 | Long             | DBT              | CORP              | US        |   1744000 | PA      | $1249560.08   | 0.14%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KELLOGG COMPANY                                                                  | KELLOGG CO SR UNSECURED 06/30 2.1                      | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |   2701000 | PA      | $2202085.43   | 0.24%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIE CO.                                                            | KENTUCKY UTILITIES CO 1ST MORTGAGE 11/40 5.125         | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95124.48     | 0.01%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC COMPANY GUAR 04/32 4.05           | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1619000 | PA      | $1477371.42   | 0.16%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC COMPANY GUAR 04/52 4.5            | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1340000 | PA      | $1123504.80   | 0.12%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC COMPANY GUAR 05/25 4.417          | CUSIP: 49271VAH3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     34000 | PA      | $33645.96     | 0.00%             | 2025-05-25      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                             | KEURIG DR PEPPER INC COMPANY GUAR 05/30 3.2            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    135000 | PA      | $117957.67    | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KEYSPAN GAS EAST CORPORATION                                                     | KEYSPAN GAS EAST CORP UNSECURED 144A 08/26 2.742       | CUSIP: 49338CAB9<br>LEI: K8TS3HOE1568DUBUJL44 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2147408.28   | 0.24%             | 2026-08-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| KIA CORPORATION                                                                  | KIA CORP SR UNSECURED 144A 04/24 1                     | CUSIP: 49374JAB9<br>LEI: 988400V8MJK9N7OI5X76 | Long             | DBT              | CORP              | KR        |     93000 | PA      | $87589.35     | 0.01%             | 2024-04-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC COMPANY GUAR 06/45 5.55              | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1003558.09   | 0.11%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                                | KINDER MORGAN INC COMPANY GUAR 144A 11/23 5.625        | CUSIP: 49456BAB7<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    755000 | PA      | $755623.38    | 0.08%             | 2023-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| KKR GROUP FINANCE CO X LLC                                                       | KKR GROUP FIN CO X LLC COMPANY GUAR 144A 12/51 3.25    | CUSIP: 48255BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1188000 | PA      | $756900.59    | 0.08%             | 2051-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO (AKA: HJ HEINZ CO)                                          | KRAFT HEINZ FOODS CO COMPANY GUAR 01/39 6.875          | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |   1043000 | PA      | $1136216.29   | 0.13%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KRC INTERIM CORP                                                                 | KIMCO REALTY CORP SR UNSECURED 12/31 2.25              | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    779000 | PA      | $600026.72    | 0.07%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)                                     | L3HARRIS TECH INC SR UNSECURED 06/28 4.4               | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14386.82     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP)                                     | L3HARRIS TECH INC SR UNSECURED 12/26 3.85              | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   2541000 | PA      | $2426942.21   | 0.27%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| LAFARGE SA                                                                       | LAFARGE SA SR UNSECURED 07/36 7.125                    | CUSIP: 505861AC8<br>LEI: 549300DNNL29KCEPRZ85 | Long             | DBT              | CORP              | FR        |    156000 | PA      | $166730.63    | 0.02%             | 2036-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 03/25 3.8                      | CUSIP: 00287YCX5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    312000 | PA      | $304342.29    | 0.03%             | 2025-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 03/35 4.55                     | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    674000 | PA      | $632655.22    | 0.07%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                                                                 | LAZARD GROUP LLC SR UNSECURED 02/25 3.75               | CUSIP: 52107QAG0<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |   3277000 | PA      | $3167828.91   | 0.35%             | 2025-02-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 05/26 3.2                      | CUSIP: 00287YAY5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23701.68     | 0.00%             | 2026-05-14      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 05/45 4.7                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4608000 | PA      | $4115403.23   | 0.46%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 06/24 3.85                     | CUSIP: 00287YCV9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    172000 | PA      | $169443.27    | 0.02%             | 2024-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 11/26 2.95                     | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1220111.10   | 0.14%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 11/39 4.05                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2013000 | PA      | $1731435.79   | 0.19%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                       | ABBVIE INC SR UNSECURED 11/42 4.4                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     52000 | PA      | $45343.30     | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | LEIDOS INC COMPANY GUAR 02/31 2.3                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1148000 | PA      | $882048.29    | 0.10%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                       | LEIDOS INC COMPANY GUAR 05/30 4.375                    | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1021598.05   | 0.11%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 06/52 5.5   | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |    998000 | PA      | $900556.49    | 0.10%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                                                         | LIBERTY MUTUAL GROUP INC COMPANY GUAR 144A 10/50 3.951 | CUSIP: 53079EBJ2<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2236000 | PA      | $1569214.67   | 0.17%             | 2050-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 01/27 3.75       | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2088000 | PA      | $1945237.76   | 0.22%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                         | LLOYDS BANKING GROUP PLC SR UNSECURED 07/25 VAR        | CUSIP: 53944YAL7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    724000 | PA      | $701158.64    | 0.08%             | 2025-07-09      | Floating      | 3.87%                 | No            |                  2 | On Loan: No      |
| LOWE`S COMPANIES INC                                                             | LOWE S COS INC SR UNSECURED 04/26 2.5                  | CUSIP: 548661DM6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    506000 | PA      | $472158.17    | 0.05%             | 2026-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LSEGA FINANCING PLC                                                              | LSEGA FINANCING PLC COMPANY GUAR 144A 04/28 2          | CUSIP: 50220PAC7<br>LEI: 2138009YFYTGEHZNNZ09 | Long             | DBT              | CORP              | GB        |   1129000 | PA      | $964010.99    | 0.11%             | 2028-04-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE III LLC                                                | LYB INT FINANCE III COMPANY GUAR 10/25 1.25            | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    114000 | PA      | $101811.79    | 0.01%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED                                                          | MACQUARIE GROUP LTD SR UNSECURED 144A 04/28 VAR        | CUSIP: 55608JAX6<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   1669000 | PA      | $1413067.65   | 0.16%             | 2028-04-14      | Floating      | 1.94%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LIMITED                                                          | MACQUARIE GROUP LTD SR UNSECURED 144A 11/28 VAR        | CUSIP: 55608JAK4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $55042.96     | 0.01%             | 2028-11-28      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                   | MAGALLANES INC COMPANY GUAR 144A 03/52 5.141           | CUSIP: 55903VAQ6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    386000 | PA      | $282099.34    | 0.03%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                   | WARNERMEDIA HOLDINGS INC COMPANY GUAR 144A 03/42 5.05  | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    456000 | PA      | $350492.95    | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGALLANES INC                                                                   | WARNERMEDIA HOLDINGS INC COMPANY GUAR 144A 03/62 5.391 | CUSIP: 55903VAS2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   3086000 | PA      | $2265176.80   | 0.25%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORPORATION                                                   | MANULIFE FINANCIAL CORP SR UNSECURED 03/26 4.15        | CUSIP: 56501RAC0<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   1200000 | PA      | $1170005.03   | 0.13%             | 2026-03-04      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORPORATION                                                   | MARATHON PETROLEUM CORP SR UNSECURED 04/28 3.8         | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |   2082000 | PA      | $1929875.65   | 0.21%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 04/31 2.85         | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    140000 | PA      | $113706.86    | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 06/30 4.625        | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   2646000 | PA      | $2475381.55   | 0.27%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                       | MARRIOTT INTERNATIONAL SR UNSECURED 10/33 2.75         | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76574.78     | 0.01%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH + MCLENNAN COS INC SR UNSECURED 01/47 4.35       | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    126000 | PA      | $106440.39    | 0.01%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                                   | MARSH + MCLENNAN COS INC SR UNSECURED 12/31 2.375      | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81025.14     | 0.01%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                           | MARVELL TECHNOLOGY INC COMPANY GUAR 04/28 2.45         | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $47496.06     | 0.01%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS INSTITUTE OF TECHNOLOGY                                            | MASS INSTITUTE OF TECH UNSECURED 07/16 3.885           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    172000 | PA      | $124624.72    | 0.01%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & COMPANY INCORPORATED                                                 | MCCORMICK + CO SR UNSECURED 02/26 0.9                  | CUSIP: 579780AR8<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |   1323000 | PA      | $1160329.91   | 0.13%             | 2026-02-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                                                            | MCDONALD S CORP SR UNSECURED 02/39 5.7                 | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51733.75     | 0.01%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                                                            | MCDONALD S CORP SR UNSECURED 07/27 3.5                 | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $2422982.64   | 0.27%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MCDONALDS CORPORATION                                                            | MCDONALD S CORP SR UNSECURED 12/45 4.875               | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2570000 | PA      | $2388299.64   | 0.27%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION COMPANY                                                   | MEAD JOHNSON NUTRITION C COMPANY GUAR 11/25 4.125      | CUSIP: 582839AH9<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    212000 | PA      | $207831.88    | 0.02%             | 2025-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MEIJI YASUDA LIFE INSURANCE COMPANY                                              | MEIJI YASUDA LIFE INSURA SUBORDINATED 144A 10/45 VAR   | CUSIP: 585270AA9<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | JP        |     49000 | PA      | $47513.10     | 0.01%             | 2045-10-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ FINANCE NORTH AMERICA LLC                                          | MERCEDES BENZ FIN NA COMPANY GUAR 144A 03/26 1.45      | CUSIP: 233851EC4<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |    189000 | PA      | $169271.03    | 0.02%             | 2026-03-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | MERCK + CO INC SR UNSECURED 03/29 3.4                  | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1018000 | PA      | $950539.10    | 0.11%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | MERCK + CO INC SR UNSECURED 06/27 1.7                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2622000 | PA      | $2328525.36   | 0.26%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                   | MERCK + CO INC SR UNSECURED 12/61 2.9                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1730000 | PA      | $1108239.51   | 0.12%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC)                                    | ACTIVISION BLIZZARD SR UNSECURED 09/30 1.35            | CUSIP: 00507VAP4<br>LEI: 549300TPQQDBP9GNOF40 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7837.51      | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MET TOWER GLOBAL FUNDING                                                         | MET TOWER GLOBAL FUNDING SECURED 144A 09/26 1.25       | CUSIP: 58989V2D5<br>LEI: 635400OFJCY9IOGBGY57 | Long             | DBT              | CORP              | US        |    111000 | PA      | $96773.91     | 0.01%             | 2026-09-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSECURED 08/32 3.85             | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    933000 | PA      | $823658.16    | 0.09%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSECURED 08/52 4.45             | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    933000 | PA      | $746252.38    | 0.08%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                               | META PLATFORMS INC SR UNSECURED 08/62 4.65             | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    933000 | PA      | $753533.42    | 0.08%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | METLIFE INC JR SUBORDINA 144A 04/68 9.25               | CUSIP: 59156RBS6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    219000 | PA      | $255420.41    | 0.03%             | 2068-04-08      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                                                      | METLIFE INC SR UNSECURED 07/52 5                       | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95793.55     | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| METROPOLITAN LIFE GLOBAL FUNDING I                                               | MET LIFE GLOB FUNDING I SECURED 144A 01/27 1.875       | CUSIP: 59217GER6<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3469000 | PA      | $3073412.10   | 0.34%             | 2027-01-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | MICRON TECHNOLOGY INC SR UNSECURED 02/27 4.185         | CUSIP: 595112BP7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   1231000 | PA      | $1167314.93   | 0.13%             | 2027-02-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                            | MICRON TECHNOLOGY INC SR UNSECURED 02/29 5.327         | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96196.82     | 0.01%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                            | MICROSOFT CORP SR UNSECURED 03/52 2.921                | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     60000 | PA      | $42760.35     | 0.00%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                            | MICROSOFT CORP SR UNSECURED 06/50 2.525                | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   4815000 | PA      | $3191732.39   | 0.35%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORPORATION                                                            | MICROSOFT CORP SR UNSECURED 06/60 2.675                | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    563000 | PA      | $360116.94    | 0.04%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY COMPANY                                                       | MIDAMERICAN ENERGY CO 1ST MORTGAGE 07/49 4.25          | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1448390.35   | 0.16%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI HC CAPITAL INC                                                        | MITSUBISHI HC CAPITAL SR UNSECURED 144A 09/27 5.08     | CUSIP: 60682LAH5<br>LEI: 353800MZ3QX9RLMH7B09 | Long             | DBT              | CORP              | JP        |   1955000 | PA      | $1922653.35   | 0.21%             | 2027-09-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 01/28 VAR          | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    974000 | PA      | $858646.90    | 0.10%             | 2028-01-19      | Floating      | 2.34%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 01/33 VAR          | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1009000 | PA      | $805764.74    | 0.09%             | 2033-01-19      | Floating      | 2.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 02/30 2.559        | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    560000 | PA      | $464667.65    | 0.05%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 03/26 3.85         | CUSIP: 606822AD6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    597000 | PA      | $571859.12    | 0.06%             | 2026-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/25 VAR          | CUSIP: 606822CH5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1724000 | PA      | $1707860.36   | 0.19%             | 2025-07-18      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/28 VAR          | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    460000 | PA      | $449768.81    | 0.05%             | 2028-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/29 3.195        | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    767000 | PA      | $671329.04    | 0.07%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/30 2.048        | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2260000 | PA      | $1787722.56   | 0.20%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/32 VAR          | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    164000 | PA      | $126608.91    | 0.01%             | 2032-07-20      | Floating      | 2.31%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/33 VAR          | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    784000 | PA      | $750898.02    | 0.08%             | 2033-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC (MUFG)                                        | MITSUBISHI UFJ FIN GRP SR UNSECURED 07/39 3.751        | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    120000 | PA      | $97955.98     | 0.01%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 09/27 3.17         | CUSIP: 60687YAM1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     60000 | PA      | $54582.74     | 0.01%             | 2027-09-11      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 09/28 VAR          | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1328000 | PA      | $1330518.13   | 0.15%             | 2028-09-13      | Floating      | 5.41%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP SR UNSECURED 09/33 VAR          | CUSIP: 60687YCM9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1555000 | PA      | $1547745.83   | 0.17%             | 2033-09-13      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                       | MIZUHO FINANCIAL GROUP SUBORDINATED 09/31 2.564        | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    164000 | PA      | $125360.01    | 0.01%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                                   | MONDELEZ INTL HLDINGS NE COMPANY GUAR 144A 09/24 2.25  | CUSIP: 60920LAF1<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |     26000 | PA      | $24741.67     | 0.00%             | 2024-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                                   | MONDELEZ INTL HLDINGS NE COMPANY GUAR 144A 09/25 4.25  | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |     48000 | PA      | $47370.61     | 0.01%             | 2025-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV                                   | MONDELEZ INTL HLDINGS NE COMPANY GUAR 144A 09/26 1.25  | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   1160000 | PA      | $1009750.86   | 0.11%             | 2026-09-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL SR UNSECURED 10/32 1.875        | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     85000 | PA      | $64721.50     | 0.01%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                       | MONDELEZ INTERNATIONAL SR UNSECURED 11/31 6.5          | CUSIP: 50075NAC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1472000 | PA      | $1517033.81   | 0.17%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | MOODY S CORPORATION SR UNSECURED 02/24 4.875           | CUSIP: 615369AC9<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   2343000 | PA      | $2336501.36   | 0.26%             | 2024-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | MOODY S CORPORATION SR UNSECURED 02/52 3.75            | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    172000 | PA      | $131827.40    | 0.01%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                                                              | MOODY S CORPORATION SR UNSECURED 11/61 3.1             | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $684324.96    | 0.08%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 02/26 VAR                  | CUSIP: 61747YEM3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281934.47    | 0.03%             | 2026-02-18      | Floating      | 2.63%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 04/25 VAR                  | CUSIP: 61747YEQ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    766000 | PA      | $747851.38    | 0.08%             | 2025-04-17      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 04/28 VAR                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    528000 | PA      | $502987.84    | 0.06%             | 2028-04-20      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 04/31 VAR                  | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1744396.73   | 0.19%             | 2031-04-01      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 04/32 VAR                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2624000 | PA      | $1986006.47   | 0.22%             | 2032-04-28      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 07/26 VAR                  | CUSIP: 61747YET8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1717756.56   | 0.19%             | 2026-07-17      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 07/33 VAR                  | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $1490018.40   | 0.17%             | 2033-07-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                   | MORGAN STANLEY SR UNSECURED 10/32 VAR                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    119000 | PA      | $93443.37     | 0.01%             | 2032-10-20      | Floating      | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DOMESTIC HOLDINGS INC                                             | MORGAN STANLEY DOM HOLD COMPANY GUAR 06/28 4.5         | CUSIP: 269246BS2<br>LEI: 549300RJIC678ZPVWG08 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1948675.98   | 0.22%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | MOTOROLA SOLUTIONS INC SR UNSECURED 05/31 2.75         | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    146000 | PA      | $117085.32    | 0.01%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | MOTOROLA SOLUTIONS INC SR UNSECURED 09/44 5.5          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1231847.91   | 0.14%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                           | MOTOROLA SOLUTIONS INC SR UNSECURED 11/30 2.3          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    362000 | PA      | $283887.75    | 0.03%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 02/49 5.5                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    122000 | PA      | $107806.59    | 0.01%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 03/27 4.125                       | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   2261000 | PA      | $2138886.92   | 0.24%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 03/47 5.2                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    889000 | PA      | $758550.30    | 0.08%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 03/52 4.95                        | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    663000 | PA      | $544721.63    | 0.06%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 04/48 4.7                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31741.03     | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP SR UNSECURED 07/23 4.5                         | CUSIP: 55336VAE0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59770.24     | 0.01%             | 2023-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)                                   | AEP TEXAS INC SR UNSECURED 01/50 3.45                  | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    851000 | PA      | $605078.65    | 0.07%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)                                   | AEP TEXAS INC SR UNSECURED 05/32 4.7                   | CUSIP: 00108WAP5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96092.18     | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                  | NATIONAL AUSTRALIA BANK SUBORDINATED 144A 01/37 VAR    | CUSIP: 632525BB6<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $38149.99     | 0.00%             | 2037-01-12      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BANK LIMITED                                                  | NATIONAL AUSTRALIA BANK SUBORDINATED 144A 05/31 2.99   | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |    100000 | PA      | $78509.97     | 0.01%             | 2031-05-21      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC (AKA: CENTRAL & SOUTH WEST CORP)                                   | AEP TEXAS INC SR UNSECURED 05/52 5.25                  | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96222.84     | 0.01%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                         | NATIONAL RURAL UTIL COOP COLLATERAL T 11/48 4.4        | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1330748.92   | 0.15%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORPORATION                         | NATIONAL RURAL UTIL COOP SR UNSECURED 10/25 5.45       | CUSIP: 63743HFF4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     47000 | PA      | $47612.81     | 0.01%             | 2025-10-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 02/28 VAR    | CUSIP: 63861VAF4<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $44019.08     | 0.00%             | 2028-02-16      | Floating      | 2.97%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE BUILDING SOCIETY                                                      | NATIONWIDE BLDG SOCIETY SR UNSECURED 144A 07/30 VAR    | CUSIP: 63861VAE7<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   1563000 | PA      | $1356409.02   | 0.15%             | 2030-07-18      | Floating      | 3.96%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURANCE COMPANY                                              | NATIONWIDE MUTUAL INSURA SUBORDINATED 144A 04/44 4.95  | CUSIP: 638671AL1<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     54000 | PA      | $45255.50     | 0.01%             | 2044-04-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE MUTUAL INSURANCE COMPANY                                              | NATIONWIDE MUTUAL INSURA SUBORDINATED 144A 04/50 4.35  | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |   2172000 | PA      | $1632883.38   | 0.18%             | 2050-04-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC SR UNSECURED 03/25 VAR               | CUSIP: 780097BK6<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    947000 | PA      | $926501.34    | 0.10%             | 2025-03-22      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC SR UNSECURED 05/29 VAR               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   3408000 | PA      | $3230759.91   | 0.36%             | 2029-05-18      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 01/32 3.3        | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    502000 | PA      | $393671.76    | 0.04%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                | NATWEST GROUP PLC SUBORDINATED 11/35 VAR               | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    248000 | PA      | $183103.61    | 0.02%             | 2035-11-28      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 07/23 4.125      | CUSIP: 00774MAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     60000 | PA      | $59587.21     | 0.01%             | 2023-07-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC SR UNSECURED 02/25 5.875                   | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50711.50     | 0.01%             | 2025-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC SR UNSECURED 04/28 4.875                   | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2672000 | PA      | $2586058.78   | 0.29%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC SR UNSECURED 11/26 4.375                   | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     28000 | PA      | $26998.16     | 0.00%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC SR UNSECURED 144A 06/25 3.625              | CUSIP: 64110LAY2<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1463000 | PA      | $1403090.15   | 0.16%             | 2025-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                                      | NETFLIX INC SR UNSECURED 144A 11/29 5.375              | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    164000 | PA      | $159371.10    | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/25 4.45       | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    706000 | PA      | $679396.81    | 0.08%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/26 2.45       | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3237000 | PA      | $2834763.94   | 0.31%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/33 3.4        | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    146000 | PA      | $111092.50    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                        | AERCAP IRELAND CAP/GLOBA COMPANY GUAR 10/41 3.85       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     63000 | PA      | $44763.39     | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AES CORPORATION                                                                  | AES CORP/THE SR UNSECURED 01/31 2.45                   | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1156000 | PA      | $922327.48    | 0.10%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FUNDING                                                     | NEW YORK LIFE GLOBAL FDG SECURED 144A 07/26 2.35       | CUSIP: 64952WCH4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92129.16     | 0.01%             | 2026-07-14      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE COMPANY                                                  | NEW YORK LIFE INSURANCE SUBORDINATED 144A 05/50 3.75   | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    135000 | PA      | $103894.29    | 0.01%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE COMPANY                                                  | NEW YORK LIFE INSURANCE SUBORDINATED 144A 05/69 4.45   | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    172000 | PA      | $142583.68    | 0.02%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE COMPANY                                                  | NEW YORK LIFE INSURANCE SUBORDINATED 144A 11/39 6.75   | CUSIP: 64952GAF5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |    748000 | PA      | $837187.66    | 0.09%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK ST ELECTRIC & GAS CORP                                                  | NY STATE ELECTRIC + GAS SR UNSECURED 144A 10/31 2.15   | CUSIP: 649840CT0<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78183.73     | 0.01%             | 2031-10-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                                                        | AETNA INC SR UNSECURED 08/47 3.875                     | CUSIP: 00817YAZ1<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $805200.03    | 0.09%             | 2047-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 06/28 1.9          | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51333.42     | 0.01%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 11/29 2.75         | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3533000 | PA      | $3063631.80   | 0.34%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                              | NEXTERA ENERGY CAPITAL COMPANY GUAR 12/77 VAR          | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    570000 | PA      | $466466.96    | 0.05%             | 2077-12-01      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                         | AGILENT TECHNOLOGIES INC SR UNSECURED 03/31 2.3        | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8087.82      | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                    | NIPPON LIFE INSURANCE SUBORDINATED 144A 01/50 VAR      | CUSIP: 654579AG6<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |   1002000 | PA      | $851910.56    | 0.09%             | 2050-01-23      | Floating      | 3.40%                 | No            |                  2 | On Loan: —       |
| NIPPON LIFE INSURANCE COMPANY                                                    | NIPPON LIFE INSURANCE SUBORDINATED 144A 09/51 VAR      | CUSIP: 654579AK7<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    499000 | PA      | $400382.16    | 0.04%             | 2051-09-16      | Floating      | 2.90%                 | No            |                  2 | On Loan: No      |
| NIPPON LIFE INSURANCE COMPANY                                                    | NIPPON LIFE INSURANCE SUBORDINATED 144A 10/44 VAR      | CUSIP: 654579AD3<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |    259000 | PA      | $253411.92    | 0.03%             | 2044-10-16      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                     | NISOURCE INC SR UNSECURED 08/25 0.95                   | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9024.44      | 0.00%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 03/26 2      | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    502000 | PA      | $432247.33    | 0.05%             | 2026-03-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/24 1.125  | CUSIP: 65480CAB1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91182.61     | 0.01%             | 2024-09-16      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/26 1.85   | CUSIP: 65480CAC9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104505.68    | 0.01%             | 2026-09-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                              | NISSAN MOTOR ACCEPTANCE SR UNSECURED 144A 09/28 2.45   | CUSIP: 65480CAD7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77877.93     | 0.01%             | 2028-09-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO SR UNSECURED 144A 09/23 3.043          | CUSIP: 654744AA9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    171000 | PA      | $167588.35    | 0.02%             | 2023-09-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                              | NISSAN MOTOR CO SR UNSECURED 144A 09/25 3.522          | CUSIP: 654744AB7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    128000 | PA      | $119024.27    | 0.01%             | 2025-09-17      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 01/25 2.648           | CUSIP: 65535HAP4<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2375000 | PA      | $2244243.85   | 0.25%             | 2025-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                              | NOMURA HOLDINGS INC SR UNSECURED 01/27 2.329           | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   2625000 | PA      | $2301598.40   | 0.26%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NONGHYUP BANK                                                                    | NONGHYUP BANK SR UNSECURED 144A 07/25 1.25             | CUSIP: 65540JAE8<br>LEI: 988400GSDJCW3LKJBD20 | Long             | DBT              | CORP              | KR        |     37000 | PA      | $33490.39     | 0.00%             | 2025-07-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                  | NORDEA BANK ABP SR UNSECURED 144A 09/26 1.5            | CUSIP: 65559CAE1<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |     55000 | PA      | $47562.80     | 0.01%             | 2026-09-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORPORATION                                                     | NORFOLK SOUTHERN CORP SR UNSECURED 05/25 5.59          | CUSIP: 655844AW8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |   1202000 | PA      | $1214143.61   | 0.13%             | 2025-05-17      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                             | NORINCHUKIN BANK SR UNSECURED 144A 09/27 4.867         | CUSIP: 656029AJ4<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |   1050000 | PA      | $1039966.46   | 0.12%             | 2027-09-14      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| NORINCHUKIN BANK LTD                                                             | NORINCHUKIN BANK SR UNSECURED 144A 09/32 5.071         | CUSIP: 656029AK1<br>LEI: 5493007VSMFZCPV1NB83 | Long             | DBT              | CORP              | JP        |     47000 | PA      | $46052.16     | 0.01%             | 2032-09-14      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| NORTHERN STATES POWER COMPANY OF MINNESOTA                                       | NORTHERN STATES PWR MINN 1ST MORTGAGE 03/50 2.9        | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |       500 | PA      | $344.37       | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORPORATION                                                     | NORTHROP GRUMMAN CORP SR UNSECURED 04/45 3.85          | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160465.27    | 0.02%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORPORATION                                                     | NOVARTIS CAPITAL CORP COMPANY GUAR 02/27 2             | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45547.54     | 0.01%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC COMPANY                                                           | NSTAR ELECTRIC CO SR UNSECURED 03/44 4.4               | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     43000 | PA      | $37871.17     | 0.00%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORPORATION                                                          | NTT FINANCE CORP COMPANY GUAR 144A 04/26 1.162         | CUSIP: 62954WAC9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    120000 | PA      | $106260.73    | 0.01%             | 2026-04-03      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| NUVEEN FINANCE LLC                                                               | NUVEEN FINANCE LLC SR UNSECURED 144A 11/24 4.125       | CUSIP: 87246YAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1256644.11   | 0.14%             | 2024-11-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 01/33 5            | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $94744.00     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/27 3.15         | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    132000 | PA      | $119930.41    | 0.01%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 05/31 2.5          | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1332000 | PA      | $1064243.16   | 0.12%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/27 4.4          | CUSIP: 62954HBE7<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    100000 | PA      | $95999.26     | 0.01%             | 2027-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP FUNDING LLC / NXP USA INC                                           | NXP BV/NXP FDG/NXP USA COMPANY GUAR 06/29 4.3          | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    132000 | PA      | $123347.55    | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LIMITED                                                                | AIRCASTLE LTD SR UNSECURED 06/26 4.25                  | CUSIP: 00928QAS0<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9416.65      | 0.00%             | 2026-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                      | AKER BP ASA COMPANY GUAR 144A 07/26 2                  | CUSIP: 55037AAA6<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |    136000 | PA      | $120297.23    | 0.01%             | 2026-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AKER BP ASA                                                                      | AKER BP ASA COMPANY GUAR 144A 07/31 3.1                | CUSIP: 55037AAB4<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | NO        |     80000 | PA      | $65808.17     | 0.01%             | 2031-07-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                                                | OKLAHOMA G+E CO SR UNSECURED 03/44 4.55                | CUSIP: 678858BP5<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24854.13     | 0.00%             | 2044-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA GAS AND ELECTRIC COMPANY                                                | OKLAHOMA G+E CO SR UNSECURED 04/47 4.15                | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7989.28      | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                            | ALABAMA POWER CO SR UNSECURED 09/27 3.75               | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    460000 | PA      | $441515.25    | 0.05%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                            | ALABAMA POWER CO SR UNSECURED 09/32 3.94               | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    460000 | PA      | $423856.59    | 0.05%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                              | ONCOR ELECTRIC DELIVERY SR SECURED 09/49 3.1           | CUSIP: 68233JBR4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    172000 | PA      | $122562.83    | 0.01%             | 2049-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 07/28 4.55                      | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    744000 | PA      | $703680.16    | 0.08%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 07/48 5.2                       | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1639000 | PA      | $1372633.31   | 0.15%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 09/29 3.4                       | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    816000 | PA      | $706950.94    | 0.08%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                        | ONEOK INC COMPANY GUAR 11/32 6.1                       | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003017.56   | 0.11%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                                                                | ONEOK PARTNERS LP COMPANY GUAR 09/23 5                 | CUSIP: 68268NAL7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    157000 | PA      | $156867.19    | 0.02%             | 2023-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORPORATION                                                            | OPEN TEXT CORP SR SECURED 144A 12/27 6.9               | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1035000 | PA      | $1036345.50   | 0.12%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 03/28 2.3                     | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1423370.94   | 0.16%             | 2028-03-25      | Fixed         | 2.30%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 03/51 3.95                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3586000 | PA      | $2570519.57   | 0.29%             | 2051-03-25      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 05/45 4.125                   | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2752000 | PA      | $2086909.88   | 0.23%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ORACLE CORPORATION                                                               | ORACLE CORP SR UNSECURED 07/40 5.375                   | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     60000 | PA      | $55310.90     | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                                       | OTIS WORLDWIDE CORP SR UNSECURED 02/30 2.565           | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8424.18      | 0.00%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORPORATION                                                       | OTIS WORLDWIDE CORP SR UNSECURED 04/25 2.056           | CUSIP: 68902VAH0<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     35000 | PA      | $32776.29     | 0.00%             | 2025-04-05      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| OVERSEA-CHINESE BANKING CORP                                                     | OVERSEA CHINESE BANKING SUBORDINATED 144A 09/30 VAR    | CUSIP: 69033CAD1<br>LEI: 5493007O3QFXCPOGWK22 | Long             | DBT              | CORP              | SG        |    274000 | PA      | $246130.09    | 0.03%             | 2030-09-10      | Floating      | 1.83%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING INC                                                                | OWENS CORNING SR UNSECURED 08/26 3.4                   | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93482.51     | 0.01%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORPORATION                                                     | OWL ROCK CAPITAL CORP SR UNSECURED 01/26 4.25          | CUSIP: 69121KAD6<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9190.80      | 0.00%             | 2026-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORPORATION                                                     | OWL ROCK CAPITAL CORP SR UNSECURED 06/28 2.875         | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    157000 | PA      | $123520.96    | 0.01%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| OWL ROCK CAPITAL CORPORATION                                                     | OWL ROCK CAPITAL CORP SR UNSECURED 07/26 3.4           | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    126000 | PA      | $110165.81    | 0.01%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 02/31 2.5          | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15563.33     | 0.00%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALCON FINANCE CORPORATION                                                        | ALCON FINANCE CORP COMPANY GUAR 144A 05/30 2.6         | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |    973000 | PA      | $828823.98    | 0.09%             | 2030-05-27      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/27 5.45         | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    278000 | PA      | $274584.23    | 0.03%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 06/32 5.9          | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97869.75     | 0.01%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/25 3.45         | CUSIP: 694308JL2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    127500 | PA      | $120816.60    | 0.01%             | 2025-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/28 3.75         | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    179500 | PA      | $159537.45    | 0.02%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/30 4.55         | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    102500 | PA      | $93145.83     | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 07/50 4.95         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    102500 | PA      | $79860.64     | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE EQUITIES INC                                              | ALEXANDRIA REAL ESTATE E COMPANY GUAR 02/33 1.875      | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |   2550000 | PA      | $1903052.76   | 0.21%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/28 4.65         | CUSIP: 694308JC2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47907.38     | 0.01%             | 2028-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 08/40 3.3          | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $102071.73    | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC 1ST MORTGAGE 12/47 3.95         | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1079000 | PA      | $735731.04    | 0.08%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS AND ELECTRIC COMPANY                                                 | PACIFIC GAS + ELECTRIC SR SECURED 06/31 3.25           | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1423439.60   | 0.16%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFE GLOBAL FUNDING II                                                   | PACIFIC LIFE GF II SECURED 144A 09/28 1.6              | CUSIP: 6944PL2H1<br>LEI: 6354003EUPCHXTWUU869 | Long             | DBT              | CORP              | US        |   3270000 | PA      | $2651850.42   | 0.29%             | 2028-09-21      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC LIFECORP                                                                 | PACIFIC LIFECORP SR UNSECURED 144A 09/52 5.4           | CUSIP: 694476AF9<br>LEI: VFN8KLUEIK7XMVX1JM30 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $986575.83    | 0.11%             | 2052-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                       | PACIFICORP 1ST MORTGAGE 02/50 4.15                     | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     70000 | PA      | $57787.92     | 0.01%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PANASONIC HOLDINGS CORPORATION                                                   | PANASONIC HOLDINGS CORP SR UNSECURED 144A 07/24 2.679  | CUSIP: 69832AAB2<br>LEI: 254900GE1G59KGWPHX32 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $47899.94     | 0.01%             | 2024-07-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                                 | PARAMOUNT GLOBAL SR UNSECURED 05/25 4.75               | CUSIP: 92556HAA5<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    478000 | PA      | $471013.81    | 0.05%             | 2025-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LIMITED                                                    | ALIBABA GROUP HOLDING SR UNSECURED 06/23 2.8           | CUSIP: 01609WAS1<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    182000 | PA      | $179946.27    | 0.02%             | 2023-06-06      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LIMITED                                                    | ALIBABA GROUP HOLDING SR UNSECURED 11/24 3.6           | CUSIP: 01609WAQ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1414000 | PA      | $1368087.36   | 0.15%             | 2024-11-28      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LIMITED                                                    | ALIBABA GROUP HOLDING SR UNSECURED 12/27 3.4           | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |   1208000 | PA      | $1113258.83   | 0.12%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING LIMITED                                                    | ALIBABA GROUP HOLDING SR UNSECURED 12/57 4.4           | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    458000 | PA      | $352107.04    | 0.04%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORPORATION                                                            | ALLEGHANY CORP SR UNSECURED 08/51 3.25                 | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |   2324000 | PA      | $1646319.72   | 0.18%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PAYPAL HOLDINGS INC SR UNSECURED 06/50 3.25            | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $983718.87    | 0.11%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                                              | PAYPAL HOLDINGS INC SR UNSECURED 10/29 2.85            | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    135000 | PA      | $117885.37    | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ALLEGION PUBLIC LIMITED COMPANY                                                  | ALLEGION PLC COMPANY GUAR 10/29 3.5                    | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     54000 | PA      | $46645.80     | 0.01%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                    | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 06/26 1.7   | CUSIP: 709599BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $1751.96      | 0.00%             | 2026-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                    | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/25 1.2   | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    258000 | PA      | $227270.45    | 0.03%             | 2025-11-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP                                    | PENSKE TRUCK LEASING/PTL SR UNSECURED 144A 11/26 3.4   | CUSIP: 709599AW4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $114843.02    | 0.01%             | 2026-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC SR UNSECURED 02/26 2.85                    | CUSIP: 713448DF2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    126000 | PA      | $119813.43    | 0.01%             | 2026-02-24      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC SR UNSECURED 07/32 3.9                     | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   3005000 | PA      | $2842654.88   | 0.32%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                                                      | PEPSICO INC SR UNSECURED 07/45 4.6                     | CUSIP: 713448CZ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $993842.47    | 0.11%             | 2045-07-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PERSEROAN (PERSERO) PT PERUSAHAAN LISTRIK NEGARA                      | PERUSAHAAN LISTRIK NEGAR SR UNSECURED 144A 06/50 4     | CUSIP: 71568PAP4<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    842000 | PA      | $604132.30    | 0.07%             | 2050-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 02/26 2.75         | CUSIP: 718172BT5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    172000 | PA      | $161308.95    | 0.02%             | 2026-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 05/38 6.375        | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    643000 | PA      | $687296.24    | 0.08%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 08/25 3.375        | CUSIP: 718172BQ1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    187000 | PA      | $179773.12    | 0.02%             | 2025-08-11      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 08/42 3.875        | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    655000 | PA      | $499890.05    | 0.06%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 11/23 3.6          | CUSIP: 718172BE8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    606000 | PA      | $599376.39    | 0.07%             | 2023-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 11/25 5            | CUSIP: 718172CU1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502802.23    | 0.06%             | 2025-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 11/29 5.625        | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508413.75    | 0.06%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 11/30 1.75         | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    214000 | PA      | $168076.68    | 0.02%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                                  | PHILIP MORRIS INTL INC SR UNSECURED 11/32 5.75         | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511279.12    | 0.06%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSECURED 05/24 3.875            | CUSIP: 02005NBH2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38957.46     | 0.00%             | 2024-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 COMPANY                                                              | PHILLIPS 66 CO COMPANY GUAR 144A 12/24 2.45            | CUSIP: 718547AA0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2086927.61   | 0.23%             | 2024-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSECURED 05/25 5.8              | CUSIP: 02005NBJ8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129434.42    | 0.01%             | 2025-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                                 | PIEDMONT NATURAL GAS CO SR UNSECURED 06/29 3.5         | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    610000 | PA      | $560312.67    | 0.06%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                               | ALLY FINANCIAL INC SR UNSECURED 10/23 1.45             | CUSIP: 02005NBL3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    478000 | PA      | $463518.24    | 0.05%             | 2023-10-02      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL CORPORATION                                                | PINNACLE WEST CAPITAL SR UNSECURED 06/25 1.3           | CUSIP: 723484AH4<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45568.68     | 0.01%             | 2025-06-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCES COMPANY                                                | PIONEER NATURAL RESOURCE SR UNSECURED 01/26 1.125      | CUSIP: 723787AT4<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    135000 | PA      | $120472.81    | 0.01%             | 2026-01-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                               | PLAINS ALL AMER PIPELINE SR UNSECURED 06/42 5.15       | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $460215.26    | 0.05%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP                               | PLAINS ALL AMER PIPELINE SR UNSECURED 12/29 3.55       | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    133000 | PA      | $115607.82    | 0.01%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                                                                      | PNC BANK NA SUBORDINATED 07/23 3.8                     | CUSIP: 69349LAM0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   1333000 | PA      | $1324172.25   | 0.15%             | 2023-07-25      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                     | ALPHABET INC SR UNSECURED 08/25 0.45                   | CUSIP: 02079KAH0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    395000 | PA      | $356957.70    | 0.04%             | 2025-08-15      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| PRICOA GLOBAL FUNDING I                                                          | PRICOA GLOBAL FUNDING 1 SECURED 144A 09/25 0.8         | CUSIP: 74153WCM9<br>LEI: 635400IBXEBMD9ADYA79 | Long             | DBT              | CORP              | US        |    768000 | PA      | $687952.89    | 0.08%             | 2025-09-01      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                 | PRINCIPAL LFE GLB FND II SECURED 144A 01/25 1.375      | CUSIP: 74256LET2<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1482000 | PA      | $1372390.46   | 0.15%             | 2025-01-10      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LIFE GLOBAL FUNDING II                                                 | PRINCIPAL LFE GLB FND II SR SECURED 144A 04/26 3       | CUSIP: 74256LAU3<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1259000 | PA      | $1169485.13   | 0.13%             | 2026-04-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                      | PROLOGIS LP SR UNSECURED 09/28 4                       | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1867000 | PA      | $1775086.96   | 0.20%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | PROSUS NV SR UNSECURED 144A 01/30 3.68                 | CUSIP: 74365PAA6<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    417000 | PA      | $347579.76    | 0.04%             | 2030-01-21      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| PROSUS NV                                                                        | PROSUS NV SR UNSECURED 144A 01/32 4.193                | CUSIP: 74365PAH1<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | DBT              | CORP              | NL        |    185000 | PA      | $153616.86    | 0.02%             | 2032-01-19      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                   | PROTECTIVE LIFE GLOBAL SECURED 144A 01/25 1.646        | CUSIP: 74368CBJ2<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |    819000 | PA      | $757008.12    | 0.08%             | 2025-01-13      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL FUNDING                                                   | PROTECTIVE LIFE GLOBAL SECURED 144A 09/26 1.303        | CUSIP: 74368CBH6<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1074000 | PA      | $932640.10    | 0.10%             | 2026-09-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | PRUDENTIAL FINANCIAL INC SR UNSECURED 03/40 3          | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    172000 | PA      | $128624.22    | 0.01%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                         | PRUDENTIAL FINANCIAL INC SR UNSECURED 12/47 3.905      | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    135000 | PA      | $108160.50    | 0.01%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                                                   | PRUDENTIAL PLC SR UNSECURED 03/32 3.625                | CUSIP: 74435KAB1<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |    824000 | PA      | $721585.88    | 0.08%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL PLC                                                                   | PRUDENTIAL PLC SR UNSECURED 04/30 3.125                | CUSIP: 74435KAA3<br>LEI: 5493001Z3ZE83NGK8Y12 | Long             | DBT              | CORP              | GB        |    397000 | PA      | $346669.42    | 0.04%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| PT BANTEN (LLPL CAPITAL PTE LTD)                                                 | LLPL CAPITAL PTE LTD SR SECURED 144A 02/39 6.875       | CUSIP: 50201PAA4<br>LEI: 254900VXZ8FXTUQNON22 | Long             | DBT              | CORP              | SG        |    324216 | PA      | $286334.60    | 0.03%             | 2039-02-04      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                           | PERTAMINA PERSERO PT SR UNSECURED 144A 05/23 4.3       | CUSIP: 69369EAE9<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    249000 | PA      | $247132.50    | 0.03%             | 2023-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PT PERTAMINA (PERSERO)                                                           | PERTAMINA PERSERO PT SR UNSECURED 144A 05/42 6         | CUSIP: 69369EAD1<br>LEI: 254900NDAKGNZ2IBBL45 | Long             | DBT              | CORP              | ID        |    501000 | PA      | $481252.21    | 0.05%             | 2042-05-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                               | PUBLIC SERVICE COLORADO 1ST MORTGAGE 06/46 3.55        | CUSIP: 744448CM1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     52000 | PA      | $38404.90     | 0.00%             | 2046-06-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC (AKA: PSEG INC)                              | PUBLIC SERVICE ENTERPRIS SR UNSECURED 08/25 0.8        | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1227382.04   | 0.14%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                           | PUGET SOUND ENERGY INC SR SECURED 03/40 5.795          | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30192.19     | 0.00%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | QORVO INC COMPANY GUAR 10/29 4.375                     | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44301.25     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                                                        | QORVO INC COMPANY GUAR 144A 12/24 1.75                 | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47957.00     | 0.01%             | 2024-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                                            | QUALCOMM INC SR UNSECURED 05/33 5.4                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $1144788.49   | 0.13%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INCORPORATED                                                            | QUALCOMM INC SR UNSECURED 05/53 6                      | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   1035000 | PA      | $1105823.92   | 0.12%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | QUANTA SERVICES INC SR UNSECURED 01/32 2.35            | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |   1928500 | PA      | $1469147.35   | 0.16%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                              | QUANTA SERVICES INC SR UNSECURED 10/30 2.9             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     56000 | PA      | $46173.38     | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                    | AMAZON.COM INC SR UNSECURED 04/62 4.1                  | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     60000 | PA      | $49877.03     | 0.01%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                    | AMAZON.COM INC SR UNSECURED 05/31 2.1                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3205000 | PA      | $2625512.64   | 0.29%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                    | AMAZON.COM INC SR UNSECURED 05/51 3.1                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    140000 | PA      | $100408.05    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| RAS LAFFAN LIQUEFIED NATURAL GAS CO LTD III                                      | RAS LAFFAN LNG 3 SR SECURED 144A 09/27 5.838           | CUSIP: 75405UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | QA        |    407964 | PA      | $411105.63    | 0.05%             | 2027-09-30      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                    | AMAZON.COM INC SR UNSECURED 05/61 3.25                 | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    143000 | PA      | $98647.60     | 0.01%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                | RAYTHEON TECH CORP SR UNSECURED 09/31 1.9              | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     59000 | PA      | $46471.12     | 0.01%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| RAYTHEON TECHNOLOGIES CORPORATION                                                | RAYTHEON TECH CORP SR UNSECURED 12/43 4.8              | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   2496000 | PA      | $2296059.99   | 0.25%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                    | AMAZON.COM INC SR UNSECURED 06/60 2.7                  | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $613823.15    | 0.07%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMAZONCOM INC                                                                    | AMAZON.COM INC SR UNSECURED 08/37 3.875                | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1752000 | PA      | $1559143.97   | 0.17%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                        | REALTY INCOME CORP SR UNSECURED 01/28 3.4              | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    553000 | PA      | $510177.59    | 0.06%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORPORATION                                                        | REALTY INCOME CORP SR UNSECURED 01/31 3.25             | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    132000 | PA      | $114794.68    | 0.01%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                                                               | REGENCY CENTERS LP COMPANY GUAR 09/29 2.95             | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $908693.24    | 0.10%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                                | AMCOR FLEXIBLES NORTH AM COMPANY GUAR 05/31 2.69       | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     40000 | PA      | $32599.28     | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GROUP OF AMERICA INCORPORATED                                        | REINSURANCE GRP OF AMER SR UNSECURED 09/26 3.95        | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1075109.88   | 0.12%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LIMITED                                                      | RELIANCE INDUSTRIES LTD SR UNSECURED 144A 01/25 4.125  | CUSIP: 759470AQ0<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |    259000 | PA      | $251587.50    | 0.03%             | 2025-01-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| RELIANCE INDUSTRIES LIMITED                                                      | RELIANCE INDUSTRIES LTD SR UNSECURED 144A 01/52 3.625  | CUSIP: 759470BD8<br>LEI: 5493003UOETFYRONLG31 | Long             | DBT              | CORP              | IN        |   1812000 | PA      | $1192490.32   | 0.13%             | 2052-01-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| RELIANCE STANDARD LIFE GLOBAL FUNDING II                                         | RELIANCE STAND LIFE II SECURED 144A 09/26 1.512        | CUSIP: 75951AAQ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    157000 | PA      | $136425.29    | 0.02%             | 2026-09-28      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| AMEREN CORPORATION                                                               | AMEREN CORP SR UNSECURED 01/31 3.5                     | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1275414.05   | 0.14%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC)                                | RELX CAPITAL INC COMPANY GUAR 03/29 4                  | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   2169000 | PA      | $2013214.29   | 0.22%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC (AKA: REED ELSEVIER CAPITAL INC)                                | RELX CAPITAL INC COMPANY GUAR 05/30 3                  | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    527000 | PA      | $450288.93    | 0.05%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS COMPANY                                                          | AMEREN ILLINOIS CO SR SECURED 12/43 4.8                | CUSIP: 02361DAM2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     51000 | PA      | $44596.72     | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORPORATION                                                  | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/24 1.543 | CUSIP: 75972BAA9<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |    652000 | PA      | $598211.34    | 0.07%             | 2024-11-26      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| RENESAS ELECTRONICS CORPORATION                                                  | RENESAS ELECTRONICS CORP SR UNSECURED 144A 11/26 2.17  | CUSIP: 75972BAB7<br>LEI: 5299000EPC47VJQOFB81 | Long             | DBT              | CORP              | JP        |   1707000 | PA      | $1465248.14   | 0.16%             | 2026-11-25      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                            | REPUBLIC SERVICES INC SR UNSECURED 11/27 3.375         | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1389000 | PA      | $1296526.87   | 0.14%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALTY LP                                                     | REXFORD INDUSTRIAL REALT COMPANY GUAR 09/31 2.15       | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |   1756500 | PA      | $1350217.90   | 0.15%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                                                            | REYNOLDS AMERICAN INC COMPANY GUAR 06/25 4.45          | CUSIP: 761713BG0<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |   1943000 | PA      | $1902560.94   | 0.21%             | 2025-06-12      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| RGA GLOBAL FUNDING                                                               | RGA GLOBAL FUNDING SR SECURED 144A 11/26 2             | CUSIP: 76209PAA1<br>LEI: 549300Y22K5FOEBMSK42 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46969.47     | 0.01%             | 2026-11-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                        | ROGERS COMMUNICATIONS IN COMPANY GUAR 03/44 5          | CUSIP: 775109BB6<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $43055.03     | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                             | ROYAL BANK OF CANADA SR UNSECURED 05/27 3.625          | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $47598.30     | 0.01%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | ROYALTY PHARMA PLC COMPANY GUAR 09/23 0.75             | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $96904.63     | 0.01%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                               | ROYALTY PHARMA PLC COMPANY GUAR 09/40 3.3              | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     64000 | PA      | $44643.92     | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)                                  | S+P GLOBAL INC COMPANY GUAR 144A 05/29 4.25            | CUSIP: 78409VAZ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1882000 | PA      | $1800457.31   | 0.20%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC (AKA: MCGRAW HILL FINANCIAL INC)                                  | S+P GLOBAL INC COMPANY GUAR 144A 08/28 4.75            | CUSIP: 78409VAY0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1110150.05   | 0.12%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                     | SABINE PASS LIQUEFACTION SR SECURED 05/30 4.5          | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    122000 | PA      | $113373.56    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION LLC                                                     | SABINE PASS LIQUEFACTION SR SECURED 144A 09/37 5.9     | CUSIP: 785592AY2<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46167.19     | 0.01%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                                                             | SABRA HEALTH CARE LP COMPANY GUAR 12/31 3.2            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    286000 | PA      | $213456.63    | 0.02%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                                 | SAN DIEGO G + E SR SECURED 10/30 1.7                   | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7930.64      | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSECURED 01/26 4.3                 | CUSIP: 80007RAK1<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     41000 | PA      | $37890.19     | 0.00%             | 2026-01-08      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSECURED 03/27 2.8                 | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $364560.75    | 0.04%             | 2027-03-08      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                                                                  | SANDS CHINA LTD SR UNSECURED 03/29 3.35                | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    286000 | PA      | $234037.25    | 0.03%             | 2029-03-08      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA SR UNSECURED 01/28 VAR          | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    515000 | PA      | $442544.43    | 0.05%             | 2028-01-06      | Floating      | 2.49%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                       | SANTANDER HOLDINGS USA SR UNSECURED 07/25 4.5          | CUSIP: 80282KAE6<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1533427.68   | 0.17%             | 2025-07-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                                  | SANTANDER UK GROUP HLDGS SR UNSECURED 06/27 VAR        | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2458000 | PA      | $2092854.05   | 0.23%             | 2027-06-14      | Floating      | 1.67%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                               | SANTOS FINANCE LTD COMPANY GUAR 144A 04/31 3.649       | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |   1467000 | PA      | $1167434.99   | 0.13%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL COMPANY (SAUDI ARAMCO)                                         | SAUDI ARABIAN OIL CO SR UNSECURED 144A 11/70 3.5       | CUSIP: 80414L2M6<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1613000 | PA      | $1101714.49   | 0.12%             | 2070-11-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SAUDI ELECTRICITY GLOBAL SUKUK COMPANY - 3                                       | SAUDI ELEC GLOBAL SUKUK SR UNSECURED 144A 04/44 5.5    | CUSIP: 80413MAB0<br>LEI: 549300BJ6IA5S2UFVN71 | Long             | DBT              | CORP              | KY        |    367000 | PA      | $381285.84    | 0.04%             | 2044-04-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                              | AMERICAN ELECTRIC POWER JR SUBORDINA 03/24 2.031       | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     60000 | PA      | $57879.09     | 0.01%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                              | AMERICAN ELECTRIC POWER SR UNSECURED 03/30 2.3         | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82389.97     | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SCENTRE MANAGEMENT LTD (SCENTRE GROUP TRUST 1/SCENTRE GROUP TRUST 2)             | SCENTRE GROUP TRUST 1/2 COMPANY GUAR 144A 02/25 3.5    | CUSIP: 806213AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     50000 | PA      | $47892.05     | 0.01%             | 2025-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SEAGATE HDD CAYMAN                                                               | SEAGATE HDD CAYMAN COMPANY GUAR 06/29 4.091            | CUSIP: 81180WBC4<br>LEI: 529900BD50TRWEG1SF63 | Long             | DBT              | CORP              | KY        |   1071000 | PA      | $889452.35    | 0.10%             | 2029-06-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                         | AMERICAN EXPRESS CO SR UNSECURED 08/25 3.95            | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    950000 | PA      | $931595.14    | 0.10%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORPORATION                                                           | SEALED AIR CORP SR SECURED 144A 10/26 1.573            | CUSIP: 81211KAZ3<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1954000 | PA      | $1689801.22   | 0.19%             | 2026-10-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                         | AMERICAN EXPRESS CO SR UNSECURED 08/33 VAR             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    710000 | PA      | $672825.51    | 0.07%             | 2033-08-03      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                         | AMERICAN EXPRESS CO SR UNSECURED 11/27 5.85            | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2093000 | PA      | $2182640.07   | 0.24%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                         | AMERICAN EXPRESS CO SR UNSECURED 12/42 4.05            | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    123000 | PA      | $106200.30    | 0.01%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                    | SEMPRA ENERGY SR UNSECURED 04/25 3.3                   | CUSIP: 816851BN8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   2224000 | PA      | $2134604.21   | 0.24%             | 2025-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SEMPRA ENERGY                                                                    | SEMPRA ENERGY SR UNSECURED 04/29 3.7                   | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    174000 | PA      | $158959.09    | 0.02%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FINANCE BV                                                   | SHELL INTERNATIONAL FIN COMPANY GUAR 05/26 2.875       | CUSIP: 822582BT8<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |   1300000 | PA      | $1225816.57   | 0.14%             | 2026-05-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SINOPEC GROUP OVERSEAS DEVELOPMENT 2018 LTD                                      | SINOPEC GRP DEV 2018 COMPANY GUAR 144A 09/25 4.125     | CUSIP: 82939GAB4<br>LEI: 549300C6OZZ8LTVR8209 | Long             | DBT              | CORP              | VG        |    295000 | PA      | $289402.20    | 0.03%             | 2025-09-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SITE CENTERS CORP (AKA: DDR CORP)                                                | SITE CENTERS CORP SR UNSECURED 02/25 3.625             | CUSIP: 23317HAD4<br>LEI: W2AVA6SODOQ1LCYJQR54 | Long             | DBT              | CORP              | US        |    370000 | PA      | $349508.72    | 0.04%             | 2025-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SITIOS LATINOAMERICA SAB DE CV                                                   | AMERICA MOVIL SAB DE CV SR UNSECURED 144A 04/32 5.375  | CUSIP: 03217KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    573000 | PA      | $517960.49    | 0.06%             | 2032-04-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SKY LIMITED                                                                      | SKY LTD COMPANY GUAR 144A 09/24 3.75                   | CUSIP: 111013AL2<br>LEI: 2138003TS48MQKF4BZ29 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $234428.18    | 0.03%             | 2024-09-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY                        | SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 07/23 4.125 | CUSIP: 78448TAD4<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |     40000 | PA      | $39586.47     | 0.00%             | 2023-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SMBC AVIATION CAPITAL FINANCE DESIGNATED ACTIVITY COMPANY                        | SMBC AVIATION CAPITAL FI COMPANY GUAR 144A 10/26 1.9   | CUSIP: 78448TAG7<br>LEI: 549300OD7VKRVNWB2J98 | Long             | DBT              | CORP              | IE        |   1169000 | PA      | $996539.32    | 0.11%             | 2026-10-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                                                               | SMITH + NEPHEW PLC SR UNSECURED 10/30 2.032            | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    105000 | PA      | $82324.42     | 0.01%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                              | SOCIETE GENERALE SR UNSECURED 144A 01/28 VAR           | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1231000 | PA      | $1078683.53   | 0.12%             | 2028-01-19      | Floating      | 2.80%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                              | SOCIETE GENERALE SR UNSECURED 144A 01/33 VAR           | CUSIP: 83368RBJ0<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    868000 | PA      | $685656.03    | 0.08%             | 2033-01-21      | Floating      | 3.34%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                              | SOCIETE GENERALE SR UNSECURED 144A 06/27 VAR           | CUSIP: 83368RBC5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    105000 | PA      | $90465.13     | 0.01%             | 2027-06-09      | Floating      | 1.79%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                              | SOCIETE GENERALE SR UNSECURED 144A 12/26 VAR           | CUSIP: 83368RAZ5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2453000 | PA      | $2134551.59   | 0.24%             | 2026-12-14      | Floating      | 1.49%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE SA                                                              | SOCIETE GENERALE SUBORDINATED 144A 04/25 4.25          | CUSIP: 83367TBJ7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1120000 | PA      | $1075295.78   | 0.12%             | 2025-04-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                                 | AMERICAN INTL GROUP SR UNSECURED 04/26 3.9             | CUSIP: 026874DH7<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    161000 | PA      | $156149.55    | 0.02%             | 2026-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 01/23 3.5             | CUSIP: 03027XAB6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1181614.15   | 0.13%             | 2023-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 01/27 2.75            | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    804000 | PA      | $729971.04    | 0.08%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SOUTH32 TREASURY LTD                                                             | SOUTH32 TREASURY LTD COMPANY GUAR 144A 04/32 4.35      | CUSIP: 84055BAA1<br>LEI: 213800HFGZMXST64GP53 | Long             | DBT              | CORP              | AU        |   1687000 | PA      | $1447926.80   | 0.16%             | 2032-04-14      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 01/27 3.125           | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    501000 | PA      | $459784.40    | 0.05%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 02/50 3.65            | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1843000 | PA      | $1354565.63   | 0.15%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 01/28 3.6             | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    673000 | PA      | $619704.71    | 0.07%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 01/30 2.9             | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1432349.39   | 0.16%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 08/29 2.85            | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1602000 | PA      | $1395710.17   | 0.15%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 01/51 2.95            | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1129000 | PA      | $703694.42    | 0.08%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 11/27 5.85            | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1031056.30   | 0.11%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST MORTGAGE 11/32 5.95            | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105983.12    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA EDISON COMPANY                                               | SOUTHERN CAL EDISON 1ST REF MORT 03/48 4.125           | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1703000 | PA      | $1367087.78   | 0.15%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                  | SOUTHERN CALIF GAS CO 1ST MORTGAGE 03/44 4.45          | CUSIP: 842434CL4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     52000 | PA      | $43483.29     | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                  | SOUTHERN CALIF GAS CO 1ST MORTGAGE 09/24 3.15          | CUSIP: 842434CM2<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    933000 | PA      | $908284.67    | 0.10%             | 2024-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                                  | SOUTHERN CALIF GAS CO SR SECURED 06/48 4.125           | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |   1058000 | PA      | $854150.30    | 0.09%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | SOUTHERN CO SR UNSECURED 04/30 3.7                     | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   3893000 | PA      | $3522720.89   | 0.39%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | SOUTHERN CO SR UNSECURED 07/46 4.4                     | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $894099.52    | 0.10%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 03/25 2.4             | CUSIP: 03027XAZ3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1417000 | PA      | $1334243.33   | 0.15%             | 2025-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                                                      | SOUTHERN CO SR UNSECURED 10/32 5.7                     | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2052066.00   | 0.23%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORPORATION                                                      | SOUTHERN COPPER CORP SR UNSECURED 04/25 3.875          | CUSIP: 84265VAH8<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    149000 | PA      | $143981.77    | 0.02%             | 2025-04-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER COMPANY                                                           | SOUTHERN POWER CO SR UNSECURED 09/41 5.15              | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    928000 | PA      | $842674.00    | 0.09%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                            | SOUTHWEST AIRLINES CO SR UNSECURED 06/27 5.125         | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    118000 | PA      | $116700.27    | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORPORATION                                                        | SOUTHWEST GAS CORP SR UNSECURED 03/32 4.05             | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    482000 | PA      | $424545.16    | 0.05%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                              | SOUTHWESTERN ELEC POWER SR UNSECURED 09/28 4.1         | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    665000 | PA      | $631626.33    | 0.07%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                              | SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 05/50 3.15       | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6947.58      | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                              | SOUTHWESTERN PUBLIC SERV 1ST MORTGAGE 08/47 3.7        | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |      9000 | PA      | $6801.52      | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERVICE COMPANY                                              | SOUTHWESTERN PUBLIC SERV SR UNSECURED 10/36 6          | CUSIP: 845743BL6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |   1522000 | PA      | $1516030.00   | 0.17%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | SPIRIT REALTY LP COMPANY GUAR 01/30 3.4                | CUSIP: 84861TAF5<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |   1022000 | PA      | $853558.07    | 0.09%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 06/30 2.1             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $969172.30    | 0.11%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| SPIRIT REALTY LP                                                                 | SPIRIT REALTY LP COMPANY GUAR 09/26 4.45               | CUSIP: 84861TAC2<br>LEI: 549300GTBVIBJRX5BW73 | Long             | DBT              | CORP              | US        |    713000 | PA      | $681936.79    | 0.08%             | 2026-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC SR UNSECURED 144A 01/26 VAR     | CUSIP: 85325WAA6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4265000 | PA      | $3969259.31   | 0.44%             | 2026-01-30      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC SR UNSECURED 144A 04/31 VAR     | CUSIP: 853254BS8<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1914000 | PA      | $1724289.47   | 0.19%             | 2031-04-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                           | STANDARD CHARTERED PLC SR UNSECURED 144A 06/32 VAR     | CUSIP: 853254CC2<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |     84000 | PA      | $63544.20     | 0.01%             | 2032-06-29      | Floating      | 2.68%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 09/26 1.45            | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87382.46     | 0.01%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 09/31 2.3             | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77983.57     | 0.01%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER INC                                                       | STANLEY BLACK + DECKER I JR SUBORDINA 03/60 VAR        | CUSIP: 854502AM3<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    131000 | PA      | $111668.06    | 0.01%             | 2060-03-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                            | STARBUCKS CORP SR UNSECURED 02/32 3                    | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   2885000 | PA      | $2467747.67   | 0.27%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORPORATION                                                            | STARBUCKS CORP SR UNSECURED 03/27 2                    | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    129000 | PA      | $115442.64    | 0.01%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORPORATION                                                            | STARBUCKS CORP SR UNSECURED 11/30 2.55                 | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8432.12      | 0.00%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC)                               | AMERICAN TOWER CORP SR UNSECURED 10/26 3.375           | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    830000 | PA      | $777145.50    | 0.09%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                         | STATE STREET CORP SR UNSECURED 11/26 VAR               | CUSIP: 857477BX0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1568000 | PA      | $1606778.16   | 0.18%             | 2026-11-04      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORPORATION                                                         | STATE STREET CORP SR UNSECURED 11/28 VAR               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1409000 | PA      | $1457587.53   | 0.16%             | 2028-11-04      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | STEEL DYNAMICS INC SR UNSECURED 01/31 3.25             | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42794.23     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                               | STEEL DYNAMICS INC SR UNSECURED 12/24 2.8              | CUSIP: 858119BJ8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109322.05    | 0.01%             | 2024-12-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCE US INC                                                        | STELLANTIS FIN US INC COMPANY GUAR 144A 01/27 1.711    | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    137000 | PA      | $117742.80    | 0.01%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                                      | AMERICAN WATER CAPITAL C SR UNSECURED 05/30 2.8        | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1941000 | PA      | $1682869.34   | 0.19%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| STELLANTIS NV                                                                    | STELLANTIS NV SR UNSECURED 04/23 5.25                  | CUSIP: 31562QAF4<br>LEI: 549300LKT9PW7ZIBDF31 | Long             | DBT              | CORP              | NL        |    560000 | PA      | $560504.00    | 0.06%             | 2023-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                                      | AMERICAN WATER CAPITAL C SR UNSECURED 12/26 3          | CUSIP: 03040WAN5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47244.29     | 0.01%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                              | STRYKER CORP SR UNSECURED 03/26 3.5                    | CUSIP: 863667AN1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   2033000 | PA      | $1953689.62   | 0.22%             | 2026-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STRYKER CORPORATION                                                              | STRYKER CORP SR UNSECURED 03/46 4.625                  | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    725000 | PA      | $642176.51    | 0.07%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 02/29 3                         | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88752.65     | 0.01%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 02/40 3.15                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2176220.96   | 0.24%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 02/52 4.2                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79801.90     | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 02/62 4.4                       | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    172000 | PA      | $137009.01    | 0.02%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO LIFE INSURANCE COMPANY                                                  | SUMITOMO LIFE INSUR SUBORDINATED 144A 09/73 VAR        | CUSIP: 86564CAA8<br>LEI: 549300I5OQCDADQSPI57 | Long             | DBT              | CORP              | JP        |    172000 | PA      | $171078.98    | 0.02%             | 2073-09-20      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 05/24 3.625                     | CUSIP: 031162BV1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    845000 | PA      | $828762.49    | 0.09%             | 2024-05-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/29 2.472      | CUSIP: 86562MCN8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    799000 | PA      | $674489.15    | 0.07%             | 2029-01-14      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 01/30 2.75       | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2691000 | PA      | $2263856.60   | 0.25%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 05/45 4.4                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    937000 | PA      | $789400.83    | 0.09%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 09/31 2.222      | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1157500 | PA      | $895741.89    | 0.10%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                              | SUMITOMO MITSUI FINL GRP SR UNSECURED 10/28 4.306      | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $48076.52     | 0.01%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 06/51 4.663                     | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    290000 | PA      | $251043.73    | 0.03%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST BANK LIMITED                                               | SUMITOMO MITSUI TR BK LT SR UNSECURED 144A 09/27 4.95  | CUSIP: 86563VBE8<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   2280000 | PA      | $2254744.96   | 0.25%             | 2027-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 10/41 4.95                      | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    623000 | PA      | $572577.54    | 0.06%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                        | AMGEN INC SR UNSECURED 11/27 3.2                       | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    496000 | PA      | $460068.11    | 0.05%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SVB FINANCIAL GROUP                                                              | SVB FINANCIAL GROUP SR UNSECURED 02/31 1.8             | CUSIP: 78486QAF8<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |      1000 | PA      | $731.73       | 0.00%             | 2031-02-02      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| SVENSKA HANDELSBANKEN AB                                                         | SVENSKA HANDELSBANKEN AB SR UNSECURED 144A 06/27 VAR   | CUSIP: 86959LAH6<br>LEI: NHBDILHZTYCNBV5UYZ31 | Long             | DBT              | CORP              | SE        |    135000 | PA      | $118402.16    | 0.01%             | 2027-06-11      | Floating      | 1.42%                 | No            |                  2 | On Loan: No      |
| SYDNEY AIRPORT FINANCE COMPANY PTY LIMITED                                       | SYDNEY AIRPORT FINANCE SR SECURED 144A 04/26 3.625     | CUSIP: 87124VAF6<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $47020.15     | 0.01%             | 2026-04-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSECURED 03/29 5.15            | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    122000 | PA      | $115696.17    | 0.01%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                              | SYNCHRONY FINANCIAL SR UNSECURED 10/31 2.875           | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1266000 | PA      | $948283.06    | 0.11%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                                                | SYSCO CORPORATION COMPANY GUAR 04/30 5.95              | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46683.87     | 0.01%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 01/33 5.2                | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    947000 | PA      | $941494.77    | 0.10%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 01/53 5.65               | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97362.60     | 0.01%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 02/26 1.5                | CUSIP: 87264ABZ7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    464000 | PA      | $415995.81    | 0.05%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 02/41 3                  | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    277000 | PA      | $196507.41    | 0.02%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 03/29 2.4                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    165000 | PA      | $139574.15    | 0.02%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 03/32 2.7                | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    165000 | PA      | $133749.07    | 0.01%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 04/25 3.5                | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    110000 | PA      | $105882.89    | 0.01%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 04/27 3.75               | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1719000 | PA      | $1621740.53   | 0.18%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 04/30 3.875              | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     51000 | PA      | $46316.19     | 0.01%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 10/52 3.4                | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $838778.27    | 0.09%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 11/31 2.25               | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     35000 | PA      | $27620.26     | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC COMPANY GUAR 11/60 3.6                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2513000 | PA      | $1670840.30   | 0.19%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                 | T MOBILE USA INC SR UNSECURED 04/40 4.375              | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    785000 | PA      | $673145.89    | 0.07%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE                                                    | TAKE TWO INTERACTIVE SOF SR UNSECURED 04/27 3.7        | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $951976.25    | 0.11%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOFTWARE                                                    | TAKE TWO INTERACTIVE SOF SR UNSECURED 04/32 4          | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1115269.86   | 0.12%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                                           | TAMPA ELECTRIC CO SR UNSECURED 05/44 4.35              | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     30000 | PA      | $25016.98     | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                                           | TAMPA ELECTRIC CO SR UNSECURED 07/24 3.875             | CUSIP: 875127BK7<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98093.58     | 0.01%             | 2024-07-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                                           | TAMPA ELECTRIC CO SR UNSECURED 07/52 5                 | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91783.22     | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | TARGA RESOURCES CORP COMPANY GUAR 07/27 5.2            | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1736000 | PA      | $1704314.48   | 0.19%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                             | TARGA RESOURCES CORP COMPANY GUAR 07/52 6.25           | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94887.89     | 0.01%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TC PIPELINES LP                                                                  | TC PIPELINES LP SR UNSECURED 03/25 4.375               | CUSIP: 87233QAB4<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    517000 | PA      | $506287.54    | 0.06%             | 2025-03-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TCI COMMUNICATIONS INC                                                           | TCI COMMUNICATIONS INC SR UNSECURED 02/26 7.875        | CUSIP: 872287AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2447000 | PA      | $2652532.80   | 0.29%             | 2026-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSURANCE AND ANNUITY ASSOCIATION OF AMERICA (TIAA-CREF)                | TEACHERS INSUR + ANNUITY SUBORDINATED 144A 12/39 6.85  | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |      1000 | PA      | $1105.94      | 0.00%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| TECK RESOURCES LIMITED                                                           | TECK RESOURCES LIMITED SR UNSECURED 08/40 6            | CUSIP: 878742AS4<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | DBT              | CORP              | CA        |    313000 | PA      | $299999.46    | 0.03%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                                                         | TELEFONICA EMISIONES SAU COMPANY GUAR 06/36 7.045      | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |   1516000 | PA      | $1559941.70   | 0.17%             | 2036-06-20      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                                         | TENCENT HOLDINGS LTD SR UNSECURED 144A 04/24 3.28      | CUSIP: 88032WAL0<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    239000 | PA      | $233306.11    | 0.03%             | 2024-04-11      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                                         | TENCENT HOLDINGS LTD SR UNSECURED 144A 04/29 3.975     | CUSIP: 88032WAN6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    703000 | PA      | $648474.38    | 0.07%             | 2029-04-11      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                                         | TENCENT HOLDINGS LTD SR UNSECURED 144A 04/49 4.525     | CUSIP: 88032WAQ9<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    307000 | PA      | $243401.62    | 0.03%             | 2049-04-11      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                                         | TENCENT HOLDINGS LTD SR UNSECURED 144A 04/61 3.94      | CUSIP: 88032WBD7<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |   2113000 | PA      | $1457294.56   | 0.16%             | 2061-04-22      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LIMITED                                                         | TENCENT HOLDINGS LTD SR UNSECURED 144A 06/60 3.29      | CUSIP: 88032WAW6<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    466000 | PA      | $280235.40    | 0.03%             | 2060-06-03      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORPORATION                                                             | AMPHENOL CORP SR UNSECURED 02/30 2.8                   | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    160000 | PA      | $136928.33    | 0.02%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE COMPANY LLC                                               | TENNESSEE GAS PIPELINE COMPANY GUAR 04/37 7.625        | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1122000 | PA      | $1225667.29   | 0.14%             | 2037-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                                                      | TEXTRON INC SR UNSECURED 09/29 3.9                     | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     52000 | PA      | $47220.71     | 0.01%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| THE BELL TELEPHONE COMPANY OF CANADA OR BELL CANADA                              | BELL CANADA COMPANY GUAR 03/51 3.65                    | CUSIP: 0778FPAF6<br>LEI: 549300JYAVAQRV5MNZ86 | Long             | DBT              | CORP              | CA        |    459000 | PA      | $334249.24    | 0.04%             | 2051-03-17      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                                      | PROGRESSIVE CORP SR UNSECURED 03/32 3                  | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    189000 | PA      | $164640.94    | 0.02%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| THE PROGRESSIVE CORPORATION                                                      | PROGRESSIVE CORP SR UNSECURED 03/52 3.7                | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77216.90     | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                                     | SHERWIN WILLIAMS CO SR UNSECURED 08/25 4.25            | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1398000 | PA      | $1375015.55   | 0.15%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| THE SHERWIN-WILLIAMS COMPANY                                                     | SHERWIN WILLIAMS CO SR UNSECURED 08/45 4.55            | CUSIP: 824348AS5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     53000 | PA      | $45066.19     | 0.01%             | 2045-08-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                     | THERMO FISHER SCIENTIFIC SR UNSECURED 10/23 0.797      | CUSIP: 883556CP5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    719000 | PA      | $696071.76    | 0.08%             | 2023-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                                     | THERMO FISHER SCIENTIFIC SR UNSECURED 10/24 1.215      | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469594.75    | 0.05%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                            | TORONTO DOMINION BANK SR UNSECURED 06/27 4.108         | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $47444.86     | 0.01%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL INTERNATIONAL                                              | TOTALENERGIES CAP INTL COMPANY GUAR 02/29 3.455        | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     50000 | PA      | $46454.06     | 0.01%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOYOTA INDUSTRIES CORPORATION                                                    | TOYOTA INDUSTRIES CORP SR UNSECURED 144A 03/28 3.566   | CUSIP: 892330AC5<br>LEI: 35380000WKGEAHEMW830 | Long             | DBT              | CORP              | JP        |    717000 | PA      | $672929.07    | 0.07%             | 2028-03-16      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORPORATION                                                  | TOYOTA MOTOR CREDIT CORP SR UNSECURED 12/23 VAR        | CUSIP: 89236TKM6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1302160.07   | 0.14%             | 2023-12-11      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                    | TRANSCANADA PIPELINES SR UNSECURED 01/39 7.625         | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |   1323000 | PA      | $1518703.29   | 0.17%             | 2039-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                    | TRANSCANADA PIPELINES SR UNSECURED 03/34 4.625         | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $274354.06    | 0.03%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LIMITED                                                    | TRANSCANADA PIPELINES SR UNSECURED 04/30 4.1           | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $9184.23      | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORPORATION                                                     | TRUIST FINANCIAL CORP SR UNSECURED 08/27 1.125         | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     15000 | PA      | $12667.91     | 0.00%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORPORATION                                                         | TSMC ARIZONA CORP COMPANY GUAR 10/51 3.25              | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     92000 | PA      | $66552.06     | 0.01%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TSMC GLOBAL LTD                                                                  | TSMC GLOBAL LTD COMPANY GUAR 144A 09/25 0.75           | CUSIP: 872882AE5<br>LEI: 549300N2ZLI21P85T117 | Long             | DBT              | CORP              | VG        |    646000 | PA      | $583406.02    | 0.06%             | 2025-09-28      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                                                         | TWDC ENTERPRISES 18 CORP COMPANY GUAR 03/32 7          | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    133000 | PA      | $151000.20    | 0.02%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | TYSON FOODS INC SR UNSECURED 03/26 4                   | CUSIP: 902494BJ1<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291033.54    | 0.03%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                                                  | TYSON FOODS INC SR UNSECURED 08/34 4.875               | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1603052.41   | 0.18%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS AG/LONDON BRANCH                                                             | UBS AG LONDON SR UNSECURED 144A 06/48 4.5              | CUSIP: 902674XN5<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    641000 | PA      | $543424.83    | 0.06%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 08/30 VAR               | CUSIP: 902613AA6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     55000 | PA      | $46738.04     | 0.01%             | 2030-08-13      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                     | UBS GROUP AG SR UNSECURED 144A 09/25 4.125             | CUSIP: 90351DAB3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   2708000 | PA      | $2635847.56   | 0.29%             | 2025-09-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR INC COMPANY GUAR 08/31 3                           | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83641.90     | 0.01%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                          | UDR INC COMPANY GUAR 08/32 2.1                         | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |   2268000 | PA      | $1672616.62   | 0.19%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD ASHANTI HOLDINGS PLC                                                   | ANGLOGOLD HOLDINGS PLC COMPANY GUAR 10/30 3.75         | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    719000 | PA      | $624223.08    | 0.07%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                      | ANHEUSER BUSCH CO/INBEV COMPANY GUAR 02/36 4.7         | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1319000 | PA      | $1250701.67   | 0.14%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH COS LLC / ANHEUSER-BUSCH INBEV WORLDWIDE INC                      | ANHEUSER BUSCH CO/INBEV COMPANY GUAR 02/46 4.9         | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4828000 | PA      | $4413350.70   | 0.49%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FINANCE INC                                                 | ANHEUSER BUSCH INBEV FIN COMPANY GUAR 02/46 4.9        | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27423.47     | 0.00%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/39 5.45       | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    885000 | PA      | $886980.75    | 0.10%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WORLDWIDE INC                                               | ANHEUSER BUSCH INBEV WOR COMPANY GUAR 01/59 5.8        | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    172000 | PA      | $177054.17    | 0.02%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA SR UNSECURED 144A 06/27 VAR              | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    140000 | PA      | $119512.12    | 0.01%             | 2027-06-03      | Floating      | 1.98%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                    | UNICREDIT SPA SR UNSECURED 144A 06/32 3.127            | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    145000 | PA      | $109305.81    | 0.01%             | 2032-06-03      | Floating      | 3.13%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                           | UNION ELECTRIC CO 1ST MORTGAGE 03/51 2.625             | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    172000 | PA      | $109158.58    | 0.01%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                           | UNION ELECTRIC CO 1ST MORTGAGE 04/52 3.9               | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81100.11     | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORPORATION                                                        | UNION PACIFIC CORP SR UNSECURED 02/27 2.15             | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    517000 | PA      | $467592.68    | 0.05%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                               | UNITED RENTALS NORTH AM SECURED 11/27 3.875            | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    477000 | PA      | $442236.24    | 0.05%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | STRIP PRINC 05/51 0.00000                              | CUSIP: 912803FY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3290000 | PA      | $1082239.94   | 0.12%             | 2051-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | STRIP PRINC 05/52 0.00000                              | CUSIP: 912803GH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7445000 | PA      | $2395654.04   | 0.27%             | 2052-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | STRIP PRINC 11/51 0.00000                              | CUSIP: 912803GC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5529000 | PA      | $1782325.73   | 0.20%             | 2051-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ANZ NEW ZEALAND INTERNATIONAL LIMITED (AKA: ANZ NATIONAL INTERNATIONAL LTD)      | ANZ NEW ZEALAND INTL/LDN COMPANY GUAR 144A 06/26 1.25  | CUSIP: 00182EBN8<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |    136000 | PA      | $118978.11    | 0.01%             | 2026-06-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                               | AON CORP/AON GLOBAL HOLD COMPANY GUAR 08/51 2.9        | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1079000 | PA      | $691019.97    | 0.08%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AON CORP / AON GLOBAL HOLDINGS PLC                                               | AON CORP/AON GLOBAL HOLD COMPANY GUAR 09/32 5          | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99200.06     | 0.01%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON CORPORATION                                                                  | AON CORP COMPANY GUAR 05/30 2.8                        | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |   1135000 | PA      | $970576.48    | 0.11%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APACHE CORPORATION                                                               | APACHE CORP SR UNSECURED 09/40 5.1                     | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     77000 | PA      | $63984.50     | 0.01%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER COMPANY                                                        | APPALACHIAN POWER CO SR UNSECURED 04/38 7              | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |   1393000 | PA      | $1559674.21   | 0.17%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 02/26 3.25                      | CUSIP: 037833BY5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2212251.73   | 0.25%             | 2026-02-23      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 02/28 1.2                       | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8489.58      | 0.00%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 02/41 2.375                     | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    120000 | PA      | $85291.06     | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 02/46 4.65                      | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1754000 | PA      | $1670162.22   | 0.19%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 02/61 2.8                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     10000 | PA      | $6377.59      | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 05/24 3.45                      | CUSIP: 037833AS9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    187000 | PA      | $183692.49    | 0.02%             | 2024-05-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/32 2.75                             | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9300000 | PA      | $8470265.63   | 0.94%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 05/30 1.65                      | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2326000 | PA      | $1905108.21   | 0.21%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/42 3.375                            | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3129218.75   | 0.35%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 08/32 3.35                      | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    936000 | PA      | $852532.45    | 0.09%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 08/46 3.85                      | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   2479000 | PA      | $2117706.57   | 0.24%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 08/52 3.95                      | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    660000 | PA      | $564620.72    | 0.06%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 08/61 2.85                      | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    172000 | PA      | $111495.56    | 0.01%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 08/52 3                                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8200000 | PA      | $6758593.75   | 0.75%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                        | APPLE INC SR UNSECURED 09/29 2.2                       | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8667.52      | 0.00%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/42 4                                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2600000 | PA      | $2546375.00   | 0.28%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES GOVT                                                               | US TREASURY N/B 11/52 4                                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2200000 | PA      | $2203781.25   | 0.24%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                                                           | APTIV PLC / APTIV CORP COMPANY GUAR 02/25 2.396        | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    128000 | PA      | $120805.22    | 0.01%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 02/38 6.875        | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    702000 | PA      | $826788.90    | 0.09%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 04/27 3.375        | CUSIP: 91324PCY6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    199000 | PA      | $188774.57    | 0.02%             | 2027-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 05/30 2            | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     34000 | PA      | $28130.80     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 05/41 3.05         | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    139000 | PA      | $105021.01    | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 05/50 2.9          | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    146000 | PA      | $99459.93     | 0.01%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 07/45 4.75         | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2108000 | PA      | $1985090.99   | 0.22%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 08/49 3.7          | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    152000 | PA      | $121061.12    | 0.01%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INCORPORATED                                                  | UNITEDHEALTH GROUP INC SR UNSECURED 11/37 6.625        | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     41000 | PA      | $46554.56     | 0.01%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| USAA CAPITAL CORPORATION                                                         | USAA CAPITAL CORP SR UNSECURED 144A 05/30 2.125        | CUSIP: 90327QD55<br>LEI: 5493007XLF4LU3U2W757 | Long             | DBT              | CORP              | US        |     57000 | PA      | $46848.47     | 0.01%             | 2030-05-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                                | VALE OVERSEAS LIMITED COMPANY GUAR 07/30 3.75          | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    274000 | PA      | $240349.13    | 0.03%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                                | VALE OVERSEAS LIMITED COMPANY GUAR 11/36 6.875         | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1482000 | PA      | $1567049.02   | 0.17%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORPORATION                                                        | VALERO ENERGY CORP SR UNSECURED 06/28 4.35             | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |   1799000 | PA      | $1736715.44   | 0.19%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                                                                 | ARCELORMITTAL SR UNSECURED 07/29 4.25                  | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     52000 | PA      | $46690.70     | 0.01%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                                     | VERISIGN INC SR UNSECURED 04/25 5.25                   | CUSIP: 92343EAH5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    510000 | PA      | $509134.08    | 0.06%             | 2025-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERISK ANALYTICS INC                                                             | VERISK ANALYTICS INC SR UNSECURED 03/29 4.125          | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |   1729000 | PA      | $1622201.74   | 0.18%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GROUP LTD                                                           | ARCH CAPITAL GROUP LTD SR UNSECURED 06/50 3.635        | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    142000 | PA      | $98595.39     | 0.01%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 03/27 4.125        | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1946000 | PA      | $1898303.85   | 0.21%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 03/31 2.55         | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1746000 | PA      | $1440148.34   | 0.16%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 03/32 2.355        | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4316000 | PA      | $3432720.41   | 0.38%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 03/39 4.812        | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    564000 | PA      | $518974.27    | 0.06%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 08/33 4.5          | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56334.83     | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 08/46 4.125        | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1069000 | PA      | $854211.92    | 0.09%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 08/46 4.862        | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    966000 | PA      | $870731.40    | 0.10%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                       | VERIZON COMMUNICATIONS SR UNSECURED 11/34 4.4          | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    622000 | PA      | $573300.29    | 0.06%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VF CORPORATION                                                                   | VF CORP SR UNSECURED 10/33 6                           | CUSIP: 918204AR9<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     35000 | PA      | $34531.72     | 0.00%             | 2033-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                                                      | VIATRIS INC COMPANY GUAR 06/25 1.65                    | CUSIP: 92556VAB2<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    373000 | PA      | $338155.88    | 0.04%             | 2025-06-22      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP / VICI NOTE CO INC                                            | VICI PROPERTIES / NOTE COMPANY GUAR 144A 12/29 4.625   | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3788000 | PA      | $3453443.84   | 0.38%             | 2029-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELEC + POWER CO SR UNSECURED 01/36 6          | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     60000 | PA      | $61969.34     | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELEC + POWER CO SR UNSECURED 05/27 3.75       | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    186000 | PA      | $177798.39    | 0.02%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELEC + POWER CO SR UNSECURED 05/52 4.625      | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87816.36     | 0.01%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC AND POWER COMPANY                                              | VIRGINIA ELEC + POWER CO SR UNSECURED 11/38 8.875      | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1689000 | PA      | $2219327.98   | 0.25%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | VISA INC SR UNSECURED 04/27 1.9                        | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    359000 | PA      | $323851.01    | 0.04%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                                                         | VISA INC SR UNSECURED 04/40 2.7                        | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    164000 | PA      | $124908.31    | 0.01%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS COMPANY LLC                                                    | VISTRA OPERATIONS CO LLC SR SECURED 144A 07/29 4.3     | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    662000 | PA      | $596999.15    | 0.07%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMWARE INC SR UNSECURED 05/25 4.5                      | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9815.16      | 0.00%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMWARE INC SR UNSECURED 08/24 1                        | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47486.27     | 0.01%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| VMWARE INC                                                                       | VMWARE INC SR UNSECURED 08/28 1.8                      | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28642.27     | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | VODAFONE GROUP PLC SR UNSECURED 02/30 7.875            | CUSIP: 92857TAH0<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    109000 | PA      | $123128.05    | 0.01%             | 2030-02-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                               | VODAFONE GROUP PLC SR UNSECURED 05/25 4.125            | CUSIP: 92857WBJ8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    213000 | PA      | $209806.13    | 0.02%             | 2025-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 05/23 3.125 | CUSIP: 928668BD3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99215.62     | 0.01%             | 2023-05-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/23 4.25  | CUSIP: 928668AR3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    363000 | PA      | $359573.50    | 0.04%             | 2023-11-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP OF AMERICA FINANCE LLC                                          | VOLKSWAGEN GROUP AMERICA COMPANY GUAR 144A 11/25 1.25  | CUSIP: 928668BL5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1629000 | PA      | $1453855.72   | 0.16%             | 2025-11-24      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| WABTEC CORP (AKA: WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP)                      | WESTINGHOUSE AIR BRAKE COMPANY GUAR 09/28 4.95         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |   3248000 | PA      | $3124615.40   | 0.35%             | 2028-09-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION                                                         | ARES CAPITAL CORP SR UNSECURED 06/27 2.875             | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    384000 | PA      | $325998.22    | 0.04%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORPORATION                                                         | ARES CAPITAL CORP SR UNSECURED 06/28 2.875             | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8034.55      | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY                                                              | WALT DISNEY COMPANY/THE COMPANY GUAR 05/40 3.5         | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     56000 | PA      | $45312.03     | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY                                                              | WALT DISNEY COMPANY/THE COMPANY GUAR 09/49 2.75        | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $66600.21     | 0.01%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY                                                              | WALT DISNEY COMPANY/THE COMPANY GUAR 10/45 4.95        | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1254953.09   | 0.14%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY                                                              | WALT DISNEY COMPANY/THE COMPANY GUAR 12/35 6.4         | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     77000 | PA      | $84548.24     | 0.01%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY                                                              | WALT DISNEY COMPANY/THE COMPANY GUAR 12/45 7.75        | CUSIP: 254687EZ5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   1373000 | PA      | $1725549.51   | 0.19%             | 2045-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC (AKA:PROGRESSIVE WASTE SOLUTIONS LTD)                      | WASTE CONNECTIONS INC SR UNSECURED 01/33 4.2           | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $93185.45     | 0.01%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC (AKA:PROGRESSIVE WASTE SOLUTIONS LTD)                      | WASTE CONNECTIONS INC SR UNSECURED 01/52 2.95          | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    370500 | PA      | $244621.90    | 0.03%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC (AKA:PROGRESSIVE WASTE SOLUTIONS LTD)                      | WASTE CONNECTIONS INC SR UNSECURED 02/30 2.6           | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1655000 | PA      | $1415073.76   | 0.16%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                             | WEC ENERGY GROUP INC SR UNSECURED 12/28 2.2            | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1072000 | PA      | $909564.63    | 0.10%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WEIR GROUP PLC                                                                   | WEIR GROUP PLC (THE) SR UNSECURED 144A 05/26 2.2       | CUSIP: 94876QAA4<br>LEI: 549300KDR56WHY9I3D10 | Long             | DBT              | CORP              | GB        |   1392000 | PA      | $1236116.42   | 0.14%             | 2026-05-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 01/29 4.15          | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    759000 | PA      | $714971.34    | 0.08%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 03/28 VAR           | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1211716.19   | 0.13%             | 2028-03-24      | Floating      | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 04/26 VAR           | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1089525.35   | 0.12%             | 2026-04-25      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 04/41 VAR           | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     63000 | PA      | $45170.17     | 0.01%             | 2041-04-30      | Floating      | 3.07%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 04/53 VAR           | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    434000 | PA      | $369754.32    | 0.04%             | 2053-04-25      | Floating      | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 07/28 VAR           | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2483000 | PA      | $2429227.16   | 0.27%             | 2028-07-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                            | WELLS FARGO + COMPANY SR UNSECURED 07/33 VAR           | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   4892000 | PA      | $4659655.24   | 0.52%             | 2033-07-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLTOWER INC                                                                    | WELLTOWER INC SR UNSECURED 04/28 4.25                  | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   1247000 | PA      | $1170933.82   | 0.13%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORPORATION                                                      | WESTERN DIGITAL CORP SR UNSECURED 02/29 2.85           | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77511.50     | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORPORATION                                                             | WESTLAKE CORP SR UNSECURED 08/24 0.875                 | CUSIP: 960413AX0<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47385.16     | 0.01%             | 2024-08-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                      | WESTPAC BANKING CORP SUBORDINATED 02/30 VAR            | CUSIP: 961214EM1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     10000 | PA      | $9175.34      | 0.00%             | 2030-02-04      | Floating      | 2.89%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                      | WESTPAC BANKING CORP SUBORDINATED 08/33 VAR            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     51000 | PA      | $47776.40     | 0.01%             | 2033-08-10      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                      | WESTPAC BANKING CORP SUBORDINATED 11/36 VAR            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     60000 | PA      | $44745.89     | 0.00%             | 2036-11-18      | Floating      | 3.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORPORATION                                                      | WESTPAC BANKING CORP SUBORDINATED 11/40 2.963          | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    158000 | PA      | $104869.30    | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                             | WEYERHAEUSER CO SR UNSECURED 03/32 7.375               | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    484000 | PA      | $536521.50    | 0.06%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER COMPANY                                                             | WEYERHAEUSER CO SR UNSECURED 12/33 6.875               | CUSIP: 962166BT0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    529000 | PA      | $569555.90    | 0.06%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORPORATION                                                            | WHIRLPOOL CORP SR UNSECURED 06/46 4.5                  | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38755.55     | 0.00%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                 | WILLIAMS COMPANIES INC SR UNSECURED 03/24 4.3          | CUSIP: 96950FAM6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    137000 | PA      | $135406.27    | 0.02%             | 2024-03-04      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                 | WILLIAMS COMPANIES INC SR UNSECURED 03/44 5.4          | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1384195.36   | 0.15%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                 | WILLIAMS COMPANIES INC SR UNSECURED 06/27 3.75         | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47141.71     | 0.01%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                 | WILLIAMS COMPANIES INC SR UNSECURED 08/32 4.65         | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1011000 | PA      | $944125.34    | 0.10%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COS INC                                                                 | WILLIAMS COMPANIES INC SR UNSECURED 08/52 5.3          | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89940.87     | 0.01%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                         | WILLIS NORTH AMERICA INC COMPANY GUAR 06/27 4.65       | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1915000 | PA      | $1852801.57   | 0.21%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                                | WISCONSIN POWER + LIGHT SR UNSECURED 09/32 3.95        | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    704000 | PA      | $646443.93    | 0.07%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE CORPORATION                                             | WISCONSIN PUBLIC SERVICE SR UNSECURED 12/42 3.671      | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |      3000 | PA      | $2284.65      | 0.00%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                         | WOODSIDE FINANCE LTD COMPANY GUAR 144A 03/25 3.65      | CUSIP: 980236AM5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1771000 | PA      | $1701482.85   | 0.19%             | 2025-03-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LIMITED                                                         | WOODSIDE FINANCE LTD COMPANY GUAR 144A 09/26 3.7       | CUSIP: 980236AN3<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   1915000 | PA      | $1793292.65   | 0.20%             | 2026-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | WORKDAY INC SR UNSECURED 04/29 3.7                     | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    700000 | PA      | $643679.11    | 0.07%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                                                      | WORKDAY INC SR UNSECURED 04/32 3.8                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    509000 | PA      | $450735.73    | 0.05%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WYETH                                                                            | WYETH LLC COMPANY GUAR 04/37 5.95                      | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |   1498000 | PA      | $1617483.88   | 0.18%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                       | ZIMMER BIOMET HOLDINGS SR UNSECURED 03/30 3.55         | CUSIP: 98956PAT9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     55000 | PA      | $47392.30     | 0.01%             | 2030-03-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | ZOETIS INC SR UNSECURED 02/43 4.7                      | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1301000 | PA      | $1172675.36   | 0.13%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | ZOETIS INC SR UNSECURED 05/30 2                        | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    144000 | PA      | $117185.72    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | ZOETIS INC SR UNSECURED 05/50 3                        | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    419000 | PA      | $285059.54    | 0.03%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | ZOETIS INC SR UNSECURED 08/28 3.9                      | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    797000 | PA      | $758630.85    | 0.08%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | ZOETIS INC SR UNSECURED 11/25 5.4                      | CUSIP: 98978VAU7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510534.23    | 0.06%             | 2025-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                       | ZOETIS INC SR UNSECURED 11/32 5.6                      | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1039843.19   | 0.12%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | FIXED INC CLEARING CORP.REPO                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |    617534 | PA      | $617534.31    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | THE BANK OF NOVA SCOTIA REPO REPO                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | RA               |  | US        |  25700000 | PA      | $25700000.00  | 2.85%             |  |  |  | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                   | ARIZONA PUBLIC SERVICE SR UNSECURED 04/42 4.5          | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     56000 | PA      | $46295.11     | 0.01%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                                   | ARIZONA PUBLIC SERVICE SR UNSECURED 06/24 3.35         | CUSIP: 040555CQ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64889.46     | 0.01%             | 2024-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG37 5Y ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $2284.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                              | ASHTEAD CAPITAL INC COMPANY GUAR 144A 08/32 5.5        | CUSIP: 04505AAA7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1049578.12   | 0.12%             | 2032-08-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                                                              | ASHTEAD CAPITAL INC COMPANY GUAR 144A 11/29 4.25       | CUSIP: 045054AL7<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    102000 | PA      | $91646.40     | 0.01%             | 2029-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG38 5Y ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $96847.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                              | CDX IG39 5Y ICE                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $506680.99    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                                 | ASSURED GUARANTY US HLDG COMPANY GUAR 06/31 3.15       | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     56000 | PA      | $47273.41     | 0.01%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                                                          | ASTRAZENECA FINANCE LLC COMPANY GUAR 05/31 2.25        | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8343.91      | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC SR UNSECURED 01/29 4                   | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    944000 | PA      | $907953.94    | 0.10%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC SR UNSECURED 08/30 1.375               | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    464000 | PA      | $367646.79    | 0.04%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                                                                  | ASTRAZENECA PLC SR UNSECURED 09/37 6.45                | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   3347000 | PA      | $3788401.19   | 0.42%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 02/28 1.65                       | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8462.27      | 0.00%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 02/28 4.1                        | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1179116.42   | 0.13%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 02/30 4.3                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2833000 | PA      | $2674249.05   | 0.30%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 03/29 4.35                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $976904.10    | 0.11%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 03/48 4.5                        | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1181000 | PA      | $967123.51    | 0.11%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 05/46 4.75                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42503.22     | 0.00%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 09/53 3.5                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2423000 | PA      | $1646271.27   | 0.18%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                         | AT+T INC SR UNSECURED 09/59 3.65                       | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1371000 | PA      | $923984.15    | 0.10%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING SECURED 144A 01/25 1.716         | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37857.48     | 0.00%             | 2025-01-07      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING SECURED 144A 04/24 1             | CUSIP: 04685A2W0<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9353.93      | 0.00%             | 2024-04-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING SECURED 144A 06/31 2.673         | CUSIP: 04685A2Y6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7740.34      | 0.00%             | 2031-06-07      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING SECURED 144A 08/24 0.914         | CUSIP: 04685A3A7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    734000 | PA      | $673931.85    | 0.07%             | 2024-08-19      | Fixed         | 0.91%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                            | ATHENE GLOBAL FUNDING SR SECURED 144A 06/26 1.608      | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1753000 | PA      | $1514169.46   | 0.17%             | 2026-06-29      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                                         | ATMOS ENERGY CORP SR UNSECURED 01/31 1.5               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39065.29     | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORPORATION                                                         | ATMOS ENERGY CORP SR UNSECURED 01/43 4.15              | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   2192000 | PA      | $1854919.76   | 0.21%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                  | AUST + NZ BANKING GROUP SUBORDINATED 144A 07/30 VAR    | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    179000 | PA      | $161984.25    | 0.02%             | 2030-07-22      | Floating      | 2.95%                 | No            |                  2 | On Loan: No      |
| AUSTRALIA AND NEW ZEALAND BANKING GROUP LIMITED                                  | AUST + NZ BANKING GROUP SUBORDINATED 144A 11/35 VAR    | CUSIP: 052528AM8<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1103000 | PA      | $811604.21    | 0.09%             | 2035-11-25      | Floating      | 2.57%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC (AKA: IBERDROLA USA INC; ENERGY EAST CORPORATION)                   | AVANGRID INC SR UNSECURED 06/29 3.8                    | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |    621000 | PA      | $565608.25    | 0.06%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP LLC                                                       | AVIATION CAPITAL GROUP SR UNSECURED 144A 01/26 1.95    | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    193000 | PA      | $168224.77    | 0.02%             | 2026-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | NATIONAL RURAL UTILITIES COOP SNR S* ICE               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              |  | US        |         1 | NC      | $2673.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 02/25 2.875 | CUSIP: 05401AAH4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2329000 | PA      | $2153274.29   | 0.24%             | 2025-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528 | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    352000 | PA      | $281870.42    | 0.03%             | 2027-11-18      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 01/26 5.5   | CUSIP: 05401AAK7<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2029000 | PA      | $1931199.91   | 0.21%             | 2026-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FUNDING LTD                                                      | AVOLON HOLDINGS FNDG LTD SR UNSECURED 144A 02/26 2.125 | CUSIP: 05401AAM3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     45000 | PA      | $38777.91     | 0.00%             | 2026-02-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                                  | BACARDI LTD COMPANY GUAR 144A 05/25 4.45               | CUSIP: 067316AE9<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     10000 | PA      | $9711.99      | 0.00%             | 2025-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                                  | BACARDI LTD COMPANY GUAR 144A 05/48 5.3                | CUSIP: 067316AH2<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |     40000 | PA      | $35848.18     | 0.00%             | 2048-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BACARDI LIMITED                                                                  | BACARDI LTD COMPANY GUAR 144A 07/26 2.75               | CUSIP: 067316AD1<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $90493.68     | 0.01%             | 2026-07-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC                                                         | BAE SYSTEMS HOLDINGS INC COMPANY GUAR 144A 12/25 3.85  | CUSIP: 05523UAP5<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |    577000 | PA      | $556926.18    | 0.06%             | 2025-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC SR UNSECURED 144A 02/31 1.9            | CUSIP: 05523RAF4<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   2084000 | PA      | $1620968.09   | 0.18%             | 2031-02-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BAE SYSTEMS PLC                                                                  | BAE SYSTEMS PLC SR UNSECURED 144A 04/30 3.4            | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   1323000 | PA      | $1170500.46   | 0.13%             | 2030-04-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                                                        | BAIDU INC SR UNSECURED 06/25 4.125                     | CUSIP: 056752AG3<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     46000 | PA      | $44096.73     | 0.00%             | 2025-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-09

**Name of Applicant:** PIMCO ETF Trust

**Signature:** /s/ Bijal Parikh

**Name of Signer:** Bijal Parikh

**Title:** Treasurer