# EDGAR Filing Document

**Accession Number:** 0001100663
**File Stem:** 0001410368-25-043399
**Filing Date:** 2025-12
**Character Count:** 272583
**Document Hash:** 6c78aab5e80177ed87c1c579866cf9d5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-043399.hdr.sgml**: 20251229

**ACCESSION NUMBER**: 0001410368-25-043399

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251229

**DATE AS OF CHANGE**: 20251229

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** iSHARES TRUST
- **CENTRAL INDEX KEY:** 0001100663

**ORGANIZATION NAME:**
- **EIN:** 943351276
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-09729
- **FILM NUMBER:** 251606800

**BUSINESS ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105
- **BUSINESS PHONE:** (415) 670-2000

**MAIL ADDRESS:**
- **STREET 1:** 400 HOWARD STREET
- **CITY:** SAN FRANCISCO
- **STATE:** CA
- **ZIP:** 94105

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ISHARES TRUST
- **DATE OF NAME CHANGE:** 19991213

## Series and Classes Contracts Data

### iShares Systematic Bond ETF (Series ID: S000060088)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000196720 | iShares Systematic Bond ETF | SYSB            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** iShares Trust

- **b. Investment Company Act file number:** 811-09729

- **c. CIK number of Registrant:** 0001100663

- **d. LEI of Registrant:** 5493000860OXIC4B5K91

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

  - **Street Address 1:** 400 Howard Street

  - **City:** San Francisco

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94105

  - **Telephone number:** 800-474-2737

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

- **a. Name of Series:** iShares Systematic Bond ETF

- **b. EDGAR series identifier (if any):** S000060088

- **c. LEI of Series:** 549300SHI6TGK0Y81802

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-10-31

**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:** $99453348.97

**Total Liabilities:** $22788097.08

**Net Assets:** $76665251.89

**Cash Not Reported:** $9637.16

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 6.32000000 | **1-Year:** 935.90000000 | **5-Year:** 9106.17000000 | **10-Year:** 5730.76000000 | **30-Year:** 0.00000000

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

- **3-Month:** 177.74000000 | **1-Year:** 437.64000000 | **5-Year:** 3972.42000000 | **10-Year:** 408.47000000 | **30-Year:** 201.91000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000196720 | 1.46%                | 1.28%                | 0.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $269110.47               | $587308.13                                 |
| Month 2  | $1245011.33              | $-482592.03                                |
| Month 3  | $444128.74               | $-294548.09                                |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### Schedule of Portfolio Investments

| Name                                           | Title                                                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADT SEC CORP                                   | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     53000 | PA      | $51324.76     | 0.07%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| ADT SEC CORP                                   | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20288.94     | 0.03%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HLDGS                        | AMC Entertainment Holdings Inc                                                   | CUSIP: 00165CBA1<br>LEI: 549300ZO77UNR6NRBR11 | Long             | DBT              | CORP              | US        |     48000 | PA      | $40805.35     | 0.05%             | 2029-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| ASGN INCORPORATED                              | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     66000 | PA      | $64820.49     | 0.08%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ADTALEM GLOBAL EDUCATION                       | Adtalem Global Education Inc                                                     | CUSIP: 00737WAA7<br>LEI: 549300Z467EZLMODV621 | Long             | DBT              | CORP              | US        |     19000 | PA      | $19016.06     | 0.02%             | 2028-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     75000 | PA      | $76711.92     | 0.10%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                         | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC            | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $119749.67    | 0.16%             | 2027-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ALLIANCE RES OP/FINANCE                        | Alliance Resource Operating Partners LP / Alliance Resource Finance Corp         | CUSIP: 01879NAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $37040.47     | 0.05%             | 2029-06-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ALLISON TRANSMISSION INC                       | Allison Transmission Inc                                                         | CUSIP: 019736AF4<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |     27000 | PA      | $27227.34     | 0.04%             | 2029-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0124B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    326813 | PA      | $292721.79    | 0.38%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0204B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    493187 | PA      | $453839.12    | 0.59%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0206B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2470000 | PA      | $2002546.25   | 2.61%             | 2055-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0224B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $188104.88    | 0.25%             | 2040-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0226B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2155000 | PA      | $1829307.22   | 2.39%             | 2055-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0304B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    155000 | PA      | $148507.64    | 0.19%             | 2040-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0306B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1300000 | PA      | $1151718.75   | 1.50%             | 2055-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0326B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425000 | PA      | $391790.97    | 0.51%             | 2055-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0404B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    110000 | PA      | $108244.80    | 0.14%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0406B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    650000 | PA      | $616659.86    | 0.80%             | 2055-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0506B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    225000 | PA      | $223849.57    | 0.29%             | 2055-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0526B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    775000 | PA      | $782979.91    | 1.02%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0606B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    475000 | PA      | $485714.56    | 0.63%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                      | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F0626B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    425000 | PA      | $440081.01    | 0.57%             | 2054-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                               | CUSIP: 02005NBS8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56299.18     | 0.07%             | 2033-02-14      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     62000 | PA      | $54483.58     | 0.07%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                               | Altria Group Inc                                                                 | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     37000 | PA      | $41614.26     | 0.05%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| AMEREN CORP                                    | Ameren Corp                                                                      | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64095.48     | 0.08%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                          | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     81000 | PA      | $82879.00     | 0.11%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN AIRLINES INC                          | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44861.13     | 0.06%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                        | American Electric Power Co Inc                                                   | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    117000 | PA      | $123303.63    | 0.16%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                        | American National Group Inc                                                      | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37150.72     | 0.05%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                        | American National Group Inc                                                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31493.23     | 0.04%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                          | American Homes 4 Rent LP                                                         | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     41000 | PA      | $42335.31     | 0.06%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    175000 | PA      | $171799.80    | 0.22%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                            | American Tower Corp                                                              | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     98000 | PA      | $102172.30    | 0.13%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                         | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AL8<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60221.28     | 0.08%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                         | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $57049.08     | 0.07%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                         | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $18940.93     | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                          | Aon North America Inc                                                            | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     68000 | PA      | $70848.49     | 0.09%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                       | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |     60000 | PA      | $57749.98     | 0.08%             | 2029-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| APPLOVIN CORP                                  | AppLovin Corp                                                                    | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    147000 | PA      | $150047.39    | 0.20%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                       | Archrock Partners LP / Archrock Partners Finance Corp                            | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15000 | PA      | $15063.84     | 0.02%             | 2028-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                         | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     16000 | PA      | $14916.96     | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                           | Ares Management Corp                                                             | CUSIP: 03990BAA9<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11591.71     | 0.02%             | 2028-11-10      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    168000 | PA      | $159962.99    | 0.21%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60543.80     | 0.08%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                               | Aris Mining Corp                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $52005.00     | 0.07%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                      | Arko Corp                                                                        | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $29212.59     | 0.04%             | 2029-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                       | Aston Martin Capital Holdings Ltd                                                | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |    127000 | PA      | $112948.07    | 0.15%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $55899.25     | 0.07%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: —       |
| AVIS BUDGET CAR/FINANCE                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $30617.85     | 0.04%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                        | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $68634.73     | 0.09%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     13000 | PA      | $14009.46     | 0.02%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                 | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     57000 | PA      | $62696.54     | 0.08%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     47000 | PA      | $44957.09     | 0.06%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                 | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5289.05      | 0.01%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                               | BAT Capital Corp                                                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5337.08      | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                           | BAT International Finance PLC                                                    | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $99689.20     | 0.13%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: —       |
| BALDWIN INSUR GRP/FIN                          | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     67000 | PA      | $68752.99     | 0.09%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40736.36     | 0.05%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    124000 | PA      | $123507.58    | 0.16%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16060.06     | 0.02%             | 2029-07-23      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    135000 | PA      | $134531.79    | 0.18%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     18000 | PA      | $16713.47     | 0.02%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31415.92     | 0.04%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    199000 | PA      | $206967.51    | 0.27%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                             | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10436.88     | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBK2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     32000 | PA      | $32496.81     | 0.04%             | 2030-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81868.07     | 0.11%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: —       |
| BAUSCH + LOMB CORP                             | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |    112000 | PA      | $117040.00    | 0.15%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                       | Bio-Rad Laboratories Inc                                                         | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     98000 | PA      | $91910.91     | 0.12%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                     | Biogen Inc                                                                       | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    137000 | PA      | $125329.18    | 0.16%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| BIOGEN INC                                     | Biogen Inc                                                                       | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13636.36     | 0.02%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                        | Biocon Biologics Global PLC                                                      | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $93936.88     | 0.12%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41441.58     | 0.05%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                                  | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25994.92     | 0.03%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                           | Blue Owl Finance LLC                                                             | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29604.47     | 0.04%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| BLUE OWL FINANCE LLC                           | Blue Owl Finance LLC                                                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93393.11     | 0.12%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                       | Blue Owl Technology Finance Corp                                                 | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36278.05     | 0.05%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    121000 | PA      | $116838.81    | 0.15%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| BOEING CO                                      | Boeing Co/The                                                                    | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     93000 | PA      | $91252.27     | 0.12%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                                 | BorgWarner Inc                                                                   | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11256.55     | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BRINKER INTERNATIONAL IN                       | Brinker International Inc                                                        | CUSIP: 109641AK6<br>LEI: 52990067JY6PBGJNTG76 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28599.89     | 0.04%             | 2030-07-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                              | Bristow Group Inc                                                                | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14997.74     | 0.02%             | 2028-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                       | British Telecommunications PLC                                                   | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     93000 | PA      | $113774.09    | 0.15%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     50000 | PA      | $49536.78     | 0.06%             | 2029-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                         | Brixmor Operating Partnership LP                                                 | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |     63000 | PA      | $61839.55     | 0.08%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                       | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     54000 | PA      | $51122.22     | 0.07%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                       | Broadridge Financial Solutions Inc                                               | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     93000 | PA      | $84277.02     | 0.11%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                     | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4895.31      | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     66000 | PA      | $66003.70     | 0.09%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                       | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     65000 | PA      | $60051.16     | 0.08%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD PPTY REIT INC                       | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              |  | US        |     59000 | PA      | $58118.26     | 0.08%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown Inc                                                                | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70057.38     | 0.09%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                              | Brown & Brown Inc                                                                | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     95000 | PA      | $84627.11     | 0.11%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                       | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75654.06     | 0.10%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| BURFORD CAPITAL GLBL FIN                       | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     17000 | PA      | $16884.91     | 0.02%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                       | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22883.80     | 0.03%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                       | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76589.12     | 0.10%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                       | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19745.66     | 0.03%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $30774.03     | 0.04%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    105000 | PA      | $91034.59     | 0.12%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    135000 | PA      | $120070.31    | 0.16%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $100766.83    | 0.13%             | 2034-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CCO HLDGS LLC/CAP CORP                         | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    104000 | PA      | $94153.21     | 0.12%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CBRE SERVICES INC                              | CBRE Services Inc                                                                | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38495.70     | 0.05%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| CBRE SERVICES INC                              | CBRE Services Inc                                                                | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42490.16     | 0.06%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                            | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     54000 | PA      | $55068.30     | 0.07%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                       | Viridien                                                                         | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |     56000 | PA      | $58676.72     | 0.08%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CGI INC                                        | CGI Inc                                                                          | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    121000 | PA      | $122710.22    | 0.16%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                                | Cigna Group/The                                                                  | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21131.75     | 0.03%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                             | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     43000 | PA      | $43172.77     | 0.06%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                             | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42439.14     | 0.06%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                 | CVR Energy Inc                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59440.60     | 0.08%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                       | CVR Partners LP / CVR Nitrogen Finance Corp                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $58944.22     | 0.08%             | 2028-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60326.58     | 0.08%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     94000 | PA      | $96532.17     | 0.13%             | 2030-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      7000 | PA      | $7320.85      | 0.01%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91898.61     | 0.12%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                             | Coterra Energy Inc                                                               | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20898.93     | 0.03%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                             | Coterra Energy Inc                                                               | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8192.08      | 0.01%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                       | California Resources Corp                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |    104000 | PA      | $108187.24    | 0.14%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                          | Campbell's Company/The                                                           | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119148.58    | 0.16%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                          | Campbell's Company/The                                                           | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10671.82     | 0.01%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     21000 | PA      | $21460.98     | 0.03%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                         | Canadian Imperial Bank of Commerce                                               | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     77000 | PA      | $79472.99     | 0.10%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                   | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $48720.60     | 0.06%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                        | Canadian Natural Resources Ltd                                                   | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     85000 | PA      | $86788.17     | 0.11%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     57000 | PA      | $58568.05     | 0.08%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    116000 | PA      | $121580.92    | 0.16%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                       | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    138000 | PA      | $141757.66    | 0.18%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                            | Cardinal Health Inc                                                              | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84247.57     | 0.11%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                            | Cardinal Health Inc                                                              | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60734.10     | 0.08%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                               | Carlisle Cos Inc                                                                 | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8138.77      | 0.01%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CARNIVAL CORP                                  | Carnival Corp                                                                    | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    113000 | PA      | $114695.00    | 0.15%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     78000 | PA      | $79976.83     | 0.10%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENERGY INC                         | CenterPoint Energy Inc                                                           | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     74000 | PA      | $76625.22     | 0.10%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                       | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10968.31     | 0.01%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                            | Century Communities Inc                                                          | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58136.61     | 0.08%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                       | Champion Iron Canada Inc                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     56000 | PA      | $58711.80     | 0.08%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36012.14     | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    121000 | PA      | $116828.14    | 0.15%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7308.43      | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    134000 | PA      | $135371.61    | 0.18%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     16000 | PA      | $15576.45     | 0.02%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                         | Choice Hotels International Inc                                                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23390.87     | 0.03%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                    | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    135000 | PA      | $133580.23    | 0.17%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                     | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    117000 | PA      | $121638.01    | 0.16%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                       | Citizens Financial Group Inc                                                     | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32346.84     | 0.04%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     29000 | PA      | $30002.82     | 0.04%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     97000 | PA      | $101542.41    | 0.13%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                           | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     89000 | PA      | $92529.90     | 0.12%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                            | Coinbase Global Inc                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |    133000 | PA      | $126506.06    | 0.17%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                            | Coinbase Global Inc                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      4000 | PA      | $3575.08      | 0.00%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                         | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101116.65    | 0.13%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                         | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     38000 | PA      | $37627.02     | 0.05%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONDUENT BUS SERVICES                          | Conduent Business Services LLC / Conduent State & Local Solutions Inc            | CUSIP: 20679LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     63000 | PA      | $58924.93     | 0.08%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                               | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16266.27     | 0.02%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                        | Connecticut Light and Power Co/The                                               | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52459.18     | 0.07%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                       | Constellation Brands Inc                                                         | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    103000 | PA      | $103662.99    | 0.14%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                            | Consumers Energy Co                                                              | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48539.57     | 0.06%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                         | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     63000 | PA      | $62466.46     | 0.08%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                         | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25632.53     | 0.03%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                         | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     26000 | PA      | $24731.31     | 0.03%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                       | Corebridge Financial Inc                                                         | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27220.13     | 0.04%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                  | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    113000 | PA      | $114099.04    | 0.15%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                  | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44128.70     | 0.06%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae                                                                       | CUSIP: 21H0326B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    525000 | PA      | $480490.62    | 0.63%             | 2055-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae                                                                       | CUSIP: 21H0506B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    635000 | PA      | $632995.43    | 0.83%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae                                                                       | CUSIP: 21H0526B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    675000 | PA      | $680566.50    | 0.89%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                          | Cousins Properties LP                                                            | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     26000 | PA      | $27159.04     | 0.04%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                          | Cousins Properties LP                                                            | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |     26000 | PA      | $26566.72     | 0.03%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                               | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     58000 | PA      | $60825.30     | 0.08%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                               | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54973.60     | 0.07%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     80000 | PA      | $79173.79     | 0.10%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                               | Crown Castle Inc                                                                 | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    148000 | PA      | $146367.66    | 0.19%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CUSHMAN & WAKEFIELD US                         | Cushman & Wakefield US Borrower LLC                                              | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65516.95     | 0.09%             | 2028-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                  | DTE Energy Co                                                                    | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60485.29     | 0.08%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                                | DTE Electric Co                                                                  | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     51000 | PA      | $52671.83     | 0.07%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                         | Darden Restaurants Inc                                                           | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11931.91     | 0.02%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |    122000 | PA      | $117810.04    | 0.15%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| DAVITA INC                                     | DaVita Inc                                                                       | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     64000 | PA      | $58759.76     | 0.08%             | 2031-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                         | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $112722.62    | 0.15%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                                | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    116000 | PA      | $119826.12    | 0.16%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                    | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54492.77     | 0.07%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                    | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     48000 | PA      | $50285.67     | 0.07%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                       | Deutsche Telekom International Finance BV                                        | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    104000 | PA      | $122373.92    | 0.16%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                       | Diamond Foreign Asset Co / Diamond Finance LLC                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     53000 | PA      | $56266.97     | 0.07%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     80000 | PA      | $86034.21     | 0.11%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                         | Diamondback Energy Inc                                                           | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     59000 | PA      | $60544.58     | 0.08%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                          | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     98000 | PA      | $89969.75     | 0.12%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| DICK'S SPORTING GOODS                          | Dick's Sporting Goods Inc                                                        | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6848.57      | 0.01%             | 2029-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                            | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |    101000 | PA      | $106954.25    | 0.14%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                     | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     74000 | PA      | $62604.00     | 0.08%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                     | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     68000 | PA      | $61002.80     | 0.08%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                       | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              |  | US        |     67000 | PA      | $58800.16     | 0.08%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                            | Dollar General Corp                                                              | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    116000 | PA      | $111623.84    | 0.15%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                                | Dollar Tree Inc                                                                  | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84667.33     | 0.11%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                            | Dominion Energy Inc                                                              | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     31000 | PA      | $27468.79     | 0.04%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                          | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    196000 | PA      | $201978.05    | 0.26%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                       | Duke Energy Progress LLC                                                         | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     69000 | PA      | $65110.16     | 0.08%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                                          | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     16000 | PA      | $14393.22     | 0.02%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| EQT CORP                                       | EQT Corp                                                                         | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41007.50     | 0.05%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                         | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32033.63     | 0.04%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                       | EQT Corp                                                                         | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85078.04     | 0.11%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS                                | Eagle Materials Inc                                                              | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    116000 | PA      | $104871.48    | 0.14%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PERMIAN RESOURC OPTG LLC                       | Permian Resources Operating LLC                                                  | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21289.24     | 0.03%             | 2027-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                  | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8807.00      | 0.01%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: —       |
| ELANCO ANIMAL HEALTH INC                       | Elanco Animal Health Inc                                                         | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |     74000 | PA      | $77105.19     | 0.10%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                             | Eldorado Gold Corp                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $56113.74     | 0.07%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EMBECTA CORP                                   | Embecta Corp                                                                     | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     63000 | PA      | $59775.57     | 0.08%             | 2030-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ENACT HOLDINGS INC                             | Enact Holdings Inc                                                               | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     86000 | PA      | $90005.35     | 0.12%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     44000 | PA      | $46345.07     | 0.06%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     67000 | PA      | $70440.11     | 0.09%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                   | Enbridge Inc                                                                     | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     44000 | PA      | $45922.24     | 0.06%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                           | Endeavour Mining PLC                                                             | CUSIP: 29261HAB1<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |     57000 | PA      | $58715.85     | 0.08%             | 2030-05-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                         | Energizer Holdings Inc                                                           | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68866.05     | 0.09%             | 2028-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                         | Energizer Holdings Inc                                                           | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     64000 | PA      | $61428.54     | 0.08%             | 2029-03-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     26000 | PA      | $28412.57     | 0.04%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26691.00     | 0.03%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                               | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    134000 | PA      | $136050.50    | 0.18%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ENERGEAN PLC                                   | Energean PLC                                                                     | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $49875.00     | 0.07%             | 2027-04-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                        | Enova International Inc                                                          | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     34000 | PA      | $36082.84     | 0.05%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                        | Enova International Inc                                                          | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57640.06     | 0.08%             | 2029-08-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                   | Entergy Corp                                                                     | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     74000 | PA      | $66283.91     | 0.09%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                    | Equifax Inc                                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104512.24    | 0.14%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                    | Equinix Inc                                                                      | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    116000 | PA      | $111219.12    | 0.15%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                          | CUSIP: 29670GAF9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4484.74      | 0.01%             | 2031-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                          | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     11000 | PA      | $11295.13     | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                        | Essential Utilities Inc                                                          | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16199.22     | 0.02%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                       | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     71000 | PA      | $69816.31     | 0.09%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                              | Eversource Energy                                                                | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     88000 | PA      | $92194.58     | 0.12%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                           | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     21000 | PA      | $21684.04     | 0.03%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                           | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     95000 | PA      | $99030.01     | 0.13%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                         | Extra Space Storage LP                                                           | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     21000 | PA      | $21115.10     | 0.03%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                       | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     40000 | PA      | $38714.88     | 0.05%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                       | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     90000 | PA      | $93913.11     | 0.12%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      5000 | PA      | $4698.93      | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $93958.14     | 0.12%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                         | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     37000 | PA      | $39364.59     | 0.05%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140FXF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43607 | PA      | $41465.86     | 0.05%             | 2057-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43993 | PA      | $41833.01     | 0.05%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                  | CUSIP: 3140W0MN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    665319 | PA      | $685996.73    | 0.89%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                       | CUSIP: 31428XDF0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     45000 | PA      | $43178.49     | 0.06%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                     | FedEx Corp                                                                       | CUSIP: 31428XDH6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44882.49     | 0.06%             | 2031-05-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                       | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     90000 | PA      | $84620.80     | 0.11%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                        | Fidelity National Information Services Inc                                       | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     54000 | PA      | $48033.82     | 0.06%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                              | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     43000 | PA      | $41895.72     | 0.05%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                              | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49901.34     | 0.07%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                            | Fifth Third Bancorp                                                              | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    114000 | PA      | $119854.96    | 0.16%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                  | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56084.17     | 0.07%             | 2030-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     62000 | PA      | $64932.35     | 0.08%             | 2031-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                       | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    102000 | PA      | $107928.34    | 0.14%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                  | FirstCash Inc                                                                    | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     51000 | PA      | $50301.63     | 0.07%             | 2028-09-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                       | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     90000 | PA      | $86607.15     | 0.11%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                     | Fiserv Inc                                                                       | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     67000 | PA      | $68951.18     | 0.09%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY CORP                               | FirstEnergy Corp                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    126000 | PA      | $125211.82    | 0.16%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                         | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21753.28     | 0.03%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                         | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36723.44     | 0.05%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                       | Florida Power & Light Co                                                         | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    122000 | PA      | $127677.50    | 0.17%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                        | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111082.03    | 0.14%             | 2028-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                           | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     69000 | PA      | $66242.70     | 0.09%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                         | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18224.04     | 0.02%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                       | Fox Corp                                                                         | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109898.66    | 0.14%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                      | Orange SA                                                                        | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     93000 | PA      | $112547.97    | 0.15%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                        | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     68000 | PA      | $66359.31     | 0.09%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association       | Ginnie Mae II Pool                                                               | CUSIP: 36179WXH6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    760055 | PA      | $632408.62    | 0.82%             | 2052-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              |  | US        |     79000 | PA      | $80498.63     | 0.11%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                        | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |     90000 | PA      | $89945.55     | 0.12%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CLUE OPCO LLC                                  | Clue Opco LLC                                                                    | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     78000 | PA      | $79511.72     | 0.10%             | 2031-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: —       |
| GE HEALTHCARE TECH INC                         | GE HealthCare Technologies Inc                                                   | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $127111.13    | 0.17%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                    | Gap Inc/The                                                                      | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     87000 | PA      | $81852.77     | 0.11%             | 2029-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                    | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     57000 | PA      | $51911.83     | 0.07%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                        | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $91560.11     | 0.12%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     47000 | PA      | $49535.04     | 0.06%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $35019.58     | 0.05%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                          | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $64034.22     | 0.08%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                               | Genuine Parts Co                                                                 | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67761.05     | 0.09%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                               | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49629.37     | 0.06%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                               | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60490.49     | 0.08%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: —       |
| GOEASY LTD                                     | goeasy Ltd                                                                       | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     56000 | PA      | $58052.57     | 0.08%             | 2028-12-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                     | goeasy Ltd                                                                       | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     68000 | PA      | $68492.59     | 0.09%             | 2029-07-01      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                     | goeasy Ltd                                                                       | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |      6000 | PA      | $5986.61      | 0.01%             | 2030-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| GOEASY LTD                                     | goeasy Ltd                                                                       | CUSIP: 380355AR8<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |     14000 | PA      | $13681.38     | 0.02%             | 2031-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     99000 | PA      | $98275.20     | 0.13%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                              | Golub Capital BDC Inc                                                            | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     86000 | PA      | $87296.27     | 0.11%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GRIFOLS SA                                     | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     84000 | PA      | $81223.03     | 0.11%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRUBHUB HOLDINGS INC                           | GrubHub Holdings Inc                                                             | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    161000 | PA      | $135656.99    | 0.18%             | 2030-07-31      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OP CORP                        | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71471.13     | 0.09%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    232000 | PA      | $222902.50    | 0.29%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41760.22     | 0.05%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                        | HCA Inc                                                                          | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55812.80     | 0.07%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $294601.71    | 0.38%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $300501.49    | 0.39%             | 2030-03-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                        | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     67000 | PA      | $67393.65     | 0.09%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HEALTHCARE RLTY HLDGS LP                       | Healthcare Realty Holdings LP                                                    | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              |  | US        |    113000 | PA      | $98409.42     | 0.13%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                              | Healthpeak OP LLC                                                                | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     21000 | PA      | $20885.26     | 0.03%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HECLA MINING CO                                | Hecla Mining Co                                                                  | CUSIP: 422704AH9<br>LEI: 5493009Y6HOBZD1QD537 | Long             | DBT              | CORP              | US        |     37000 | PA      | $37292.30     | 0.05%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                     | HEICO Corp                                                                       | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16477.52     | 0.02%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                       | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     42000 | PA      | $40329.03     | 0.05%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                       | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     62000 | PA      | $57321.67     | 0.07%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| AMRIZE FINANCE US LLC                          | Amrize Finance US LLC                                                            | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    123000 | PA      | $125916.89    | 0.16%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                          | Amrize Finance US LLC                                                            | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18587.45     | 0.02%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| HOST HOTELS & RESORTS LP                       | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    109000 | PA      | $112783.75    | 0.15%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                             | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     76000 | PA      | $73045.71     | 0.10%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                             | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65996.43     | 0.09%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95355.54     | 0.12%             | 2028-08-04      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                          | Huntington Bancshares Inc/OH                                                     | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27294.63     | 0.04%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                                | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     31000 | PA      | $31999.86     | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                       | Huntington Ingalls Industries Inc                                                | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27419.94     | 0.04%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp                                                                | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13369.40     | 0.02%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                              | Hyatt Hotels Corp                                                                | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39653.96     | 0.05%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     64000 | PA      | $65284.39     | 0.09%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                | IHS Holding Ltd                                                                  | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     73000 | PA      | $75942.31     | 0.10%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                   | IAMGOLD Corp                                                                     | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |     49000 | PA      | $48816.53     | 0.06%             | 2028-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     81000 | PA      | $81287.55     | 0.11%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| ICAHN ENTERPRISES/FIN                          | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $89326.01     | 0.12%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                             | Ingersoll Rand Inc                                                               | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40427.93     | 0.05%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                            | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     86000 | PA      | $81342.74     | 0.11%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                            | Invitation Homes Operating Partnership LP                                        | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |     15000 | PA      | $15068.70     | 0.02%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     20000 | PA      | $19992.89     | 0.03%             | 2032-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                              | Iron Mountain Inc                                                                | CUSIP: 46284VAN1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     17000 | PA      | $16305.50     | 0.02%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                            | Ithaca Energy North Sea PLC                                                      | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |     82000 | PA      | $85973.23     | 0.11%             | 2029-10-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                              | Ivanhoe Mines Ltd                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     87000 | PA      | $89671.86     | 0.12%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    116000 | PA      | $114982.57    | 0.15%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26035.23     | 0.03%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45378.86     | 0.06%             | 2029-12-05      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    122000 | PA      | $118462.92    | 0.15%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     41000 | PA      | $37567.20     | 0.05%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81318.59     | 0.11%             | 2033-04-26      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    135000 | PA      | $136716.48    | 0.18%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51478.11     | 0.07%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26885.73     | 0.04%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                              | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36518.41     | 0.05%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                       | Jacobs Engineering Group Inc                                                     | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8438.70      | 0.01%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| JAGUAR LAND ROVER AUTOMO                       | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     54000 | PA      | $53241.65     | 0.07%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                       | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAK0<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     18000 | PA      | $18008.46     | 0.02%             | 2028-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                       | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAM6<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     42000 | PA      | $41965.39     | 0.05%             | 2029-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                        | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    118000 | PA      | $115981.56    | 0.15%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                        | KeyCorp                                                                          | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     72000 | PA      | $78044.48     | 0.10%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                            | Kimco Realty OP LLC                                                              | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |     11000 | PA      | $12134.90     | 0.02%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                              | Kinder Morgan Inc                                                                | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    103000 | PA      | $105782.51    | 0.14%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                            | Klabin Austria GmbH                                                              | CUSIP: 49836AAB0<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     79000 | PA      | $83518.80     | 0.11%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                             | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     90000 | PA      | $69741.42     | 0.09%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                             | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43449.36     | 0.06%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| KORN/FERRY INTERNATIONAL                       | Korn Ferry                                                                       | CUSIP: 50067PAA7<br>LEI: 549300FOD20OM0GT5G40 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12897.37     | 0.02%             | 2027-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBM7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26662.48     | 0.03%             | 2032-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                           | Kraft Heinz Foods Co                                                             | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26632.75     | 0.03%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| BATH & BODY WORKS INC                          | Bath & Body Works Inc                                                            | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     83000 | PA      | $86775.92     | 0.11%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BATH & BODY WORKS INC                          | Bath & Body Works Inc                                                            | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |     69000 | PA      | $71417.42     | 0.09%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                 | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     79000 | PA      | $84221.61     | 0.11%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                               | LPL Holdings Inc                                                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16330.41     | 0.02%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                 | LSB Industries Inc                                                               | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54221.43     | 0.07%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                              | L3Harris Technologies Inc                                                        | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     16000 | PA      | $16094.01     | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                              | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36056.53     | 0.05%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                        | Laboratory Corp of America Holdings                                              | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25882.05     | 0.03%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                          | LD Holdings Group LLC                                                            | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     79000 | PA      | $73506.68     | 0.10%             | 2028-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                     | Leidos Inc                                                                       | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     90000 | PA      | $80582.84     | 0.11%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                    | Lennar Corp                                                                      | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     66000 | PA      | $66474.72     | 0.09%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                                    | Lennar Corp                                                                      | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13371.38     | 0.02%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                          | Level 3 Financing Inc                                                            | CUSIP: 527298CB7<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     31000 | PA      | $29643.75     | 0.04%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                          | Level 3 Financing Inc                                                            | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     82000 | PA      | $75747.50     | 0.10%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                          | Level 3 Financing Inc                                                            | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53756.25     | 0.07%             | 2030-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                          | Level 3 Financing Inc                                                            | CUSIP: 527298CH4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     63000 | PA      | $56227.50     | 0.07%             | 2031-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| LIVE NATION ENTERTAINMEN                       | Live Nation Entertainment Inc                                                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     72000 | PA      | $72615.96     | 0.09%             | 2027-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                       | Live Nation Entertainment Inc                                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     23000 | PA      | $22442.07     | 0.03%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                         | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |     24100 | PA      | $24341.00     | 0.03%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                           | M&T Bank Corp                                                                    | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    104000 | PA      | $112587.01    | 0.15%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: —       |
| M&T BANK CORPORATION                           | M&T Bank Corp                                                                    | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32791.71     | 0.04%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                          | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    268000 | PA      | $266746.65    | 0.35%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                        | MPLX LP                                                                          | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59498.57     | 0.08%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |     69000 | PA      | $66386.60     | 0.09%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |    134000 | PA      | $109559.97    | 0.14%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |      8000 | PA      | $5648.52      | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                       | MSCI Inc                                                                         | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    121000 | PA      | $121437.67    | 0.16%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                        | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     17000 | PA      | $17082.14     | 0.02%             | 2032-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| MACY'S RETAIL HLDGS LLC                        | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     59000 | PA      | $62171.96     | 0.08%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    104000 | PA      | $95257.50     | 0.12%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                        | Marathon Petroleum Corp                                                          | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     54000 | PA      | $55495.46     | 0.07%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                         | Marriott International Inc/MD                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    170000 | PA      | $156594.21    | 0.20%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                           | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     98000 | PA      | $90670.37     | 0.12%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                         | Marvell Technology Inc                                                           | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     16000 | PA      | $16194.54     | 0.02%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MASTEC INC                                     | MasTec Inc                                                                       | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27175.65     | 0.04%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                            | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     67000 | PA      | $70743.86     | 0.09%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                         | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     97000 | PA      | $90605.71     | 0.12%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                         | Millicom International Cellular SA                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     47000 | PA      | $49082.95     | 0.06%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     77000 | PA      | $76343.57     | 0.10%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    114000 | PA      | $114107.30    | 0.15%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    101000 | PA      | $105036.81    | 0.14%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86757.26     | 0.11%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                   | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    101000 | PA      | $104114.86    | 0.14%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59652.61     | 0.08%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                           | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     98000 | PA      | $89859.14     | 0.12%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                         | Motorola Solutions Inc                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5259.89      | 0.01%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                 | NRG Energy Inc                                                                   | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     61000 | PA      | $56612.53     | 0.07%             | 2032-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NVR INC                                        | NVR Inc                                                                          | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54052.52     | 0.07%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAV0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     44000 | PA      | $43880.36     | 0.06%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     44000 | PA      | $42192.98     | 0.06%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     44000 | PA      | $39656.55     | 0.05%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                           | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     11000 | PA      | $11102.87     | 0.01%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS CO                           | National Fuel Gas Co                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45904.35     | 0.06%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                              | National Grid PLC                                                                | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     98000 | PA      | $104446.73    | 0.14%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                              | National Grid PLC                                                                | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     41000 | PA      | $42585.26     | 0.06%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| NNN REIT INC                                   | NNN REIT Inc                                                                     | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     31000 | PA      | $31131.00     | 0.04%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                     | NetApp Inc                                                                       | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66978.54     | 0.09%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| NEW FLYER HOLDINGS                             | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     64000 | PA      | $68142.53     | 0.09%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                             | Rithm Capital Corp                                                               | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |     88000 | PA      | $89784.82     | 0.12%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                             | Rithm Capital Corp                                                               | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |     42000 | PA      | $42574.43     | 0.06%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                              | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    119000 | PA      | $117130.41    | 0.15%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     41000 | PA      | $42123.47     | 0.05%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                         | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10422.08     | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                              | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     26000 | PA      | $25989.32     | 0.03%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                     | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     82000 | PA      | $71324.77     | 0.09%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                   | NiSource Inc                                                                     | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44077.65     | 0.06%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NISSAN MOTOR CO                                | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     81000 | PA      | $85530.01     | 0.11%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |    109000 | PA      | $115927.14    | 0.15%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                           | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    111000 | PA      | $115200.57    | 0.15%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                   | Nordson Corp                                                                     | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28232.08     | 0.04%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                         | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     49000 | PA      | $49940.30     | 0.07%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: —       |
| NOVELIS CORP                                   | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    123000 | PA      | $118889.19    | 0.16%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                   | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     42000 | PA      | $43597.76     | 0.06%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                    | Nutrien Ltd                                                                      | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     31000 | PA      | $32066.39     | 0.04%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                       | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     33000 | PA      | $33485.12     | 0.04%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     51000 | PA      | $54233.76     | 0.07%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                        | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66394.14     | 0.09%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    134000 | PA      | $134951.49    | 0.18%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     59000 | PA      | $63152.59     | 0.08%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45612.68     | 0.06%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                        | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38144.82     | 0.05%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     12000 | PA      | $11579.14     | 0.02%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     14000 | PA      | $14755.16     | 0.02%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5222.66      | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     83000 | PA      | $86006.59     | 0.11%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| ONEMAIN FINANCE CORP                           | OneMain Finance Corp                                                             | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     68000 | PA      | $69007.69     | 0.09%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     98000 | PA      | $91719.73     | 0.12%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28257.75     | 0.04%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40726.69     | 0.05%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                      | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     44000 | PA      | $44793.81     | 0.06%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                 | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     78000 | PA      | $76440.58     | 0.10%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| BLUE OWL TECHNOLOGY FINA                       | Blue Owl Technology Finance Corp II                                              | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41916.20     | 0.05%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CAPITAL CORP                          | Blue Owl Capital Corp                                                            | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9738.50      | 0.01%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                          | Blue Owl Capital Corp                                                            | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100308.56    | 0.13%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CAPITAL CORP                          | Blue Owl Capital Corp                                                            | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48717.17     | 0.06%             | 2027-04-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                      | PG&E Corp                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     97000 | PA      | $96323.68     | 0.13%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                      | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44532.23     | 0.06%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88302.10     | 0.12%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    113000 | PA      | $115546.04    | 0.15%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CB9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32053.21     | 0.04%             | 2031-01-29      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                        | PPL Capital Funding Inc                                                          | CUSIP: 69352PAQ6<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     36000 | PA      | $35783.10     | 0.05%             | 2030-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO                          | Pagaya US Holdings Co LLC                                                        | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     60000 | PA      | $54320.45     | 0.07%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                         | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              |  | US        |     42000 | PA      | $41962.48     | 0.05%             | 2028-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                         | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |     65000 | PA      | $63131.63     | 0.08%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                       | Park-Ohio Industries Inc                                                         | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40828.80     | 0.05%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                         | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     58000 | PA      | $59136.63     | 0.08%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     28000 | PA      | $27186.62     | 0.04%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     57000 | PA      | $56863.34     | 0.07%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| PENNYMAC FIN SVCS INC                          | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     85000 | PA      | $88662.57     | 0.12%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                    | Revvity Inc                                                                      | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     59000 | PA      | $56559.59     | 0.07%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                     | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41264.52     | 0.05%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                           | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     36000 | PA      | $32995.73     | 0.04%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                           | Pilgrim's Pride Corp                                                             | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    108000 | PA      | $104532.16    | 0.14%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41000 | PA      | $41089.65     | 0.05%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                       | Prime Security Services Borrower LLC / Prime Finance Inc                         | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     18000 | PA      | $17529.56     | 0.02%             | 2027-08-31      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                   | ADT Security Corp/The                                                            | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     85000 | PA      | $82312.14     | 0.11%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PRIMO / TRITON WATER HLD                       | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $87524.03     | 0.11%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                              | PROG Holdings Inc                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68320.00     | 0.09%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| PUBLIC SERVICE COLORADO                        | Public Service Co of Colorado                                                    | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    107000 | PA      | $110536.38    | 0.14%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                               | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10069.01     | 0.01%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                        | Public Service Electric and Gas Co                                               | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37371.57     | 0.05%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     74000 | PA      | $65157.95     | 0.08%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                       | Public Service Enterprise Group Inc                                              | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47363.88     | 0.06%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| QVC INC                                        | QVC Inc                                                                          | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |    106000 | PA      | $48760.00     | 0.06%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                              | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    107000 | PA      | $100069.39    | 0.13%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                            | Quanta Services Inc                                                              | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36065.37     | 0.05%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                          | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |    117000 | PA      | $121124.60    | 0.16%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $12489.19     | 0.02%             | 2029-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    124000 | PA      | $116565.89    | 0.15%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                           | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     61000 | PA      | $57603.78     | 0.08%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| RADIAN GROUP INC                               | Radian Group Inc                                                                 | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     21000 | PA      | $21945.02     | 0.03%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                | Rain Carbon Inc                                                                  | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |     44000 | PA      | $46856.08     | 0.06%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                              | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     43000 | PA      | $46434.46     | 0.06%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                              | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    102000 | PA      | $114406.24    | 0.15%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                       | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55957 | PA      | $56362.13     | 0.07%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                        | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     56000 | PA      | $60975.94     | 0.08%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                       | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    132000 | PA      | $117091.15    | 0.15%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| REGIONS FINANCIAL CORP                         | Regions Financial Corp                                                           | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     86000 | PA      | $89386.85     | 0.12%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                        | Reinsurance Group of America Inc                                                 | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27141.14     | 0.04%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                              | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48457.20     | 0.06%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                    | ROBLOX Corp                                                                      | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     43000 | PA      | $41145.57     | 0.05%             | 2030-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                       | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 77313LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     33000 | PA      | $30389.33     | 0.04%             | 2033-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                               | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    108000 | PA      | $97394.90     | 0.13%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                             | Royalty Pharma PLC                                                               | CUSIP: 78081BAT0<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     31000 | PA      | $30795.22     | 0.04%             | 2031-03-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                       | SLM Corp                                                                         | CUSIP: 78442PGE0<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |     37000 | PA      | $36353.44     | 0.05%             | 2026-11-02      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26008.85     | 0.03%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                       | Sabine Pass Liquefaction LLC                                                     | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    116000 | PA      | $116411.51    | 0.15%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC                                 | Sabre GLBL Inc                                                                   | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45045.00     | 0.06%             | 2027-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: —       |
| SABRA HEALTH CARE LP                           | Sabra Health Care LP                                                             | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     99000 | PA      | $89862.22     | 0.12%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                | San Diego Gas & Electric Co                                                      | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     64000 | PA      | $66278.02     | 0.09%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                       | Santander UK Group Holdings PLC                                                  | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209029.86    | 0.27%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                       | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    117000 | PA      | $121750.06    | 0.16%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                         | Santander Holdings USA Inc                                                       | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     54000 | PA      | $56109.98     | 0.07%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                          | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    107000 | PA      | $111009.84    | 0.14%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                           | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     48000 | PA      | $47115.04     | 0.06%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                         | Sempra                                                                           | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     18000 | PA      | $18820.36     | 0.02%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SINCLAIR TELEVISION GROU                       | Sinclair Television Group Inc                                                    | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     69000 | PA      | $58650.00     | 0.08%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| SINCLAIR TELEVISION GROU                       | Sinclair Television Group Inc                                                    | CUSIP: 829259BG4<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     42000 | PA      | $46095.00     | 0.06%             | 2033-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: —       |
| SINCLAIR TELEVISION GROU                       | Sinclair Television Group Inc                                                    | CUSIP: 829259BH2<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13248.17     | 0.02%             | 2033-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                 | Sisecam UK PLC                                                                   | CUSIP: 829688AA8<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |     45000 | PA      | $46068.25     | 0.06%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                 | Sisecam UK PLC                                                                   | CUSIP: 829688AB6<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |     93000 | PA      | $95788.14     | 0.12%             | 2032-05-02      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                             | Smith & Nephew PLC                                                               | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    111000 | PA      | $99419.74     | 0.13%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                       | Snap Inc                                                                         | CUSIP: 83304AAM8<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26465.30     | 0.03%             | 2034-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                 | Solventum Corp                                                                   | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    126000 | PA      | $131043.53    | 0.17%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                          | Southern California Gas Co                                                       | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     48000 | PA      | $49916.67     | 0.07%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SPIRIT AEROSYSTEMS INC                         | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22053.65     | 0.03%             | 2029-11-30      | Fixed         | 9.38%                 | No            |                  2 | On Loan: —       |
| SPIRIT AEROSYSTEMS INC                         | Spirit AeroSystems Inc                                                           | CUSIP: 85205TAR1<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     99000 | PA      | $108768.23    | 0.14%             | 2030-11-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                            | Sprint Capital Corp                                                              | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     38000 | PA      | $40826.08     | 0.05%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                            | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     90000 | PA      | $109489.41    | 0.14%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust Inc                                                      | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     36000 | PA      | $35679.04     | 0.05%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                        | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     54000 | PA      | $56183.06     | 0.07%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                            | Station Casinos LLC                                                              | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56358.92     | 0.07%             | 2031-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STEELCASE INC                                  | Steelcase Inc                                                                    | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |     54000 | PA      | $52785.00     | 0.07%             | 2029-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                           | Stillwater Mining Co                                                             | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     71000 | PA      | $70060.42     | 0.09%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                           | Stillwater Mining Co                                                             | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     76000 | PA      | $71056.03     | 0.09%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                               | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     64000 | PA      | $67782.21     | 0.09%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                       | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $72422.28     | 0.09%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SUN COMMUNITIES OPER LP                        | Sun Communities Operating LP                                                     | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              |  | US        |    113000 | PA      | $102464.09    | 0.13%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                             | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     66000 | PA      | $61622.77     | 0.08%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                              | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $206503.20    | 0.27%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     81000 | PA      | $85862.72     | 0.11%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                              | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     81000 | PA      | $83792.21     | 0.11%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                            | Synchrony Financial                                                              | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26192.74     | 0.03%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| SYSCO CORPORATION                              | Sysco Corp                                                                       | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7898.21      | 0.01%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                              | Sysco Corp                                                                       | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     38000 | PA      | $39312.48     | 0.05%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                        | System Energy Resources Inc                                                      | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51000 | PA      | $51469.68     | 0.07%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    134000 | PA      | $131252.90    | 0.17%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    247000 | PA      | $228192.89    | 0.30%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                       | Take-Two Interactive Software Inc                                                | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7954.38      | 0.01%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                       | Take-Two Interactive Software Inc                                                | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8141.26      | 0.01%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                          | Takeda Pharmaceutical Co Ltd                                                     | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $204400.23    | 0.27%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                        | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20508.99     | 0.03%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                        | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25892.58     | 0.03%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                           | Talos Production Inc                                                             | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71972.53     | 0.09%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                           | Talos Production Inc                                                             | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     64000 | PA      | $65452.10     | 0.09%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                   | Tapestry Inc                                                                     | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     85000 | PA      | $87066.64     | 0.11%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                   | Tapestry Inc                                                                     | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41752.02     | 0.05%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                       | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    108000 | PA      | $108249.79    | 0.14%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                             | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     41000 | PA      | $39036.52     | 0.05%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                           | Targa Resources Corp                                                             | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10211.87     | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                               | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     54000 | PA      | $57092.15     | 0.07%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                      | TEGNA Inc                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41685.79     | 0.05%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEGNA INC                                      | TEGNA Inc                                                                        | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103635.15    | 0.14%             | 2028-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                       | Teledyne Technologies Inc                                                        | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |      8000 | PA      | $7657.49      | 0.01%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TELUS CORP                                     | TELUS Corp                                                                       | CUSIP: 87971MBW2<br>LEI: 894500WE70KKZRQMBU11 | Long             | DBT              | CORP              | CA        |    111000 | PA      | $101962.47    | 0.13%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                            | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     63000 | PA      | $58210.07     | 0.08%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                    | Textron Inc                                                                      | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26935.76     | 0.04%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    103000 | PA      | $102957.48    | 0.13%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                          | TransCanada PipeLines Ltd                                                        | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     23000 | PA      | $22666.90     | 0.03%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                  | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56495.18     | 0.07%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| TRAVEL + LEISURE CO                            | Travel + Leisure Co                                                              | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     77000 | PA      | $74964.30     | 0.10%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| TRIMBLE INC                                    | Trimble Inc                                                                      | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     85000 | PA      | $91149.83     | 0.12%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                            | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     63000 | PA      | $63861.18     | 0.08%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                            | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    153000 | PA      | $165371.69    | 0.22%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                              | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     36000 | PA      | $40176.88     | 0.05%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                | Tyson Foods Inc                                                                  | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    111000 | PA      | $111070.54    | 0.14%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                                | Tyson Foods Inc                                                                  | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     31000 | PA      | $32605.84     | 0.04%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| UWM HOLDINGS LLC                               | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     92000 | PA      | $93728.22     | 0.12%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                               | Under Armour Inc                                                                 | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39482.86     | 0.05%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| UNION ELECTRIC CO                              | Union Electric Co                                                                | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13425.13     | 0.02%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                              | Union Electric Co                                                                | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     28000 | PA      | $28913.33     | 0.04%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                 | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     42000 | PA      | $41968.36     | 0.05%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     45000 | PA      | $44464.30     | 0.06%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    113000 | PA      | $113750.55    | 0.15%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23231.39     | 0.03%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                       | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     68000 | PA      | $70626.35     | 0.09%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3051000 | PA      | $2235930.11   | 2.92%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2825000 | PA      | $2156159.19   | 2.81%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3133000 | PA      | $2441169.97   | 3.18%             | 2048-05-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2279296.86   | 2.97%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4400000 | PA      | $2800015.64   | 3.65%             | 2040-08-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    578000 | PA      | $362649.85    | 0.47%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1311000 | PA      | $945405.11    | 1.23%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Bonds                                                              | CUSIP: 912810UM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2124000 | PA      | $2152873.13   | 2.81%             | 2055-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                              | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    340000 | PA      | $296862.50    | 0.39%             | 2030-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                              | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2266000 | PA      | $1969030.07   | 2.57%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                              | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2821800 | PA      | $2859717.94   | 3.73%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | U.S. Treasury Notes                                                              | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4600000 | PA      | $4669359.35   | 6.09%             | 2032-05-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                       | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     82000 | PA      | $80757.21     | 0.11%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                       | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     48000 | PA      | $48081.79     | 0.06%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VF CORP                                        | VF Corp                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     99000 | PA      | $87035.83     | 0.11%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| VFH PARENT / VALOR CO                          | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $59648.45     | 0.08%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     30000 | PA      | $32990.97     | 0.04%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |    106000 | PA      | $119611.78    | 0.16%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                          | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     26000 | PA      | $27536.89     | 0.04%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                         | Venture Global LNG Inc                                                           | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     49000 | PA      | $50476.13     | 0.07%             | 2028-06-01      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                         | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     83000 | PA      | $85210.79     | 0.11%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                         | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    105000 | PA      | $112155.96    | 0.15%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                   | Veralto Corp                                                                     | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     35000 | PA      | $36662.86     | 0.05%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                   | VeriSign Inc                                                                     | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72495.78     | 0.09%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                   | VeriSign Inc                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26629.02     | 0.03%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                       | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89649.06     | 0.12%             | 2028-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                     | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     96000 | PA      | $90080.62     | 0.12%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                             | VICI Properties LP                                                               | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    111000 | PA      | $112192.68    | 0.15%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                       | Viper Energy Partners LLC                                                        | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26181.74     | 0.03%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                       | Viper Energy Partners LLC                                                        | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |      8000 | PA      | $8157.08      | 0.01%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                     | VMware LLC                                                                       | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84788.44     | 0.11%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                     | VMware LLC                                                                       | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     59000 | PA      | $59865.59     | 0.08%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| BLACKROCK CASH FUNDS                           | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  10826869 | NS      | $10832282.11  | 14.13%            |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR LLC                                    | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95134.44     | 0.12%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                    | Wayfair LLC                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     44000 | PA      | $46414.81     | 0.06%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 949746TB7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     27000 | PA      | $30287.89     | 0.04%             | 2029-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U2F9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    309000 | PA      | $307081.55    | 0.40%             | 2027-06-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     36000 | PA      | $37259.35     | 0.05%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                               | Welltower OP LLC                                                                 | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     11000 | PA      | $10532.29     | 0.01%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                   | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     98000 | PA      | $95727.09     | 0.12%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                       | Western Midstream Operating LP                                                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     21000 | PA      | $22125.83     | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     61000 | PA      | $61742.62     | 0.08%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5252.18      | 0.01%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3066.38      | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                                | Weyerhaeuser Co                                                                  | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |     21000 | PA      | $20704.58     | 0.03%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funds III                            | BlackRock Cash Funds: Institutional, SL Agency Shares                            | CUSIP: 066922519<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |   5619540 | NS      | $5622350.19   | 7.33%             |  |  |  | No            |                  1 | On Loan: No      |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                                                   | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     90000 | PA      | $68186.05     | 0.09%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                                                   | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     36000 | PA      | $26814.82     | 0.03%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                 | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46830.56     | 0.06%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                       | Willis North America Inc                                                         | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93023.07     | 0.12%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WOLVERINE WORLD WIDE                           | Wolverine World Wide Inc                                                         | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64089.49     | 0.08%             | 2029-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares                                 | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |    100000 | NS      | $100000.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| WORKDAY INC                                    | Workday Inc                                                                      | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     67000 | PA      | $64026.90     | 0.08%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                               | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    118000 | PA      | $122587.24    | 0.16%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: —       |
| WYNN LAS VEGAS LLC/CORP                        | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     13000 | PA      | $13024.08     | 0.02%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| XHR LP                                         | XHR LP                                                                           | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              |  | US        |     59000 | PA      | $57674.32     | 0.08%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ZEGONA FINANCE PLC                             | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     97000 | PA      | $103056.58    | 0.13%             | 2029-07-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 10YR NOTE (CBT)DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         3 | NC      | $-676.13      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | US 10YR ULTRA FUT DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         2 | NC      | $-284.09      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | US 2YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         1 | NC      | $-1.37        | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | US 5YR NOTE (CBT) DEC25                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -3 | NC      | $1550.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** iShares Trust

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer