# EDGAR Filing Document

**Accession Number:** 0001064642
**File Stem:** 0001410368-26-020020
**Filing Date:** 2026-2
**Character Count:** 1672396
**Document Hash:** b6b218a4dd6df262b6fdb53b27210367
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-020020.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0001410368-26-020020

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** SPDR SERIES TRUST
- **CENTRAL INDEX KEY:** 0001064642

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08839
- **FILM NUMBER:** 26689817

**BUSINESS ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114
- **BUSINESS PHONE:** 6176643920

**MAIL ADDRESS:**
- **STREET 1:** ONE CONGRESS STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02114

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** STREETTRACKS SERIES TRUST
- **DATE OF NAME CHANGE:** 20000925

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** INDEX EXCHANGE LISTED SECURITIES TRUST
- **DATE OF NAME CHANGE:** 19980622

## Series and Classes Contracts Data

### State Street(R) SPDR Portfolio Corporate Bond ETF (Series ID: S000031836)

| Class ID   | Class Name                                        | Ticker Symbol   |
|:---|:---|:---|
| C000099139 | State Street(R) SPDR Portfolio Corporate Bond ETF | SPBO            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** SPDR SERIES TRUST

- **b. Investment Company Act file number:** 811-08839

- **c. CIK number of Registrant:** 0001064642

- **d. LEI of Registrant:** 5493004JVD6CQEEJSS37

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

  - **Street Address 1:** One Congress Street

  - **City:** Boston

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02114

  - **Telephone number:** 617-664-8594

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

- **a. Name of Series:** State Street(R) SPDR Portfolio Corporate Bond ETF

- **b. EDGAR series identifier (if any):** S000031836

- **c. LEI of Series:** 549300TAUX1W391UBA63

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

- **a. Date of fiscal year-end:** 2026-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1898926821.05

**Total Liabilities:** $94693292.18

**Net Assets:** $1804233528.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1929.76000000 | **1-Year:** -97160.38000000 | **5-Year:** -338730.10000000 | **10-Year:** -489611.84000000 | **30-Year:** -299840.24000000

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

- **3-Month:** -17.90000000 | **1-Year:** -692.18000000 | **5-Year:** -2462.59000000 | **10-Year:** -4799.39000000 | **30-Year:** -1726.04000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000099139 | 0.37%                | 0.69%                | -0.31%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $4086114.53              | $-4368771.61                               |
| Month 2  | $532997.00               | $4324674.61                                |
| Month 3  | $187184.92               | $-13107831.09                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AFLAC INC                                  | Aflac Inc                                                                       | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    639000 | PA      | $563291.28    | 0.03%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AGCO CORP                                  | AGCO Corp                                                                       | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |    285000 | PA      | $298155.60    | 0.02%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| AEP TEXAS INC                              | AEP Texas Inc                                                                   | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74013.00     | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                              | AEP Texas Inc                                                                   | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4100.10      | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                              | AEP Texas Inc                                                                   | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13762.80     | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                              | AEP Texas Inc                                                                   | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    938000 | PA      | $967678.32    | 0.05%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                              | AEP Texas Inc                                                                   | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    798000 | PA      | $832697.04    | 0.05%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| AEP TEXAS INC                              | AEP Texas Inc                                                                   | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    315000 | PA      | $309758.40    | 0.02%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                    | AEP Transmission Co LLC                                                         | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $119519.15    | 0.01%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                    | AEP Transmission Co LLC                                                         | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     26000 | PA      | $17627.22     | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                    | AEP Transmission Co LLC                                                         | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    155000 | PA      | $160119.65    | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                    | Southern Co Gas Capital Corp                                                    | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180995.50    | 0.01%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AHS HOSPITAL CORP                          | AHS Hospital Corp                                                               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9236.60      | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                               | AES Corp/The                                                                    | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1025810.00   | 0.06%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                             | Aon Global Ltd                                                                  | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    666000 | PA      | $582450.30    | 0.03%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| AON GLOBAL LTD                             | Aon Global Ltd                                                                  | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $88930.00     | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RAG7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    169000 | PA      | $183630.33    | 0.01%             | 2038-01-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    275000 | PA      | $232075.25    | 0.01%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $123783.00    | 0.01%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RCU4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26203.58     | 0.00%             | 2047-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RDF6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    395000 | PA      | $412036.35    | 0.02%             | 2040-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RDS8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    786000 | PA      | $742809.30    | 0.04%             | 2047-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RDT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     61000 | PA      | $58512.42     | 0.00%             | 2057-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    700000 | PA      | $701246.00    | 0.04%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502620.00    | 0.03%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    212000 | PA      | $211597.20    | 0.01%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RJK9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    630000 | PA      | $546972.30    | 0.03%             | 2044-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1309000 | PA      | $1279599.86   | 0.07%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    600000 | PA      | $471384.00    | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    300000 | PA      | $211050.00    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RKE1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    811000 | PA      | $528244.85    | 0.03%             | 2052-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476455.00    | 0.03%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $877940.00    | 0.05%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1005105.00   | 0.06%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1199448.00   | 0.07%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $297360.00    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    450000 | PA      | $384183.00    | 0.02%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1032480.00   | 0.06%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1154000 | PA      | $1196582.60   | 0.07%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    590000 | PA      | $599705.50    | 0.03%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2408000 | PA      | $2421677.44   | 0.13%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114272.05    | 0.01%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493870.00    | 0.03%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240810.00    | 0.01%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134327.20    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                   | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 00217GAC7<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    155000 | PA      | $119291.10    | 0.01%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                        | Abbott Laboratories                                                             | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    568000 | PA      | $539810.16    | 0.03%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    536000 | PA      | $478133.44    | 0.03%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    775000 | PA      | $700747.25    | 0.04%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    560000 | PA      | $486701.60    | 0.03%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    800000 | PA      | $729184.00    | 0.04%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    609000 | PA      | $615650.28    | 0.03%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    578000 | PA      | $560631.10    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    766000 | PA      | $683915.44    | 0.04%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    941000 | PA      | $776052.11    | 0.04%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456100.00    | 0.03%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    432000 | PA      | $400360.32    | 0.02%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202128.00    | 0.01%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512415.00    | 0.03%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1233000.00   | 0.07%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    711000 | PA      | $691689.24    | 0.04%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    545000 | PA      | $529968.90    | 0.03%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    750000 | PA      | $762540.00    | 0.04%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360531.50    | 0.02%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie Inc                                                                      | CUSIP: 00287YEB1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200680.00    | 0.01%             | 2055-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                                          | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86291.00     | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ACE CAPITAL TRUST II                       | ACE Capital Trust II                                                            | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $288062.40    | 0.02%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                      | Accenture Capital Inc                                                           | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100383.00    | 0.01%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                      | Accenture Capital Inc                                                           | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    535000 | PA      | $536797.60    | 0.03%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                      | Accenture Capital Inc                                                           | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    343000 | PA      | $343154.35    | 0.02%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                  | Adobe Inc                                                                       | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98344.00     | 0.01%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                  | Adobe Inc                                                                       | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103339.00    | 0.01%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| ADOBE INC                                  | Adobe Inc                                                                       | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    770000 | PA      | $785184.40    | 0.04%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                  | Adobe Inc                                                                       | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210764.00    | 0.01%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| ADVOCATE HEALTH CORP                       | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251307.00    | 0.01%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                       | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $107257.50    | 0.01%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| ADVOCATE HEALTH CORP                       | Advocate Health & Hospitals Corp                                                | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184350.00    | 0.01%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $100859.00    | 0.01%             | 2027-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $96952.00     | 0.01%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1250000 | PA      | $1156625.00   | 0.06%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1239000 | PA      | $1121010.03   | 0.06%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    100000 | PA      | $81911.00     | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     35000 | PA      | $36246.70     | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    500000 | PA      | $509545.00    | 0.03%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    115000 | PA      | $117738.15    | 0.01%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $209782.00    | 0.01%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $149878.50    | 0.01%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    200000 | PA      | $203318.00    | 0.01%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $415084.00    | 0.02%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AERCAP IRELAND CAP/GLOBA                                                        | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    375000 | PA      | $386947.50    | 0.02%             | 2056-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    280000 | PA      | $279207.60    | 0.02%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                   | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    515000 | PA      | $509535.85    | 0.03%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ADVANCED MICRO DEVICES                     | Advanced Micro Devices Inc                                                      | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    686000 | PA      | $672321.16    | 0.04%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: —       |
| ADVANCED MICRO DEVICES                     | Advanced Micro Devices Inc                                                      | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |    130000 | PA      | $109996.90    | 0.01%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| AEGON LTD                                  | Aegon Ltd                                                                       | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $354091.50    | 0.02%             | 2048-04-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                     | Adventist Health System/West                                                    | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030790.00   | 0.06%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| ADVENTIST HEALTH SYS/W                     | Adventist Health System/West                                                    | CUSIP: 007944AN1<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65281.45     | 0.00%             | 2030-12-01      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                  | Aetna Inc                                                                       | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    372000 | PA      | $410107.68    | 0.02%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AETNA INC                                  | Aetna Inc                                                                       | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    450000 | PA      | $393651.00    | 0.02%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group Inc                                                   | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    620000 | PA      | $634446.00    | 0.04%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AFFILIATED MANAGERS GROU                   | Affiliated Managers Group Inc                                                   | CUSIP: 008252AS7<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155097.65    | 0.01%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                   | Agilent Technologies Inc                                                        | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    346000 | PA      | $316067.54    | 0.02%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AGREE LP                                   | Agree LP                                                                        | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              |  | US        |    100000 | PA      | $104643.00    | 0.01%             | 2034-06-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                             | Air Lease Corp                                                                  | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191084.00    | 0.01%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                             | Air Lease Corp                                                                  | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234492.50    | 0.01%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                             | Air Lease Corp                                                                  | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    956000 | PA      | $900217.40    | 0.05%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                             | Air Lease Corp                                                                  | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    206000 | PA      | $201803.78    | 0.01%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                             | Air Lease Corp                                                                  | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    598000 | PA      | $536154.84    | 0.03%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| AIR PRODUCTS & CHEMICALS                   | Air Products and Chemicals Inc                                                  | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    224000 | PA      | $205988.16    | 0.01%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                   | Air Products and Chemicals Inc                                                  | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    652000 | PA      | $663885.96    | 0.04%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| AIR PRODUCTS & CHEMICALS                   | Air Products and Chemicals Inc                                                  | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205282.00    | 0.01%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                   | Air Products and Chemicals Inc                                                  | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    314000 | PA      | $319209.26    | 0.02%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| ALABAMA POWER CO                           | Alabama Power Co                                                                | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $40861.50     | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                           | Alabama Power Co                                                                | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2425350.00   | 0.13%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                           | Alabama Power Co                                                                | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $161170.50    | 0.01%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                           | Alabama Power Co                                                                | CUSIP: 010392GE2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165570.90    | 0.01%             | 2031-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                             | Albemarle Corp                                                                  | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007140.00   | 0.06%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| ALBEMARLE CORP                             | Albemarle Corp                                                                  | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    217000 | PA      | $195972.70    | 0.01%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                             | Albemarle Corp                                                                  | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |    225000 | PA      | $205521.75    | 0.01%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                | Ovintiv Inc                                                                     | CUSIP: 012873AH8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     50000 | PA      | $57139.00     | 0.00%             | 2030-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                | Ovintiv Inc                                                                     | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    418000 | PA      | $466450.38    | 0.03%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RIO TINTO ALCAN INC                        | Rio Tinto Alcan Inc                                                             | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |   1360000 | PA      | $1488724.00   | 0.08%             | 2033-12-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                   | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AJ8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    230000 | PA      | $229362.90    | 0.01%             | 2027-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                   | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    204000 | PA      | $205089.36    | 0.01%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                   | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |   1650000 | PA      | $1399365.00   | 0.08%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                   | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    100000 | PA      | $74707.00     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                   | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |     70000 | PA      | $59208.80     | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                   | Alexandria Real Estate Equities Inc                                             | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    300000 | PA      | $261966.00    | 0.01%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                      | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    347000 | PA      | $343824.95    | 0.02%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                      | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    800000 | PA      | $734984.00    | 0.04%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                      | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $497790.00    | 0.03%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                      | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    330000 | PA      | $241784.40    | 0.01%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                      | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $194118.00    | 0.01%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ALIBABA GROUP HOLDING                      | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBM3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    500000 | PA      | $514930.00    | 0.03%             | 2030-05-26      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ALIBABA GROUP HOLDING                      | Alibaba Group Holding Ltd                                                       | CUSIP: 01609WBQ4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    170000 | PA      | $171868.30    | 0.01%             | 2054-11-26      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| ALLEGHANY CORP                             | Alleghany Corp                                                                  | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     21000 | PA      | $19171.53     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                             | Alleghany Corp                                                                  | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     73000 | PA      | $71310.05     | 0.00%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                     | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     84000 | PA      | $83233.08     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLEGION US HOLDING CO                     | Allegion US Holding Co Inc                                                      | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    803000 | PA      | $838516.69    | 0.05%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                        | Alliant Energy Corp                                                             | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499090.00    | 0.03%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ALLINA HEALTH SYSTEM                       | Allina Health System                                                            | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77840.00     | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors               | State Street Navigator Securities Lending Portfolio II                          | CUSIP: 857492706<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |  94647240 | NS      | $94647240.00  | 5.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp/The                                                               | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    470000 | PA      | $494317.80    | 0.03%             | 2057-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                              | Allstate Corp/The                                                               | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87610.00     | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial Inc                                                              | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1371695.00   | 0.08%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial Inc                                                              | CUSIP: 02005NBV1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155473.50    | 0.01%             | 2035-07-26      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                         | Ally Financial Inc                                                              | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503715.00    | 0.03%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                               | Alphabet Inc                                                                    | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    620000 | PA      | $420174.00    | 0.02%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                               | Alphabet Inc                                                                    | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    400000 | PA      | $205048.00    | 0.01%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| ALPHABET INC                               | Alphabet Inc                                                                    | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1054218.00   | 0.06%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                               | Alphabet Inc                                                                    | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $564546.00    | 0.03%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                               | Alphabet Inc                                                                    | CUSIP: 02079KAV9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004600.00   | 0.06%             | 2028-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                               | Alphabet Inc                                                                    | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    355000 | PA      | $356175.05    | 0.02%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                               | Alphabet Inc                                                                    | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295920.40    | 0.02%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                               | Alphabet Inc                                                                    | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    455000 | PA      | $455291.20    | 0.03%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                               | Alphabet Inc                                                                    | CUSIP: 02079KAZ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497410.00    | 0.03%             | 2045-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                               | Alphabet Inc                                                                    | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490905.00    | 0.03%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                               | Alphabet Inc                                                                    | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    215000 | PA      | $211865.30    | 0.01%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group Inc                                                                | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    809000 | PA      | $674908.25    | 0.04%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group Inc                                                                | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1187000 | PA      | $1014065.97   | 0.06%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group Inc                                                                | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    920000 | PA      | $691978.00    | 0.04%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group Inc                                                                | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    131000 | PA      | $134947.03    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group Inc                                                                | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    106000 | PA      | $106054.06    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                           | Altria Group Inc                                                                | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    373000 | PA      | $359143.05    | 0.02%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group Inc                                                                | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    320000 | PA      | $247372.80    | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: —       |
| ALTRIA GROUP INC                           | Altria Group Inc                                                                | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    346000 | PA      | $244815.76    | 0.01%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group Inc                                                                | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    750000 | PA      | $847162.50    | 0.05%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group Inc                                                                | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251710.00    | 0.01%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                           | Altria Group Inc                                                                | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     95000 | PA      | $96153.30     | 0.01%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2283440.00   | 0.13%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    865000 | PA      | $710718.60    | 0.04%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    721000 | PA      | $579006.26    | 0.03%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    832000 | PA      | $804219.52    | 0.04%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    585000 | PA      | $527120.10    | 0.03%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    453000 | PA      | $271437.60    | 0.02%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    907000 | PA      | $819220.54    | 0.05%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    774000 | PA      | $519547.50    | 0.03%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   3285000 | PA      | $2100264.75   | 0.12%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248950.00    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    260000 | PA      | $252137.60    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $390810.00    | 0.02%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    613000 | PA      | $623433.26    | 0.03%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125376.25    | 0.01%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200210.00    | 0.01%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135CU8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348946.50    | 0.02%             | 2033-03-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    750000 | PA      | $746865.00    | 0.04%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135CW4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    750000 | PA      | $732945.00    | 0.04%             | 2055-11-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                             | Amazon.com Inc                                                                  | CUSIP: 023135CY0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    500000 | PA      | $485090.00    | 0.03%             | 2065-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                 | Amdocs Ltd                                                                      | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    219000 | PA      | $200831.76    | 0.01%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                   | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91450.00     | 0.01%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: —       |
| AMCOR FLEXIBLES NORTH AM                   | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    124000 | PA      | $127273.60    | 0.01%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                   | Amcor Flexibles North America Inc                                               | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     90000 | PA      | $93067.20     | 0.01%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HESS CORP                                  | Hess Corp                                                                       | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    128000 | PA      | $144728.32    | 0.01%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                  | Hess Corp                                                                       | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    252000 | PA      | $291826.08    | 0.02%             | 2033-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                | Ameren Corp                                                                     | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95042.00     | 0.01%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                         | Ameren Illinois Co                                                              | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34294.50     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                         | Ameren Illinois Co                                                              | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115314.00    | 0.01%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                         | Ameren Illinois Co                                                              | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     95000 | PA      | $98542.55     | 0.01%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                         | Ameren Illinois Co                                                              | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102191.00    | 0.01%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                         | Ameren Illinois Co                                                              | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114673.40    | 0.01%             | 2055-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                    | America Movil SAB de CV                                                         | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    278000 | PA      | $298282.88    | 0.02%             | 2037-11-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                    | America Movil SAB de CV                                                         | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    950000 | PA      | $1010097.00   | 0.06%             | 2040-03-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                    | America Movil SAB de CV                                                         | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    505000 | PA      | $438860.15    | 0.02%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                    | America Movil SAB de CV                                                         | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    385000 | PA      | $362234.95    | 0.02%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                    | America Movil SAB de CV                                                         | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    500000 | PA      | $507360.00    | 0.03%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AMER AIRLINE 17-1 AA PTT                   | American Airlines 2017-1 Class AA Pass Through Trust                            | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    103469 | PA      | $101249.35    | 0.01%             | 2029-02-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-2 AA PTT                   | American Airlines 2016-2 Class AA Pass Through Trust                            | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    336672 | PA      | $328016.16    | 0.02%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 AA PTT                   | American Airlines 2016-1 Class AA Pass Through Trust                            | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    904229 | PA      | $891434.22    | 0.05%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-1 A PTT                      | American Airlines 2015-1 Class A Pass Through Trust                             | CUSIP: 023770AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    126581 | PA      | $124384.74    | 0.01%             | 2027-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-3 AA PTT                   | American Airlines 2016-3 Class AA Pass Through Trust                            | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    259303 | PA      | $251171.21    | 0.01%             | 2028-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMER AIRLN 15-2 AA PTT                     | American Airlines 2015-2 Class AA Pass Through Trust                            | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    288155 | PA      | $283928.01    | 0.02%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 19-1AA PTT                    | American Airlines 2019-1 Class AA Pass Through Trust                            | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     99623 | PA      | $93727.94     | 0.01%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 25-1A PTT                     | American Airlines 2025-1 Class A Pass Through Trust                             | CUSIP: 02377NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $282873.90    | 0.02%             | 2038-05-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                   | American Assets Trust LP                                                        | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    100000 | PA      | $91183.00     | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN ASSETS TRUST LP                   | American Assets Trust LP                                                        | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              |  | US        |    251000 | PA      | $254629.46    | 0.01%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co Inc                                                  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     27000 | PA      | $28354.32     | 0.00%             | 2033-03-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co Inc                                                  | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    775000 | PA      | $769420.00    | 0.04%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co Inc                                                  | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    625000 | PA      | $614531.25    | 0.03%             | 2056-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                    | American National Group Inc                                                     | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    198000 | PA      | $199502.82    | 0.01%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP                    | American National Group Inc                                                     | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152097.00    | 0.01%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                                             | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    700000 | PA      | $690053.00    | 0.04%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                                             | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    220000 | PA      | $223759.80    | 0.01%             | 2033-05-26      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                                             | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397032.00    | 0.02%             | 2033-08-03      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                                             | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    674000 | PA      | $693977.36    | 0.04%             | 2029-07-27      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202348.00    | 0.01%             | 2028-02-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                                             | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    240000 | PA      | $250452.00    | 0.01%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                                             | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    277000 | PA      | $281595.43    | 0.02%             | 2028-07-26      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                                             | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    620000 | PA      | $638947.20    | 0.04%             | 2035-07-26      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                                             | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    674000 | PA      | $684352.64    | 0.04%             | 2029-04-25      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                                             | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412040.00    | 0.02%             | 2031-04-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| AMERICAN EXPRESS CO                        | American Express Co                                                             | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    179000 | PA      | $189126.03    | 0.01%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                                             | CUSIP: 025816EJ4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2064493.50   | 0.11%             | 2029-07-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                                             | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1676000 | PA      | $1705698.72   | 0.09%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co                                                             | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494250.00    | 0.03%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                   | American Financial Group Inc/OH                                                 | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    240000 | PA      | $202022.40    | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN FINANCIAL GROUP                   | American Financial Group Inc/OH                                                 | CUSIP: 025932AQ7<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     54000 | PA      | $53089.02     | 0.00%             | 2035-09-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp                                                     | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    928000 | PA      | $967839.04    | 0.05%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp                                                     | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128310.00    | 0.01%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp                                                     | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153111.00    | 0.01%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp                                                     | CUSIP: 02665WGF2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1442000 | PA      | $1481323.34   | 0.08%             | 2032-07-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp                                                     | CUSIP: 02665WGK1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251385.00    | 0.01%             | 2028-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp                                                     | CUSIP: 02665WGL9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250827.50    | 0.01%             | 2030-09-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                      | American Homes 4 Rent LP                                                        | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    100000 | PA      | $100236.00    | 0.01%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                      | American Homes 4 Rent LP                                                        | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |     30000 | PA      | $20310.90     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                      | American Homes 4 Rent LP                                                        | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    100000 | PA      | $103401.00    | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                      | American Homes 4 Rent LP                                                        | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    100000 | PA      | $101563.00    | 0.01%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| AMERICAN HOMES 4 RENT                      | American Homes 4 Rent LP                                                        | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              |  | US        |    100000 | PA      | $102022.00    | 0.01%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                     | American International Group Inc                                                | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178002.00    | 0.01%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                     | American International Group Inc                                                | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308622.00    | 0.02%             | 2033-03-27      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL                     | American International Group Inc                                                | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153726.00    | 0.01%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| AMERICAN TOWER CORP                        | American Tower Corp                                                             | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    709000 | PA      | $703143.66    | 0.04%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp                                                             | CUSIP: 03027XAX8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    628000 | PA      | $619666.44    | 0.03%             | 2027-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp                                                             | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     26000 | PA      | $23609.04     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp                                                             | CUSIP: 03027XBM1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    200000 | PA      | $183516.00    | 0.01%             | 2031-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp                                                             | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    360000 | PA      | $370242.00    | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp                                                             | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |   1023000 | PA      | $1071643.65   | 0.06%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp                                                             | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    552000 | PA      | $576078.24    | 0.03%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp                                                             | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    100000 | PA      | $106941.00    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp                                                             | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    888000 | PA      | $922232.40    | 0.05%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp                                                             | CUSIP: 03027XCP3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    145000 | PA      | $148717.80    | 0.01%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp                                                             | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    210000 | PA      | $210375.90    | 0.01%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                   | American Water Capital Corp                                                     | CUSIP: 03040WAM7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     43000 | PA      | $36782.20     | 0.00%             | 2045-09-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                   | American Water Capital Corp                                                     | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1265878.85   | 0.07%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                   | American Water Capital Corp                                                     | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $71307.00     | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                   | American Water Capital Corp                                                     | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    334000 | PA      | $301789.04    | 0.02%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                   | American Water Capital Corp                                                     | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250335.00    | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| AMERICAN WATER CAPITAL C                   | American Water Capital Corp                                                     | CUSIP: 03040WBG9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601620.00    | 0.03%             | 2055-09-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                | Cencora Inc                                                                     | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     20000 | PA      | $16931.60     | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                | Cencora Inc                                                                     | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     62000 | PA      | $61464.32     | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                | Cencora Inc                                                                     | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    432000 | PA      | $398122.56    | 0.02%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                | Cencora Inc                                                                     | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    298000 | PA      | $305563.24    | 0.02%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162BA7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2213520.00   | 0.12%             | 2039-02-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162BC3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    165000 | PA      | $171908.55    | 0.01%             | 2040-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202826.00    | 0.01%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85666.00     | 0.00%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    164000 | PA      | $129323.84    | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490505.00    | 0.03%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    443000 | PA      | $413287.99    | 0.02%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    139000 | PA      | $126061.88    | 0.01%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162DD9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48452.50     | 0.00%             | 2029-02-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94193.00     | 0.01%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $846717.85    | 0.05%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131994.00    | 0.01%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1841796.00   | 0.10%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    273000 | PA      | $283218.39    | 0.02%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1968134.00   | 0.11%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    859000 | PA      | $863767.45    | 0.05%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    800000 | PA      | $784712.00    | 0.04%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen Inc                                                                       | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    980000 | PA      | $957175.80    | 0.05%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp                                                                   | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    352000 | PA      | $334255.68    | 0.02%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp                                                                   | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    101000 | PA      | $90202.09     | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp                                                                   | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    381000 | PA      | $386261.61    | 0.02%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp                                                                   | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415844.00    | 0.02%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp                                                                   | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    565000 | PA      | $548795.80    | 0.03%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| AMPHENOL CORP                              | Amphenol Corp                                                                   | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    165000 | PA      | $166585.65    | 0.01%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp                                                                   | CUSIP: 032095AW1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    185000 | PA      | $184866.80    | 0.01%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp                                                                   | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119853.60    | 0.01%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp                                                                   | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104457.15    | 0.01%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp                                                                   | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    175000 | PA      | $173160.75    | 0.01%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp                                                                   | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245152.50    | 0.01%             | 2036-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                              | Amphenol Corp                                                                   | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    280000 | PA      | $267797.60    | 0.01%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                         | Analog Devices Inc                                                              | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    450000 | PA      | $399892.50    | 0.02%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                         | Analog Devices Inc                                                              | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $147492.00    | 0.01%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                         | Analog Devices Inc                                                              | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103416.00    | 0.01%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| ANALOG DEVICES INC                         | Analog Devices Inc                                                              | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221779.80    | 0.01%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                         | Analog Devices Inc                                                              | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1419348.00   | 0.08%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| ANGLOGOLD HOLDINGS PLC                     | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    300000 | PA      | $287736.00    | 0.02%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                     | AngloGold Ashanti Holdings PLC                                                  | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    100000 | PA      | $97197.00     | 0.01%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                    | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                     | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4290000 | PA      | $3971767.80   | 0.22%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    565000 | PA      | $729059.05    | 0.04%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1492273.50   | 0.08%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    708000 | PA      | $609425.16    | 0.03%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    625000 | PA      | $624450.00    | 0.03%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    820000 | PA      | $836367.20    | 0.05%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239515.00    | 0.01%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AP5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    137000 | PA      | $119259.87    | 0.01%             | 2058-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                   | Anheuser-Busch InBev Worldwide Inc                                              | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153082.50    | 0.01%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99530.00     | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83094.00     | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $425370.00    | 0.02%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95266.00     | 0.01%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136969.50    | 0.01%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226747.40    | 0.01%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     87000 | PA      | $89674.38     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194496.00    | 0.01%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    520000 | PA      | $531252.80    | 0.03%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    115000 | PA      | $112263.00    | 0.01%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    458000 | PA      | $449664.40    | 0.02%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 036752BH5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    515000 | PA      | $514186.30    | 0.03%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 036752BJ1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    555000 | PA      | $553873.35    | 0.03%             | 2032-09-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 036752BK8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    290000 | PA      | $288512.30    | 0.02%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    550000 | PA      | $539918.50    | 0.03%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| AON CORP/AON GLOBAL HOLD                   | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    203000 | PA      | $126576.59    | 0.01%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                   | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     50000 | PA      | $45219.00     | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                   | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $149736.00    | 0.01%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                   | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $204910.00    | 0.01%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                   | Aon Corp / Aon Global Holdings PLC                                              | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    200000 | PA      | $208384.00    | 0.01%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                      | Aon North America Inc                                                           | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $101256.00    | 0.01%             | 2027-03-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| AON NORTH AMERICA INC                      | Aon North America Inc                                                           | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    232000 | PA      | $238779.04    | 0.01%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| AON NORTH AMERICA INC                      | Aon North America Inc                                                           | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $207962.00    | 0.01%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC                      | Aon North America Inc                                                           | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     37000 | PA      | $36877.16     | 0.00%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                   | APA Corp                                                                        | CUSIP: 03743QAR9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    115000 | PA      | $118186.65    | 0.01%             | 2035-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| APA CORP                                   | APA Corp                                                                        | CUSIP: 03743QAT5<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99829.00     | 0.01%             | 2055-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APA CORP                                   | APA Corp                                                                        | CUSIP: 03743QBD9<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |     44000 | PA      | $34133.00     | 0.00%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                   | Apollo Global Management Inc                                                    | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    200000 | PA      | $219678.00    | 0.01%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                   | Apollo Global Management Inc                                                    | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    874000 | PA      | $866466.12    | 0.05%             | 2054-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| APOLLO GLOBAL MANAGEMENT                   | Apollo Global Management Inc                                                    | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180289.80    | 0.01%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT                   | Apollo Global Management Inc                                                    | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251520.00    | 0.01%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                   | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    600000 | PA      | $630192.00    | 0.03%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                   | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59979.00     | 0.00%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                   | Apollo Debt Solutions BDC                                                       | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202130.00    | 0.01%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                       | Appalachian Power Co                                                            | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    897000 | PA      | $1016031.90   | 0.06%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                       | Appalachian Power Co                                                            | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83950.00     | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                       | Appalachian Power Co                                                            | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     80000 | PA      | $66710.40     | 0.00%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                       | Appalachian Power Co                                                            | CUSIP: 037735CY1<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $72762.00     | 0.00%             | 2050-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| APPALACHIAN POWER CO                       | Appalachian Power Co                                                            | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104689.00    | 0.01%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    793000 | PA      | $669640.92    | 0.04%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1148325.00   | 0.06%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    420000 | PA      | $341069.40    | 0.02%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833CH1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171394.00    | 0.01%             | 2047-02-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    476000 | PA      | $474652.92    | 0.03%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1156894.25   | 0.06%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1008000 | PA      | $995843.52    | 0.06%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    444000 | PA      | $350680.08    | 0.02%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    400000 | PA      | $316648.00    | 0.02%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833DK3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    111000 | PA      | $109975.47    | 0.01%             | 2027-11-13      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    695000 | PA      | $655635.20    | 0.04%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    786000 | PA      | $526297.74    | 0.03%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    648000 | PA      | $589485.60    | 0.03%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    545000 | PA      | $341191.80    | 0.02%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    251000 | PA      | $149327.43    | 0.01%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    600000 | PA      | $570594.00    | 0.03%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1142080.00   | 0.06%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    840000 | PA      | $520279.20    | 0.03%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    291000 | PA      | $170720.97    | 0.01%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177192.00    | 0.01%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    700000 | PA      | $437045.00    | 0.02%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    339000 | PA      | $200376.12    | 0.01%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1071441.00   | 0.06%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $929258.33    | 0.05%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    220000 | PA      | $222417.80    | 0.01%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                  | Apple Inc                                                                       | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1636368.00   | 0.09%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| APPLIED MATERIALS INC                      | Applied Materials Inc                                                           | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    519000 | PA      | $446298.48    | 0.02%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                      | Applied Materials Inc                                                           | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $923484.29    | 0.05%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                      | Applied Materials Inc                                                           | CUSIP: 038222AT2<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    115000 | PA      | $114362.90    | 0.01%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| APPLIED MATERIALS INC                      | Applied Materials Inc                                                           | CUSIP: 038222AU9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68952.10     | 0.00%             | 2036-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                              | AppLovin Corp                                                                   | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1063000 | PA      | $1090319.10   | 0.06%             | 2029-12-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| APPLOVIN CORP                              | AppLovin Corp                                                                   | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51371.00     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                             | AptarGroup Inc                                                                  | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |     62000 | PA      | $57912.96     | 0.00%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| APTARGROUP INC                             | AptarGroup Inc                                                                  | CUSIP: 038336AB9<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125927.50    | 0.01%             | 2031-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                   | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAH9<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    300000 | PA      | $276078.00    | 0.02%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| APTIV SWISS HOLDINGS LTD                   | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03835VAJ5<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    549000 | PA      | $352930.14    | 0.02%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                    | Essential Utilities Inc                                                         | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196076.00    | 0.01%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                    | Essential Utilities Inc                                                         | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    950000 | PA      | $767419.50    | 0.04%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| APTIV SWISS HOLDINGS LTD                   | Aptiv Swiss Holdings Ltd                                                        | CUSIP: 03837AAC4<br>LEI: 254900HTTDFIJZ32GX53 | Long             | DBT              | CORP              | JE        |    220000 | PA      | $212315.40    | 0.01%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ARCH CAPITAL GRP US INC                    | Arch Capital Group US Inc                                                       | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |    678000 | PA      | $644018.64    | 0.04%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                              | ArcelorMittal SA                                                                | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    210000 | PA      | $236871.60    | 0.01%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL                              | ArcelorMittal SA                                                                | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    799000 | PA      | $873874.29    | 0.05%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARCELORMITTAL SA                           | ArcelorMittal SA                                                                | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    168000 | PA      | $174901.44    | 0.01%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1010570.00   | 0.06%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| ARCHER-DANIELS-MIDLAND C                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039482AE4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50023.50     | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARCHER-DANIELS-MIDLAND C                   | Archer-Daniels-Midland Co                                                       | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    314000 | PA      | $342021.36    | 0.02%             | 2032-10-01      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| ARES MANAGEMENT CORP                       | Ares Management Corp                                                            | CUSIP: 03990BAB7<br>LEI: 529900JUV61FH7B8VW38 | Long             | DBT              | CORP              | US        |    545000 | PA      | $515488.25    | 0.03%             | 2054-10-11      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                          | Ares Capital Corp                                                               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    154000 | PA      | $147190.12    | 0.01%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                          | Ares Capital Corp                                                               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    450000 | PA      | $399487.50    | 0.02%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                          | Ares Capital Corp                                                               | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    800000 | PA      | $820896.00    | 0.05%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                          | Ares Capital Corp                                                               | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102700.00    | 0.01%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                          | Ares Capital Corp                                                               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403932.00    | 0.02%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                          | Ares Capital Corp                                                               | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503605.00    | 0.03%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                          | Ares Capital Corp                                                               | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394868.00    | 0.02%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                   | Ares Strategic Income Fund                                                      | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    231000 | PA      | $237971.58    | 0.01%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                   | Ares Strategic Income Fund                                                      | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506360.00    | 0.03%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                   | Ares Strategic Income Fund                                                      | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256575.00    | 0.01%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                   | Ares Strategic Income Fund                                                      | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176790.25    | 0.01%             | 2030-09-09      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                   | Ares Strategic Income Fund                                                      | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    145000 | PA      | $146073.00    | 0.01%             | 2028-09-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                   | Ares Strategic Income Fund                                                      | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247057.50    | 0.01%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                   | Ares Strategic Income Fund                                                      | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245357.50    | 0.01%             | 2031-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co                                                       | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83322.00     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co                                                       | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    350000 | PA      | $280780.50    | 0.02%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co                                                       | CUSIP: 040555DA9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70142.00     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co                                                       | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    480000 | PA      | $524150.40    | 0.03%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co                                                       | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41815.60     | 0.00%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co                                                       | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $315621.00    | 0.02%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                     | Arizona Public Service Co                                                       | CUSIP: 040555DJ0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106959.30    | 0.01%             | 2055-08-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                      | Arrow Electronics Inc                                                           | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134101.50    | 0.01%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC                      | Arrow Electronics Inc                                                           | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    605000 | PA      | $631426.40    | 0.03%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ARTHUR J GALLAGHER & CO                    | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $440752.00    | 0.02%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                    | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110523.00    | 0.01%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                    | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    420000 | PA      | $424590.60    | 0.02%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                    | Arthur J Gallagher & Co                                                         | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102336.00    | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| ASCENSION HEALTH                           | Ascension Health                                                                | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $90197.00     | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                           | Ascension Health                                                                | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $162582.00    | 0.01%             | 2046-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                           | Ascension Health                                                                | CUSIP: 04351LAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $251107.50    | 0.01%             | 2028-11-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                           | Ascension Health                                                                | CUSIP: 04351LAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250570.00    | 0.01%             | 2030-11-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                           | Ascension Health                                                                | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $250505.00    | 0.01%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ASCENSION HEALTH                           | Ascension Health                                                                | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $992533.50    | 0.06%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| ASPEN INSURANCE HLDG LTD                   | Aspen Insurance Holdings Ltd                                                    | CUSIP: 04530DAE2<br>LEI: 549300YX6HECG9XQCQ75 | Long             | DBT              | CORP              | BM        |     75000 | PA      | $78123.00     | 0.00%             | 2030-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ASSOC BANC-CORP                            | Associated Banc-Corp                                                            | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103891.00    | 0.01%             | 2030-08-29      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                   | Assured Guaranty US Holdings Inc                                                | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     84000 | PA      | $59200.68     | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                               | Assurant Inc                                                                    | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    160000 | PA      | $141816.00    | 0.01%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                               | Assurant Inc                                                                    | CUSIP: 04621XAQ1<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35575.40     | 0.00%             | 2036-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                            | AstraZeneca PLC                                                                 | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    420000 | PA      | $478858.80    | 0.03%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                            | AstraZeneca PLC                                                                 | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $264150.00    | 0.01%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                            | AstraZeneca PLC                                                                 | CUSIP: 046353AN8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99230.00     | 0.01%             | 2027-06-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                            | AstraZeneca PLC                                                                 | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    349000 | PA      | $349827.13    | 0.02%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                            | AstraZeneca PLC                                                                 | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $88881.00     | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                    | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    508000 | PA      | $461965.04    | 0.03%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                    | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    712000 | PA      | $679888.80    | 0.04%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                    | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204278.00    | 0.01%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                    | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    194000 | PA      | $200048.92    | 0.01%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                    | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505680.00    | 0.03%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                    | Astrazeneca Finance LLC                                                         | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287436.80    | 0.02%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T Inc                                                                        | CUSIP: 04650NAB0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1178364.00   | 0.07%             | 2040-09-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd                                                              | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    255000 | PA      | $254724.60    | 0.01%             | 2028-01-12      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd                                                              | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    350000 | PA      | $221497.50    | 0.01%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                         | Athene Holding Ltd                                                              | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    800000 | PA      | $867704.00    | 0.05%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd                                                              | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    205000 | PA      | $212552.20    | 0.01%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                         | Athene Holding Ltd                                                              | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    260000 | PA      | $253728.80    | 0.01%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| ATHENE HOLDING LTD                         | Athene Holding Ltd                                                              | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39923.20     | 0.00%             | 2054-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                         | Athene Holding Ltd                                                              | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    449000 | PA      | $457553.45    | 0.03%             | 2055-05-19      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                      | Atlassian Corp                                                                  | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |    113000 | PA      | $116247.62    | 0.01%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                          | Atmos Energy Corp                                                               | CUSIP: 049560AQ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    447000 | PA      | $358310.73    | 0.02%             | 2049-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                          | Atmos Energy Corp                                                               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62103.00     | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                          | Atmos Energy Corp                                                               | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    950000 | PA      | $1027748.00   | 0.06%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                          | Atmos Energy Corp                                                               | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    250000 | PA      | $270142.50    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                          | Atmos Energy Corp                                                               | CUSIP: 049560BE4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    785000 | PA      | $760343.15    | 0.04%             | 2056-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JAZ4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    215000 | PA      | $217055.40    | 0.01%             | 2027-01-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd. | Australia & New Zealand Banking Group Ltd.                                      | CUSIP: 05253JB75<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    738000 | PA      | $747630.90    | 0.04%             | 2028-06-18      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| AUST & NZ BANKING GRP NY                   | Australia & New Zealand Banking Group Ltd/New York NY                           | CUSIP: 05253JB83<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    310000 | PA      | $310998.20    | 0.02%             | 2028-12-08      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                   | Automatic Data Processing Inc                                                   | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265341.00    | 0.01%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| AUTOMATIC DATA PROCESSNG                   | Automatic Data Processing Inc                                                   | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    774000 | PA      | $793481.58    | 0.04%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTONATION INC                             | AutoNation Inc                                                                  | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $470195.00    | 0.03%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                               | AutoZone Inc                                                                    | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    675000 | PA      | $676377.00    | 0.04%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                               | AutoZone Inc                                                                    | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $166740.00    | 0.01%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                               | AutoZone Inc                                                                    | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    225000 | PA      | $232719.75    | 0.01%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| AVALONBAY COMMUNITIES                      | AvalonBay Communities Inc                                                       | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    217000 | PA      | $222240.55    | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                      | AvalonBay Communities Inc                                                       | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    330000 | PA      | $342833.70    | 0.02%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                      | AvalonBay Communities Inc                                                       | CUSIP: 053484AG6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    100000 | PA      | $101091.00    | 0.01%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                      | AvalonBay Communities Inc                                                       | CUSIP: 053484AH4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    415000 | PA      | $415854.90    | 0.02%             | 2030-12-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                      | AvalonBay Communities Inc                                                       | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    250000 | PA      | $248100.00    | 0.01%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AVALONBAY COMMUNITIES                      | AvalonBay Communities Inc                                                       | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              |  | US        |    500000 | PA      | $492915.00    | 0.03%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AVERY DENNISON CORP                        | Avery Dennison Corp                                                             | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    400000 | PA      | $424364.00    | 0.02%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVISTA CORP                                | Avista Corp                                                                     | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |    200000 | PA      | $149176.00    | 0.01%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AVNET INC                                  | Avnet Inc                                                                       | CUSIP: 053807AV5<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    138000 | PA      | $139945.80    | 0.01%             | 2032-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| EQUITABLE HOLDINGS INC                     | Equitable Holdings Inc                                                          | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    433000 | PA      | $434788.29    | 0.02%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AXIS SPECIALTY FINANCE                     | AXIS Specialty Finance LLC                                                      | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    127000 | PA      | $122330.21    | 0.01%             | 2040-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp                                                                | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    258000 | PA      | $284873.28    | 0.02%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: —       |
| BAT CAPITAL CORP                           | BAT Capital Corp                                                                | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   3046000 | PA      | $3421937.32   | 0.19%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp                                                                | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297933.00    | 0.02%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp                                                                | CUSIP: 05526DBK0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169030.00    | 0.01%             | 2049-09-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp                                                                | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    428000 | PA      | $430709.24    | 0.02%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp                                                                | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    789000 | PA      | $639200.46    | 0.04%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp                                                                | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1285524.00   | 0.07%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp                                                                | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    132000 | PA      | $137150.64    | 0.01%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                           | BAT Capital Corp                                                                | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413012.00    | 0.02%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| BAT INTL FINANCE PLC                       | BAT International Finance PLC                                                   | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    265000 | PA      | $278109.55    | 0.02%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                                           | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    425000 | PA      | $419704.50    | 0.02%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    361000 | PA      | $343462.62    | 0.02%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1050000 | PA      | $1066579.50   | 0.06%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    165000 | PA      | $171864.00    | 0.01%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    853000 | PA      | $886045.22    | 0.05%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    620000 | PA      | $639114.60    | 0.04%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    485000 | PA      | $502513.35    | 0.03%             | 2032-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BM9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    310000 | PA      | $316807.60    | 0.02%             | 2055-09-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                   | BHP Billiton Finance USA Ltd                                                    | CUSIP: 055451BN7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    210000 | PA      | $212709.00    | 0.01%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BGC GROUP INC                              | BGC Group Inc                                                                   | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    155000 | PA      | $161758.00    | 0.01%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                              | BGC Group Inc                                                                   | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |    735000 | PA      | $761224.80    | 0.04%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BP CAPITAL MARKETS PLC                     | BP Capital Markets PLC                                                          | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $99359.00     | 0.01%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                  | Baidu Inc                                                                       | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    235000 | PA      | $236830.65    | 0.01%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BAIDU INC                                  | Baidu Inc                                                                       | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |    690000 | PA      | $668920.50    | 0.04%             | 2030-04-07      | Fixed         | 3.43%                 | No            |                  2 | On Loan: —       |
| BAIDU INC                                  | Baidu Inc                                                                       | CUSIP: 056752AV0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     50000 | PA      | $48742.50     | 0.00%             | 2027-02-23      | Fixed         | 1.63%                 | No            |                  2 | On Loan: —       |
| BAIN CAPITAL SPECIALTY F                   | Bain Capital Specialty Finance Inc                                              | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99877.00     | 0.01%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BAKER HUGHES LLC/CO-OBL                    | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    881000 | PA      | $871317.81    | 0.05%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                    | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    703000 | PA      | $560347.24    | 0.03%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES LLC/CO-OBL                    | Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | CUSIP: 05724BAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    219000 | PA      | $220734.48    | 0.01%             | 2030-05-01      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                   | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EK2<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |   1332000 | PA      | $1089229.68   | 0.06%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                   | Baltimore Gas and Electric Co                                                   | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192554.00    | 0.01%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BALTIMORE GAS & ELECTRIC                   | Baltimore Gas and Electric Co                                                   | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    570000 | PA      | $591266.70    | 0.03%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527060.00    | 0.03%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    640000 | PA      | $744633.60    | 0.04%             | 2034-11-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                   | Banco Bilbao Vizcaya Argentaria SA                                              | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |   1100000 | PA      | $1172226.00   | 0.06%             | 2035-03-13      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                              | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1080000 | PA      | $1071532.80   | 0.06%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                              | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1950000 | PA      | $1960101.00   | 0.11%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                              | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   1750000 | PA      | $1750962.50   | 0.10%             | 2028-03-24      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                              | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $814760.00    | 0.05%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                              | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    450000 | PA      | $498856.50    | 0.03%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                              | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    478000 | PA      | $547290.88    | 0.03%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                              | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $203284.00    | 0.01%             | 2028-03-14      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                              | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $862256.00    | 0.05%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                         | Banco Santander SA                                                              | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $429020.00    | 0.02%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: —       |
| BANCO SANTANDER SA                         | Banco Santander SA                                                              | CUSIP: 05971KAR0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200288.00    | 0.01%             | 2030-11-06      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                         | Banco Santander SA                                                              | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $200458.00    | 0.01%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    900000 | PA      | $897768.00    | 0.05%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    300000 | PA      | $260304.00    | 0.01%             | 2048-01-20      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GGL7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398172.00    | 0.02%             | 2028-04-24      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5423000 | PA      | $5386069.37   | 0.30%             | 2028-07-21      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3224000 | PA      | $3186311.44   | 0.18%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3303876.50   | 0.18%             | 2029-03-05      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    855000 | PA      | $796355.55    | 0.04%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    201000 | PA      | $161407.02    | 0.01%             | 2051-03-20      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1251000 | PA      | $1123723.26   | 0.06%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229295.00    | 0.01%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    502000 | PA      | $396083.02    | 0.02%             | 2042-04-22      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    800000 | PA      | $715344.00    | 0.04%             | 2032-07-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3165000 | PA      | $2781148.80   | 0.15%             | 2036-09-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1802000 | PA      | $1647208.20   | 0.09%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1676396.10   | 0.09%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1601000 | PA      | $1597461.79   | 0.09%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014000.00   | 0.06%             | 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        |    808000 | PA      | $839503.92    | 0.05%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1295000 | PA      | $1326533.25   | 0.07%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1510751.95   | 0.08%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260660.00    | 0.01%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1802000 | PA      | $1877017.26   | 0.10%             | 2035-01-23      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102279.00    | 0.01%             | 2035-08-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    306000 | PA      | $311661.00    | 0.02%             | 2029-01-24      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    500000 | PA      | $522225.00    | 0.03%             | 2036-01-24      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104276.00    | 0.01%             | 2036-02-12      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1580280.00   | 0.09%             | 2029-05-09      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1181951.20   | 0.07%             | 2036-05-09      | Fixed         | 5.46%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                           | Bank of Montreal                                                                | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    490000 | PA      | $440848.10    | 0.02%             | 2037-01-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                                | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $394316.00    | 0.02%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                                | CUSIP: 06368L3K0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    242000 | PA      | $247004.56    | 0.01%             | 2027-06-04      | Fixed         | 5.37%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL                           | Bank of Montreal                                                                | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1211000 | PA      | $1274032.55   | 0.07%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                                | CUSIP: 06368MXU3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $205071.75    | 0.01%             | 2028-09-22      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                           | Bank of Montreal                                                                | CUSIP: 06368MXV1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149746.50    | 0.01%             | 2031-09-22      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                    | Bank of New York Mellon/The                                                     | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    952000 | PA      | $967660.40    | 0.05%             | 2029-04-20      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    120000 | PA      | $119391.60    | 0.01%             | 2028-02-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBH9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    689000 | PA      | $679416.01    | 0.04%             | 2033-06-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1139126.38   | 0.06%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1316000 | PA      | $1419187.56   | 0.08%             | 2033-10-25      | Fixed         | 5.83%                 | 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        |    799000 | PA      | $808851.67    | 0.04%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    517000 | PA      | $527019.46    | 0.03%             | 2034-04-26      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    538000 | PA      | $571151.56    | 0.03%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    509000 | PA      | $569199.43    | 0.03%             | 2034-10-25      | Fixed         | 6.47%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    568000 | PA      | $576537.04    | 0.03%             | 2028-07-21      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310872.00    | 0.02%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    185000 | PA      | $186381.95    | 0.01%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72555.00     | 0.00%             | 2036-06-06      | Fixed         | 5.32%                 | No            |                  2 | On Loan: —       |
| BANK OF NY MELLON CORP                     | Bank of New York Mellon Corp/The                                                | CUSIP: 06406YAB8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    304000 | PA      | $319163.52    | 0.02%             | 2039-07-21      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   1335000 | PA      | $1301291.25   | 0.07%             | 2037-05-04      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia/The                                                         | CUSIP: 06417XAP6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $307104.00    | 0.02%             | 2030-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $261458.60    | 0.01%             | 2028-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    360000 | PA      | $366948.00    | 0.02%             | 2029-02-14      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $144181.80    | 0.01%             | 2031-02-14      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    963000 | PA      | $962942.22    | 0.05%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418GAW7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $498210.00    | 0.03%             | 2031-09-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                        | Bank of Nova Scotia/The                                                         | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    643000 | PA      | $682943.16    | 0.04%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BANNER HEALTH                              | Banner Health                                                                   | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54779.20     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: —       |
| BAPTIST HEALTHCARE                         | Baptist Healthcare System Obligated Group                                       | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    334000 | PA      | $238589.56    | 0.01%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $272079.00    | 0.02%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    720000 | PA      | $731872.80    | 0.04%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    290000 | PA      | $294863.30    | 0.02%             | 2030-06-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    706000 | PA      | $666245.14    | 0.04%             | 2035-09-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $481854.00    | 0.03%             | 2042-03-10      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    532000 | PA      | $543416.72    | 0.03%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1303000 | PA      | $1377231.91   | 0.08%             | 2028-11-02      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1372524.00   | 0.08%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $188326.25    | 0.01%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2375000 | PA      | $2659168.75   | 0.15%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $110668.00    | 0.01%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203588.00    | 0.01%             | 2028-03-12      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    289000 | PA      | $294519.90    | 0.02%             | 2030-09-10      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203238.00    | 0.01%             | 2035-09-10      | Fixed         | 5.34%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    613000 | PA      | $624463.10    | 0.03%             | 2029-02-25      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $209404.00    | 0.01%             | 2036-02-25      | Fixed         | 5.79%                 | No            |                  2 | On Loan: —       |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738EDD4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $226219.50    | 0.01%             | 2029-11-11      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                               | Barclays PLC                                                                    | CUSIP: 06738EDE2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    655000 | PA      | $671447.05    | 0.04%             | 2046-08-11      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                            | Barings BDC Inc                                                                 | CUSIP: 06759LAD5<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    184000 | PA      | $189900.88    | 0.01%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BARINGS BDC INC                            | Barings BDC Inc                                                                 | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149221.50    | 0.01%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BARINGS PRIVATE CREDIT                     | Barings Private Credit Corp                                                     | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249355.00    | 0.01%             | 2030-06-11      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BARRICK NA FINANCE LLC                     | Barrick North America Finance LLC                                               | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    634000 | PA      | $645754.36    | 0.04%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BASIN ELECTRIC PWR COOP                    | Basin Electric Power Cooperative                                                | CUSIP: 070101AJ9<br>LEI: 5493002CLOJ5KYT5GB16 | Long             | DBT              | CORP              | US        |    125000 | PA      | $122583.75    | 0.01%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                   | Baxter International Inc                                                        | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    488000 | PA      | $345796.80    | 0.02%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC                   | Baxter International Inc                                                        | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283200.00    | 0.02%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                   | Baxter International Inc                                                        | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    750000 | PA      | $653595.00    | 0.04%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                   | Baxter International Inc                                                        | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    100000 | PA      | $62836.00     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| BAXTER INTERNATIONAL INC                   | Baxter International Inc                                                        | CUSIP: 071813DC0<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95244.15     | 0.01%             | 2029-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                   | Baxter International Inc                                                        | CUSIP: 071813DD8<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125835.00    | 0.01%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                   | Baxter International Inc                                                        | CUSIP: 071813DE6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    410000 | PA      | $415875.30    | 0.02%             | 2035-12-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                   | Baylor Scott & White Holdings                                                   | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |      5000 | PA      | $4210.65      | 0.00%             | 2045-11-15      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                   | Baylor Scott & White Holdings                                                   | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    459000 | PA      | $411195.15    | 0.02%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| BAYLOR SCOTT & WHITE HOL                   | Baylor Scott & White Holdings                                                   | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31665.50     | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                      | Becton Dickinson & Co                                                           | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177072.00    | 0.01%             | 2044-12-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                      | Becton Dickinson & Co                                                           | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273960.50    | 0.02%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                      | Becton Dickinson & Co                                                           | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    252000 | PA      | $219232.44    | 0.01%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                      | Becton Dickinson & Co                                                           | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    515000 | PA      | $485521.40    | 0.03%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| BECTON DICKINSON & CO                      | Becton Dickinson & Co                                                           | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    105000 | PA      | $103355.70    | 0.01%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| BECTON DICKINSON & CO                      | Becton Dickinson & Co                                                           | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152968.50    | 0.01%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    367000 | PA      | $302852.07    | 0.02%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAB5<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $114406.45    | 0.01%             | 2049-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BELL CANADA                                | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $202974.00    | 0.01%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| BELL CANADA                                | Bell Telephone Co of Canada or Bell Canada                                      | CUSIP: 0778FPAM1<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $508390.00    | 0.03%             | 2034-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| BERKSHIRE HATHAWAY ENERG                   | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    370000 | PA      | $296347.80    | 0.02%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                   | Berkshire Hathaway Energy Co                                                    | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $210760.00    | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    500000 | PA      | $420155.00    | 0.02%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    300000 | PA      | $193155.00    | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                     | Berkshire Hathaway Finance Corp                                                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $820003.52    | 0.05%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                           | Berry Global Inc                                                                | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    270000 | PA      | $263152.80    | 0.01%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                           | Berry Global Inc                                                                | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    910000 | PA      | $938182.70    | 0.05%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BETH ISRAEL LAHEY HEALTH                   | Beth Israel Lahey Health Inc                                                    | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |    300000 | PA      | $195894.00    | 0.01%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: —       |
| Bio-Rad Laboratories Inc                   | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    612000 | PA      | $577587.24    | 0.03%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BIO-RAD LABS                               | Bio-Rad Laboratories Inc                                                        | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |    447000 | PA      | $442985.94    | 0.02%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                 | Biogen Inc                                                                      | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    310000 | PA      | $285581.30    | 0.02%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                 | Biogen Inc                                                                      | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137794.50    | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                 | Biogen Inc                                                                      | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     50000 | PA      | $32909.00     | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| BIOGEN INC                                 | Biogen Inc                                                                      | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     60000 | PA      | $63190.80     | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BIOGEN INC                                 | Biogen Inc                                                                      | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    600000 | PA      | $631332.00    | 0.03%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                           | Black Hills Corp                                                                | CUSIP: 092113AW9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    303000 | PA      | $325155.36    | 0.02%             | 2034-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                           | Black Hills Corp                                                                | CUSIP: 092113AY5<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319852.80    | 0.02%             | 2031-01-31      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                              | Blackrock Inc                                                                   | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    256000 | PA      | $250918.40    | 0.01%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                              | Blackrock Inc                                                                   | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |   1165000 | PA      | $1028939.65   | 0.06%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BLACKROCK INC                              | Blackrock Inc                                                                   | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204448.00    | 0.01%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    606000 | PA      | $642741.78    | 0.04%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255112.50    | 0.01%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100914.00    | 0.01%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202130.00    | 0.01%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101492.00    | 0.01%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                     | Blackstone Private Credit Fund                                                  | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984750.00    | 0.05%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                    | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    312000 | PA      | $295008.48    | 0.02%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                    | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    948000 | PA      | $956181.24    | 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        |     97000 | PA      | $96616.85     | 0.01%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                    | Blackstone Secured Lending Fund                                                 | CUSIP: 09261XAL6<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246912.50    | 0.01%             | 2031-01-31      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| BLACKROCK FUNDING INC                      | BlackRock Funding Inc                                                           | CUSIP: 09290DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    245000 | PA      | $253300.60    | 0.01%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                      | BlackRock Funding Inc                                                           | CUSIP: 09290DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $407307.25    | 0.02%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                      | BlackRock Funding Inc                                                           | CUSIP: 09290DAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      2000 | PA      | $2041.84      | 0.00%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BLACKROCK FUNDING INC                      | BlackRock Funding Inc                                                           | CUSIP: 09290DAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    828000 | PA      | $805213.44    | 0.04%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                     | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AB6<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250057.50    | 0.01%             | 2030-11-03      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE REG FINANCE                     | Blackstone Reg Finance Co LLC                                                   | CUSIP: 092914AC4<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    320000 | PA      | $317833.60    | 0.02%             | 2036-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                        | Block Financial LLC                                                             | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $95418.00     | 0.01%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BLOCK FINANCIAL LLC                        | Block Financial LLC                                                             | CUSIP: 093662AK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    115000 | PA      | $115759.00    | 0.01%             | 2032-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                     | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    280000 | PA      | $287940.80    | 0.02%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                     | Blue Owl Credit Income Corp                                                     | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    640000 | PA      | $639091.20    | 0.04%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                       | Blue Owl Finance LLC                                                            | CUSIP: 09581JAS5<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $227983.20    | 0.01%             | 2032-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BLUE OWL FINANCE LLC                       | Blue Owl Finance LLC                                                            | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1444282.00   | 0.08%             | 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        |    333000 | PA      | $334871.46    | 0.02%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| STANFORD UNIVERSITY                        | Leland Stanford Junior University/The                                           | CUSIP: 09659DAC0<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    215000 | PA      | $216221.20    | 0.01%             | 2030-08-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                                          | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186634.00    | 0.01%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                                          | CUSIP: 096630AL2<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    335000 | PA      | $336742.00    | 0.02%             | 2036-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co/The                                                                   | CUSIP: 097023BZ7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $106975.50    | 0.01%             | 2048-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co/The                                                                   | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    734000 | PA      | $540686.42    | 0.03%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co/The                                                                   | CUSIP: 097023CK9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $830217.85    | 0.05%             | 2049-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co/The                                                                   | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689864.00    | 0.04%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co/The                                                                   | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $582336.00    | 0.03%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co/The                                                                   | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    136000 | PA      | $137388.56    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co/The                                                                   | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    721000 | PA      | $736811.53    | 0.04%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co/The                                                                   | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1576000.00   | 0.09%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co/The                                                                   | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    800000 | PA      | $784728.00    | 0.04%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co/The                                                                   | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027540.00   | 0.06%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                  | Boeing Co/The                                                                   | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226117.60    | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                              | Boeing Co/The                                                                   | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    943000 | PA      | $1001569.73   | 0.06%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                              | Boeing Co/The                                                                   | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    400000 | PA      | $448904.00    | 0.02%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                              | Boeing Co/The                                                                   | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    790000 | PA      | $895149.00    | 0.05%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| BORGWARNER INC                             | BorgWarner Inc                                                                  | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    300000 | PA      | $251268.00    | 0.01%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                            | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |      3000 | PA      | $2904.06      | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                            | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     43000 | PA      | $40291.00     | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                            | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    210000 | PA      | $183309.00    | 0.01%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                            | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    100000 | PA      | $82842.00     | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                            | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     89000 | PA      | $93142.95     | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                            | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    910000 | PA      | $979942.60    | 0.05%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                       | Boston Properties LP                                                            | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |    605000 | PA      | $622569.20    | 0.03%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| BOSTON SCIENTIFIC CORP                     | Boston Scientific Corp                                                          | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    241000 | PA      | $226783.41    | 0.01%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    165000 | PA      | $164498.40    | 0.01%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130588.00    | 0.01%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    116000 | PA      | $113763.52    | 0.01%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    100000 | PA      | $61703.00     | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    200000 | PA      | $127590.00    | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    450000 | PA      | $294318.00    | 0.02%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    799000 | PA      | $608806.04    | 0.03%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $160107.50    | 0.01%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    394000 | PA      | $359351.64    | 0.02%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1534000 | PA      | $1555322.60   | 0.09%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   1194000 | PA      | $1215002.46   | 0.07%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    556000 | PA      | $567036.60    | 0.03%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265122.00    | 0.01%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    750000 | PA      | $765675.00    | 0.04%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200830.50    | 0.01%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                     | BP Capital Markets America Inc                                                  | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258102.50    | 0.01%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                   | Brighthouse Financial Inc                                                       | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98891.00     | 0.01%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                   | Brighthouse Financial Inc                                                       | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |   1021000 | PA      | $750659.62    | 0.04%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BRIGHTHOUSE FINANCIAL IN                   | Brighthouse Financial Inc                                                       | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50693.50     | 0.00%             | 2030-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| BRIGHTHOUSE FINANCIAL IN                   | Brighthouse Financial Inc                                                       | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60285.00     | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    555000 | PA      | $544566.00    | 0.03%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $363412.00    | 0.02%             | 2039-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    350000 | PA      | $295823.50    | 0.02%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $975080.40    | 0.05%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DP0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95460.00     | 0.01%             | 2027-11-13      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DQ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88586.00     | 0.00%             | 2030-11-13      | Fixed         | 1.45%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $463155.00    | 0.03%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DY1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    577000 | PA      | $617216.90    | 0.03%             | 2031-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1861723.60   | 0.10%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    209000 | PA      | $214962.77    | 0.01%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    650000 | PA      | $675954.50    | 0.04%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                    | Bristol-Myers Squibb Co                                                         | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    960000 | PA      | $943680.00    | 0.05%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                   | British Telecommunications PLC                                                  | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    969000 | PA      | $1182838.92   | 0.07%             | 2030-12-15      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                   | British Telecommunications PLC                                                  | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    764000 | PA      | $784077.92    | 0.04%             | 2028-12-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                     | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    950000 | PA      | $979944.00    | 0.05%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                     | Brixmor Operating Partnership LP                                                | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    105000 | PA      | $105276.15    | 0.01%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOL                   | Broadridge Financial Solutions Inc                                              | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $272673.00    | 0.02%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                   | Broadstone Net Lease LLC                                                        | CUSIP: 11134GAA8<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |     85000 | PA      | $85164.90     | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM CRP / CAYMN FI                    | Broadcom Corp / Broadcom Cayman Finance Ltd                                     | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    150000 | PA      | $148728.00    | 0.01%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADSTONE NET LEASE LLC                   | Broadstone Net Lease LLC                                                        | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              |  | US        |    250000 | PA      | $221262.50    | 0.01%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46335.60     | 0.00%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    271000 | PA      | $233588.45    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    154000 | PA      | $153371.68    | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    684000 | PA      | $668760.48    | 0.04%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1596000 | PA      | $1575124.32   | 0.09%             | 2037-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514815.00    | 0.03%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    109000 | PA      | $112991.58    | 0.01%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    429000 | PA      | $436451.73    | 0.02%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    462000 | PA      | $463769.46    | 0.03%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    438000 | PA      | $439213.26    | 0.02%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1121000 | PA      | $1140976.22   | 0.06%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1524135.00   | 0.08%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2196000 | PA      | $2241303.48   | 0.12%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    536000 | PA      | $549282.08    | 0.03%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    380000 | PA      | $364815.20    | 0.02%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    610000 | PA      | $557716.90    | 0.03%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    746000 | PA      | $657322.98    | 0.04%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151270.00    | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1547028.51   | 0.09%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FCV1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    716000 | PA      | $583740.48    | 0.03%             | 2041-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179850.60    | 0.01%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                               | Broadcom Inc                                                                    | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    175000 | PA      | $171757.25    | 0.01%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                   | Brookfield Asset Management Ltd                                                 | CUSIP: 112586AB8<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    140000 | PA      | $143369.80    | 0.01%             | 2055-09-15      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD CAPITAL FIN                     | Brookfield Capital Finance LLC                                                  | CUSIP: 11259NAA2<br>LEI: 254900P8CLQEIJ039941 | Long             | DBT              | CORP              | US        |    574000 | PA      | $614139.82    | 0.03%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance Inc                                                          | CUSIP: 11271LAB8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    308000 | PA      | $266232.12    | 0.01%             | 2047-09-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance Inc                                                          | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $609486.00    | 0.03%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance Inc                                                          | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    208000 | PA      | $225854.72    | 0.01%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                     | Brookfield Finance Inc                                                          | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200316.00    | 0.01%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BROOKFLD FIN LLC/FIN INC                   | Brookfield Finance LLC / Brookfield Finance Inc                                 | CUSIP: 11271RAB5<br>LEI: 549300E643C5WZF8BL44 | Long             | DBT              | CORP              | US        |    493000 | PA      | $339598.12    | 0.02%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FIN I UK PLC                    | Brookfield Finance I UK Plc / Brookfield Finance Inc                            | CUSIP: 11272BAA1<br>LEI: 213800JCKNPJE9FDCJ76 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $569946.00    | 0.03%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                   | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    273000 | PA      | $285492.48    | 0.02%             | 2035-04-24      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| BROOKFIELD ASSET MANAGEM                   | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AB1<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $251907.50    | 0.01%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD ASSET MANAGEM                   | Brookfield Asset Management Ltd                                                 | CUSIP: 113004AC9<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249640.00    | 0.01%             | 2036-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown Inc                                                               | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89713.00     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown Inc                                                               | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $145008.00    | 0.01%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown Inc                                                               | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     25000 | PA      | $21861.50     | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown Inc                                                               | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    275000 | PA      | $278272.50    | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown Inc                                                               | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101436.00    | 0.01%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown Inc                                                               | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153270.00    | 0.01%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                          | Brown & Brown Inc                                                               | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102654.00    | 0.01%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp/DE                                                               | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    600000 | PA      | $525270.00    | 0.03%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BRUNSWICK CORP                             | Brunswick Corp/DE                                                               | CUSIP: 117043AU3<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    439000 | PA      | $418573.33    | 0.02%             | 2032-09-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| BRUNSWICK CORP                             | Brunswick Corp/DE                                                               | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103568.00    | 0.01%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| BUNGE LTD FINANCE CORP                     | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    180000 | PA      | $165321.00    | 0.01%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                     | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BQ2<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    548000 | PA      | $552942.96    | 0.03%             | 2030-08-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP                     | Bunge Ltd Finance Corp                                                          | CUSIP: 120568BR0<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254035.00    | 0.01%             | 2035-08-04      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981230.00    | 0.05%             | 2041-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     24000 | PA      | $24339.12     | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     30000 | PA      | $28993.50     | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $223742.50    | 0.01%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    829000 | PA      | $736674.27    | 0.04%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $941870.00    | 0.05%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    780000 | PA      | $767434.20    | 0.04%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $102245.00    | 0.01%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189LBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    220000 | PA      | $217232.40    | 0.01%             | 2056-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                   | Burlington Northern Santa Fe LLC                                                | CUSIP: 12189TAZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $222136.00    | 0.01%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86980.00     | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $294876.00    | 0.02%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $144008.00    | 0.01%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     48000 | PA      | $33381.60     | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98344.00     | 0.01%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                    | Cboe Global Markets Inc                                                         | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92397.00     | 0.01%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                          | CBRE Services Inc                                                               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    335000 | PA      | $358128.40    | 0.02%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                          | CBRE Services Inc                                                               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    376000 | PA      | $388547.12    | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                          | CBRE Services Inc                                                               | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    295000 | PA      | $296377.65    | 0.02%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                        | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    629000 | PA      | $605915.70    | 0.03%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                        | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1020442.50   | 0.06%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                        | CDW LLC / CDW Finance Corp                                                      | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    174000 | PA      | $177241.62    | 0.01%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                          | CF Industries Inc                                                               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    531000 | PA      | $533506.32    | 0.03%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CF INDUSTRIES INC                          | CF Industries Inc                                                               | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249370.00    | 0.01%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group/The                                                                 | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    950000 | PA      | $958474.00    | 0.05%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group/The                                                                 | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    203000 | PA      | $180960.29    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group/The                                                                 | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    816000 | PA      | $628532.16    | 0.03%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group/The                                                                 | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298104.00    | 0.02%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group/The                                                                 | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    316000 | PA      | $280680.68    | 0.02%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group/The                                                                 | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    900000 | PA      | $629739.00    | 0.03%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group/The                                                                 | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    235000 | PA      | $212787.80    | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group/The                                                                 | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    250000 | PA      | $173667.50    | 0.01%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group/The                                                                 | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    570000 | PA      | $586182.30    | 0.03%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group/The                                                                 | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    203000 | PA      | $197228.71    | 0.01%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group/The                                                                 | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007150.00   | 0.06%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group/The                                                                 | CUSIP: 125523CY4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182316.60    | 0.01%             | 2032-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group/The                                                                 | CUSIP: 125523CZ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    852000 | PA      | $866790.72    | 0.05%             | 2036-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP/THE                            | Cigna Group/The                                                                 | CUSIP: 125523DA5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    305000 | PA      | $313799.25    | 0.02%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| FIRST-CITIZENS BANK/TRST                   | First-Citizens Bank & Trust Co                                                  | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310755.00    | 0.02%             | 2028-03-09      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                              | CME Group Inc                                                                   | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |      1000 | PA      | $836.11       | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CME GROUP INC                              | CME Group Inc                                                                   | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014750.00   | 0.06%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| CMS ENERGY CORP                            | CMS Energy Corp                                                                 | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $921460.00    | 0.05%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                            | CMS Energy Corp                                                                 | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    580000 | PA      | $596547.40    | 0.03%             | 2055-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                     | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227048.80    | 0.01%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH INDUSTRIAL CAP LLC                     | CNH Industrial Capital LLC                                                      | CUSIP: 12592BAV6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500290.00    | 0.03%             | 2030-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                         | CNA Financial Corp                                                              | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    140000 | PA      | $145209.40    | 0.01%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                         | CNA Financial Corp                                                              | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251290.00    | 0.01%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CNO FINANCIAL GROUP INC                    | CNO Financial Group Inc                                                         | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105802.00    | 0.01%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                    | CRH America Finance Inc                                                         | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    283000 | PA      | $294897.32    | 0.02%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                    | CRH America Finance Inc                                                         | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112669.70    | 0.01%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                    | CRH America Finance Inc                                                         | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    450000 | PA      | $450252.00    | 0.02%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                    | CRH America Finance Inc                                                         | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251002.50    | 0.01%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                    | CRH America Finance Inc                                                         | CUSIP: 12636YAK8<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108289.50    | 0.01%             | 2056-02-09      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                   | CSX Corp                                                                        | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    823000 | PA      | $904065.50    | 0.05%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                   | CSX Corp                                                                        | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    613000 | PA      | $566497.82    | 0.03%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                   | CSX Corp                                                                        | CUSIP: 126408GX5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87923.00     | 0.00%             | 2043-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                   | CSX Corp                                                                        | CUSIP: 126408HF3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    700000 | PA      | $548793.00    | 0.03%             | 2046-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                   | CSX Corp                                                                        | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     68000 | PA      | $56797.00     | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                   | CSX Corp                                                                        | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $866194.56    | 0.05%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                   | CSX Corp                                                                        | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    137000 | PA      | $138111.07    | 0.01%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CSX CORP                                   | CSX Corp                                                                        | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    287000 | PA      | $255507.49    | 0.01%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                   | CSX Corp                                                                        | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    454000 | PA      | $319275.50    | 0.02%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                   | CSX Corp                                                                        | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $305244.00    | 0.02%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CSX CORP                                   | CSX Corp                                                                        | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    550000 | PA      | $559636.00    | 0.03%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    756000 | PA      | $683401.32    | 0.04%             | 2045-07-20      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1087000 | PA      | $1091021.90   | 0.06%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    256000 | PA      | $241779.20    | 0.01%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1218098.40   | 0.07%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    560000 | PA      | $546548.80    | 0.03%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650DL1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    117000 | PA      | $90483.12     | 0.01%             | 2050-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    241000 | PA      | $230504.45    | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22215.75     | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    684000 | PA      | $600729.84    | 0.03%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175730.00    | 0.01%             | 2031-09-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513610.00    | 0.03%             | 2030-02-21      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1313160.75   | 0.07%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021670.00   | 0.06%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    804000 | PA      | $830387.28    | 0.05%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97097.00     | 0.01%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    237000 | PA      | $248146.11    | 0.01%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650ED8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    193000 | PA      | $202455.07    | 0.01%             | 2034-06-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650EE6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $3116275.00   | 0.17%             | 2044-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650EJ5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117275.85    | 0.01%             | 2032-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    535000 | PA      | $547604.60    | 0.03%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    418000 | PA      | $424851.02    | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                            | CVS Health Corp                                                                 | CUSIP: 126650EM8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200802.00    | 0.01%             | 2065-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                        | CRH SMW Finance DAC                                                             | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    765000 | PA      | $788431.95    | 0.04%             | 2030-01-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CABOT CORP                                 | Cabot Corp                                                                      | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    140000 | PA      | $138527.20    | 0.01%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                         | Coterra Energy Inc                                                              | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    590000 | PA      | $608461.10    | 0.03%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                         | Coterra Energy Inc                                                              | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101525.00    | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                         | Coterra Energy Inc                                                              | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    405000 | PA      | $389354.85    | 0.02%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                       | COPT Defense Properties LP                                                      | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    250000 | PA      | $248882.50    | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                     | Cadence Design Systems Inc                                                      | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    196000 | PA      | $197205.40    | 0.01%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                     | Cadence Design Systems Inc                                                      | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    410000 | PA      | $411963.90    | 0.02%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA ENDOWMENT/THE                   | California Endowment/The                                                        | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |    122000 | PA      | $72131.28     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA INSTITUTE OF                    | California Institute of Technology                                              | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |    550000 | PA      | $445879.50    | 0.02%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                      | Camden Property Trust                                                           | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    409000 | PA      | $395012.20    | 0.02%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                      | Camden Property Trust                                                           | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    400000 | PA      | $282144.00    | 0.02%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CAMDEN PROPERTY TRUST                      | Camden Property Trust                                                           | CUSIP: 133131BB7<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              |  | US        |    100000 | PA      | $101310.00    | 0.01%             | 2034-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                      | Campbell's Company/The                                                          | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100027.00    | 0.01%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                      | Campbell's Company/The                                                          | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    440000 | PA      | $445847.60    | 0.02%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAMPBELLS COMPANY/THE                      | Campbell's Company/The                                                          | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90919.00     | 0.01%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| CAMPBELLS COMPANY/THE                      | Campbell's Company/The                                                          | CUSIP: 134462AA8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995830.00    | 0.06%             | 2031-03-21      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    789000 | PA      | $751932.78    | 0.04%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1005000 | PA      | $1091912.40   | 0.06%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    705000 | PA      | $716667.75    | 0.04%             | 2029-03-30      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    306000 | PA      | $315736.92    | 0.02%             | 2031-01-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFD9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $602298.00    | 0.03%             | 2028-09-08      | Fixed         | 4.24%                 | No            |                  2 | On Loan: —       |
| CANADIAN IMPERIAL BANK                     | Canadian Imperial Bank of Commerce                                              | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $503930.00    | 0.03%             | 2031-09-08      | Fixed         | 4.58%                 | No            |                  2 | On Loan: —       |
| CANADIAN NATL RAILWAY                      | Canadian National Railway Co                                                    | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $361955.00    | 0.02%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                      | Canadian National Railway Co                                                    | CUSIP: 136375CV2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     27000 | PA      | $23097.96     | 0.00%             | 2049-01-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                      | Canadian National Railway Co                                                    | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     15000 | PA      | $8907.75      | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                      | Canadian National Railway Co                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $436896.00    | 0.02%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                      | Canadian National Railway Co                                                    | CUSIP: 136375DV1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $498750.00    | 0.03%             | 2031-03-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RAILWAY                      | Canadian National Railway Co                                                    | CUSIP: 136375DW9<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    205000 | PA      | $204836.00    | 0.01%             | 2035-11-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    324000 | PA      | $348270.84    | 0.02%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    292000 | PA      | $310124.44    | 0.02%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd                                                  | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |   1008000 | PA      | $1109646.72   | 0.06%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATL RESOURCES                    | Canadian Natural Resources Ltd                                                  | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $323067.15    | 0.02%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                   | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     70000 | PA      | $79391.20     | 0.00%             | 2031-10-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                   | Canadian Pacific Railway Co                                                     | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    355000 | PA      | $355319.50    | 0.02%             | 2115-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                   | Canadian Pacific Railway Co                                                     | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |   1800000 | PA      | $1620270.00   | 0.09%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                   | Canadian Pacific Railway Co                                                     | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    436000 | PA      | $416916.28    | 0.02%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                      | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $957939.22    | 0.05%             | 2032-07-29      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                      | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101185.00    | 0.01%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                      | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1230000 | PA      | $1261352.70   | 0.07%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                      | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2053940.00   | 0.11%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                      | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    318000 | PA      | $332984.16    | 0.02%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1081170.00   | 0.06%             | 2034-06-08      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                      | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103950.00    | 0.01%             | 2030-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                      | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    135000 | PA      | $142052.40    | 0.01%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                      | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1045230.00   | 0.06%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: —       |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                      | CUSIP: 14040HDM4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $898164.00    | 0.05%             | 2031-09-11      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                      | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179136.00    | 0.01%             | 2036-09-11      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CAPITAL SOUTHWEST CORP                     | Capital Southwest Corp                                                          | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156083.45    | 0.01%             | 2030-09-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                        | Cardinal Health Inc                                                             | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |   1004000 | PA      | $864705.04    | 0.05%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                        | Cardinal Health Inc                                                             | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     80000 | PA      | $72118.40     | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                        | Cardinal Health Inc                                                             | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    104000 | PA      | $108079.92    | 0.01%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                        | Cardinal Health Inc                                                             | CUSIP: 14149YBU1<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201864.00    | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                        | Cardinal Health Inc                                                             | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    420000 | PA      | $427030.80    | 0.02%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| CARLISLE COS INC                           | Carlisle Cos Inc                                                                | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    171000 | PA      | $149209.47    | 0.01%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                           | Carlisle Cos Inc                                                                | CUSIP: 142339AM2<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156948.35    | 0.01%             | 2040-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| CARLYLE GROUP INC/THE                      | Carlyle Group Inc/The                                                           | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |    515000 | PA      | $508129.90    | 0.03%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                   | Duke Energy Progress LLC                                                        | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29531.60     | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp                                                             | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    198000 | PA      | $183452.94    | 0.01%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| CARRIER GLOBAL CORP                        | Carrier Global Corp                                                             | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196736.00    | 0.01%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp                                                             | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    395000 | PA      | $319227.15    | 0.02%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                        | Carrier Global Corp                                                             | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    600000 | PA      | $643896.00    | 0.04%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CASE WESTERN RESERVE UNI                   | Case Western Reserve University                                                 | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90936.00     | 0.01%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                            | Caterpillar Inc                                                                 | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     80000 | PA      | $70166.40     | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                            | Caterpillar Inc                                                                 | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    120000 | PA      | $105652.80    | 0.01%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                            | Caterpillar Inc                                                                 | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $213705.00    | 0.01%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                            | Caterpillar Inc                                                                 | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    330000 | PA      | $342533.40    | 0.02%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR INC                            | Caterpillar Inc                                                                 | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100916.00    | 0.01%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    730000 | PA      | $728744.40    | 0.04%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAL4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    730000 | PA      | $742125.30    | 0.04%             | 2027-05-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    982000 | PA      | $994284.82    | 0.06%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    415000 | PA      | $421793.55    | 0.02%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303309.00    | 0.02%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBB5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    458000 | PA      | $460862.50    | 0.03%             | 2028-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                   | Caterpillar Financial Services Corp                                             | CUSIP: 14913UBD1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300633.00    | 0.02%             | 2028-11-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                        | CommonSpirit Health                                                             | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    600000 | PA      | $522390.00    | 0.03%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CELULOSA ARAUCO CONSTITU                   | Celulosa Arauco y Constitucion SA                                               | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |    225000 | PA      | $222403.50    | 0.01%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| CENTENE CORP                               | Centene Corp                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1096000 | PA      | $1062780.24   | 0.06%             | 2029-12-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                               | Centene Corp                                                                    | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $920620.00    | 0.05%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                               | Centene Corp                                                                    | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    900000 | PA      | $805284.00    | 0.04%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                               | Centene Corp                                                                    | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    809000 | PA      | $697900.03    | 0.04%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                               | Centene Corp                                                                    | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    320000 | PA      | $299526.40    | 0.02%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                         | Cenovus Energy Inc                                                              | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    208000 | PA      | $190958.56    | 0.01%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                         | Cenovus Energy Inc                                                              | CUSIP: 15135UBA6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $174513.50    | 0.01%             | 2031-03-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CENOVUS ENERGY INC                         | Cenovus Energy Inc                                                              | CUSIP: 15135UBB4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $174791.75    | 0.01%             | 2036-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                     | CenterPoint Energy Inc                                                          | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    956000 | PA      | $997452.16    | 0.06%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                     | CenterPoint Energy Inc                                                          | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102783.00    | 0.01%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                     | CenterPoint Energy Resources Corp                                               | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    890000 | PA      | $918319.80    | 0.05%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                   | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248349.00    | 0.01%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                   | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $3229.40      | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                   | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     55000 | PA      | $50515.85     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| CENTERPOINT ENER HOUSTON                   | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    214000 | PA      | $218130.20    | 0.01%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                   | CenterPoint Energy Houston Electric LLC                                         | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |    975000 | PA      | $982790.25    | 0.05%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $412576.00    | 0.02%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    881000 | PA      | $828730.27    | 0.05%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    737000 | PA      | $708433.88    | 0.04%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985870.00    | 0.05%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1007000 | PA      | $828851.63    | 0.05%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $441888.00    | 0.02%             | 2038-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $258746.40    | 0.01%             | 2049-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $225573.00    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $193695.00    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    298000 | PA      | $194650.62    | 0.01%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $276800.00    | 0.02%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $180312.00    | 0.01%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $552531.00    | 0.03%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1054400.00   | 0.06%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $499405.00    | 0.03%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $120010.00    | 0.01%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                   | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    620000 | PA      | $621841.40    | 0.03%             | 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        |    100000 | PA      | $97439.00     | 0.01%             | 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        |    321000 | PA      | $296247.69    | 0.02%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                   | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    715000 | PA      | $758879.55    | 0.04%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                   | Cheniere Energy Partners LP                                                     | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104439.00    | 0.01%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                        | Cheniere Energy Inc                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    350000 | PA      | $363356.00    | 0.02%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                   | Cheniere Corpus Christi Holdings LLC                                            | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    346000 | PA      | $349425.40    | 0.02%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA Inc                                                                 | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304533.00    | 0.02%             | 2028-02-26      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA Inc                                                                 | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    600000 | PA      | $613950.00    | 0.03%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA Inc                                                                 | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205692.00    | 0.01%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: —       |
| CHEVRON USA INC                            | Chevron USA Inc                                                                 | CUSIP: 166756BG0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200938.00    | 0.01%             | 2027-08-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                            | Chevron USA Inc                                                                 | CUSIP: 166756BJ4<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   1195000 | PA      | $1206734.90   | 0.07%             | 2030-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| CHEVRON CORP                               | Chevron Corp                                                                    | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    872000 | PA      | $808675.36    | 0.04%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| CHEVRON CORP                               | Chevron Corp                                                                    | CUSIP: 166764CA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $170002.50    | 0.01%             | 2050-05-11      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL MEDI                   | Children's Hospital Medical Center/Cincinnati OH                                | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43621.50     | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                   | Children's Hospital Corp/The                                                    | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166922.00    | 0.01%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL CORP                   | Children's Hospital Corp/The                                                    | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60882.00     | 0.00%             | 2050-02-01      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| CHILDREN'S HOSPITAL/DC                     | Children's Hospital/DC                                                          | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |    300000 | PA      | $193146.00    | 0.01%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: —       |
| CHILDREN'S HEATH SYS TX                    | Children's Health System of Texas                                               | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |    130000 | PA      | $76564.80     | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| CHOICE HOTELS INTL INC                     | Choice Hotels International Inc                                                 | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476055.00    | 0.03%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                                          | CUSIP: 171232AS0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113417.00    | 0.01%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHUBB INA HOLDINGS LLC                     | Chubb INA Holdings LLC                                                          | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602730.00    | 0.03%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                     | Church & Dwight Co Inc                                                          | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     50000 | PA      | $39801.00     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| CHURCH & DWIGHT CO INC                     | Church & Dwight Co Inc                                                          | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     36000 | PA      | $38250.00     | 0.00%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| CINCINNATI FINL CORP                       | Cincinnati Financial Corp                                                       | CUSIP: 172062AE1<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    261000 | PA      | $280885.59    | 0.02%             | 2034-11-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems Inc                                                               | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    490000 | PA      | $527587.90    | 0.03%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems Inc                                                               | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    706000 | PA      | $732517.36    | 0.04%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems Inc                                                               | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101111.00    | 0.01%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems Inc                                                               | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1036400.00   | 0.06%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems Inc                                                               | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    550000 | PA      | $566142.50    | 0.03%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems Inc                                                               | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     70000 | PA      | $67134.90     | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems Inc                                                               | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    908000 | PA      | $860611.48    | 0.05%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                          | Cisco Systems Inc                                                               | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361214.00    | 0.02%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    407000 | PA      | $522254.26    | 0.03%             | 2039-07-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $539826.00    | 0.03%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1379000 | PA      | $1376366.11   | 0.08%             | 2028-01-10      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1554381.40   | 0.09%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    679000 | PA      | $673085.91    | 0.04%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239776.80    | 0.01%             | 2029-04-23      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    522000 | PA      | $461072.16    | 0.03%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    103000 | PA      | $102070.94    | 0.01%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    163000 | PA      | $152623.42    | 0.01%             | 2031-01-29      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $1068381.33   | 0.06%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $544596.00    | 0.03%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    456000 | PA      | $450824.40    | 0.02%             | 2028-02-24      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1492000 | PA      | $1421682.04   | 0.08%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2788000 | PA      | $2820117.76   | 0.16%             | 2033-05-24      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2370000 | PA      | $2580574.50   | 0.14%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1144176.00   | 0.06%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1599390.00   | 0.09%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $524555.00    | 0.03%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1423408.96   | 0.08%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1225200.00   | 0.07%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    330000 | PA      | $330891.00    | 0.02%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIBANK NA                                | Citibank NA                                                                     | CUSIP: 17325FBN7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1192260.20   | 0.07%             | 2027-05-29      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1521000 | PA      | $1392764.49   | 0.08%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    791000 | PA      | $842059.05    | 0.05%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    389000 | PA      | $391940.84    | 0.02%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1510500.00   | 0.08%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697760.00    | 0.04%             | 2056-03-04      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                              | Citigroup Inc                                                                   | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1534290.00   | 0.09%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group Inc                                                    | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    527000 | PA      | $535753.47    | 0.03%             | 2037-05-21      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group Inc                                                    | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    503000 | PA      | $524724.57    | 0.03%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group Inc                                                    | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    358000 | PA      | $393592.36    | 0.02%             | 2035-04-25      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP                   | Citizens Financial Group Inc                                                    | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    663000 | PA      | $695898.06    | 0.04%             | 2032-07-23      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| CITY OF HOPE/THE                           | City of Hope                                                                    | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $444298.50    | 0.02%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| City of Hope                               | City of Hope                                                                    | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |    143000 | PA      | $116981.15    | 0.01%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CLAREMONT MCKENNA                          | Claremont Mckenna College                                                       | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $260448.00    | 0.01%             | 2122-01-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| CLEVELAND CLINIC FOUND                     | Cleveland Clinic Foundation/The                                                 | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127264.50    | 0.01%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| CLOROX COMPANY                             | Clorox Co/The                                                                   | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135178.50    | 0.01%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                           | Coca-Cola Co/The                                                                | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    114000 | PA      | $107344.68    | 0.01%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                           | Coca-Cola Co/The                                                                | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    110000 | PA      | $92261.40     | 0.01%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                           | Coca-Cola Co/The                                                                | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348932.50    | 0.02%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                           | Coca-Cola Co/The                                                                | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    956000 | PA      | $937855.12    | 0.05%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                           | Coca-Cola Co/The                                                                | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    429000 | PA      | $416275.86    | 0.02%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                           | Coca-Cola Co/The                                                                | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    390000 | PA      | $353102.10    | 0.02%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                           | Coca-Cola Co/The                                                                | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    629000 | PA      | $389797.59    | 0.02%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                           | Coca-Cola Co/The                                                                | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $120156.00    | 0.01%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                           | Coca-Cola Co/The                                                                | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    140000 | PA      | $93494.80     | 0.01%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                           | Coca-Cola Co/The                                                                | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    515000 | PA      | $465467.30    | 0.03%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| COCA-COLA CO/THE                           | Coca-Cola Co/The                                                                | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114649.70    | 0.01%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                           | Coca-Cola Co/The                                                                | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |   1299000 | PA      | $1264108.86   | 0.07%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COCA-COLA CO/THE                           | Coca-Cola Co/The                                                                | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $289560.00    | 0.02%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                     | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    120000 | PA      | $113402.40    | 0.01%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                     | Coca-Cola Femsa SAB de CV                                                       | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    225000 | PA      | $189616.50    | 0.01%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | Colgate-Palmolive Co                                                            | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94228.00     | 0.01%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| COLGATE-PALMOLIVE CO                       | Colgate-Palmolive Co                                                            | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    465000 | PA      | $468296.85    | 0.03%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE GROUP                    | Columbia Pipeline Group Inc                                                     | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |    633000 | PA      | $627321.99    | 0.03%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $222038.00    | 0.01%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    603000 | PA      | $589263.66    | 0.03%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $277604.00    | 0.02%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157612.80    | 0.01%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99464.00     | 0.01%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1741000 | PA      | $1303190.73   | 0.07%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    450000 | PA      | $331798.50    | 0.02%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396568.00    | 0.02%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    412000 | PA      | $358654.24    | 0.02%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150240.00    | 0.01%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139813.50    | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    551000 | PA      | $459434.82    | 0.03%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    524000 | PA      | $526751.00    | 0.03%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    800000 | PA      | $535664.00    | 0.03%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188604.00    | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    308000 | PA      | $253644.16    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198652.00    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    235000 | PA      | $209634.10    | 0.01%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    150000 | PA      | $79329.00     | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    330000 | PA      | $166257.30    | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1006870.80   | 0.06%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $843540.00    | 0.05%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $270665.00    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NEB3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    650000 | PA      | $687069.50    | 0.04%             | 2032-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    403000 | PA      | $408936.19    | 0.02%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272400.30    | 0.02%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $938441.35    | 0.05%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    319000 | PA      | $284991.41    | 0.02%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309171.00    | 0.02%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NEK3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    742000 | PA      | $696003.42    | 0.04%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989270.00    | 0.05%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| COMCAST CORP                               | Comcast Corp                                                                    | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    670000 | PA      | $686287.70    | 0.04%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMERICA BANK                              | Comerica Bank                                                                   | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |    826000 | PA      | $832269.34    | 0.05%             | 2033-08-25      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| COMERICA INC                               | Comerica Inc                                                                    | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    325000 | PA      | $339111.50    | 0.02%             | 2030-01-30      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                        | CommonSpirit Health                                                             | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96657.00     | 0.01%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                        | CommonSpirit Health                                                             | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $157004.00    | 0.01%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                        | CommonSpirit Health                                                             | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     22000 | PA      | $16454.68     | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                        | CommonSpirit Health                                                             | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    801000 | PA      | $745771.05    | 0.04%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                        | CommonSpirit Health                                                             | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    268000 | PA      | $200480.08    | 0.01%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                        | CommonSpirit Health                                                             | CUSIP: 20268JAM5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107609.00    | 0.01%             | 2052-11-01      | Fixed         | 6.46%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                        | CommonSpirit Health                                                             | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209244.00    | 0.01%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                        | CommonSpirit Health                                                             | CUSIP: 20268JBB8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176059.80    | 0.01%             | 2045-09-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                        | CommonSpirit Health                                                             | CUSIP: 20268JBC6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193784.00    | 0.01%             | 2055-09-01      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                        | CommonSpirit Health                                                             | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207650.10    | 0.01%             | 2035-09-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| COMMONSPIRIT HEALTH                        | CommonSpirit Health                                                             | CUSIP: 20268JBE2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247425.00    | 0.01%             | 2035-09-01      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH BK AUSTR NY                   | Commonwealth Bank of Australia/New York NY                                      | CUSIP: 20271RAW0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $200344.00    | 0.01%             | 2030-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                     | Commonwealth Edison Co                                                          | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111739.00    | 0.01%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                     | Commonwealth Edison Co                                                          | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     79000 | PA      | $70507.50     | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                     | Commonwealth Edison Co                                                          | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     42000 | PA      | $35675.64     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                     | Commonwealth Edison Co                                                          | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     41000 | PA      | $31289.15     | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                     | Commonwealth Edison Co                                                          | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    460000 | PA      | $453771.60    | 0.03%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                     | Commonwealth Edison Co                                                          | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $862800.20    | 0.05%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                     | Commonwealth Edison Co                                                          | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $65443.00     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                     | Commonwealth Edison Co                                                          | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74921.00     | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                     | Commonwealth Edison Co                                                          | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    590000 | PA      | $586035.20    | 0.03%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| COMMUNITY HEALTH NETWORK                   | Community Health Network Inc                                                    | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $127666.00    | 0.01%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| CONAGRA BRANDS INC                         | Conagra Brands Inc                                                              | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    277000 | PA      | $264709.51    | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                         | Conagra Brands Inc                                                              | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156787.15    | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CONAGRA BRANDS INC                         | Conagra Brands Inc                                                              | CUSIP: 205887CL4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255210.00    | 0.01%             | 2035-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CONCENTRIX CORP                            | Concentrix Corp                                                                 | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206466.00    | 0.01%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| CONCENTRIX CORP                            | Concentrix Corp                                                                 | CUSIP: 20602DAC5<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    623000 | PA      | $634432.05    | 0.04%             | 2033-08-02      | Fixed         | 6.85%                 | No            |                  2 | On Loan: —       |
| CONNECTICUT LIGHT & PWR                    | Connecticut Light and Power Co/The                                              | CUSIP: 207597ER2<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152875.50    | 0.01%             | 2029-01-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS                             | ConocoPhillips                                                                  | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89533.00     | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BURLINGTON RESOURCES LLC                   | Burlington Resources LLC                                                        | CUSIP: 20825VAB8<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1401140.00   | 0.08%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                     | ConocoPhillips Co                                                               | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $363735.00    | 0.02%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                     | ConocoPhillips Co                                                               | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    775000 | PA      | $747239.50    | 0.04%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                     | ConocoPhillips Co                                                               | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1159128.00   | 0.06%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                     | ConocoPhillips Co                                                               | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    605000 | PA      | $582796.50    | 0.03%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    261000 | PA      | $204804.09    | 0.01%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    373000 | PA      | $294461.12    | 0.02%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $155196.00    | 0.01%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     14000 | PA      | $13833.12     | 0.00%             | 2027-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410035.00    | 0.02%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86611.00     | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    500000 | PA      | $349285.00    | 0.02%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    150000 | PA      | $103051.50    | 0.01%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    999000 | PA      | $1052806.14   | 0.06%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    751000 | PA      | $781603.25    | 0.04%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94535.10     | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204174.00    | 0.01%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49949.50     | 0.00%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                    | Consolidated Edison Co of New York Inc                                          | CUSIP: 209111GP2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249937.50    | 0.01%             | 2055-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                   | Constellation Brands Inc                                                        | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    900000 | PA      | $706968.00    | 0.04%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                   | Constellation Brands Inc                                                        | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184906.00    | 0.01%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                   | Constellation Brands Inc                                                        | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41178.35     | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                   | Constellation Brands Inc                                                        | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    611000 | PA      | $613718.95    | 0.03%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                   | Constellation Brands Inc                                                        | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     98000 | PA      | $99616.02     | 0.01%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION BRANDS INC                   | Constellation Brands Inc                                                        | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    335000 | PA      | $331459.05    | 0.02%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                                             | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    111000 | PA      | $120370.62    | 0.01%             | 2034-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                                             | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    919000 | PA      | $1002509.53   | 0.06%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                   | Constellation Energy Generation LLC                                             | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397400.00    | 0.02%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| CONSUMERS ENERGY CO                        | Consumers Energy Co                                                             | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     62000 | PA      | $49468.56     | 0.00%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                        | Consumers Energy Co                                                             | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    750000 | PA      | $563610.00    | 0.03%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                        | Consumers Energy Co                                                             | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401612.00    | 0.02%             | 2033-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                        | Consumers Energy Co                                                             | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153804.00    | 0.01%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                        | Consumers Energy Co                                                             | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    114000 | PA      | $116486.34    | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                        | Consumers Energy Co                                                             | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     12000 | PA      | $12134.04     | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                      | Continental Resources Inc/OK                                                    | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $199272.50    | 0.01%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CONTINENTAL RESOURCES                      | Continental Resources Inc/OK                                                    | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $1034552.68   | 0.06%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                   | Cooperatieve Rabobank UA                                                        | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   1147000 | PA      | $1151874.75   | 0.06%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABD3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $101432.00    | 0.01%             | 2027-03-05      | Fixed         | 5.04%                 | No            |                  2 | On Loan: —       |
| COOPERAT RABOBANK UA/NY                    | Cooperatieve Rabobank UA/NY                                                     | CUSIP: 21688ABP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    770000 | PA      | $773003.00    | 0.04%             | 2028-10-17      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                   | Corebridge Financial Inc                                                        | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124265.00    | 0.01%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                   | Corebridge Financial Inc                                                        | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    276000 | PA      | $262056.48    | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                   | Corebridge Financial Inc                                                        | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85435.00     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                   | Corebridge Financial Inc                                                        | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204716.00    | 0.01%             | 2052-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                   | Corebridge Financial Inc                                                        | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    479000 | PA      | $500871.14    | 0.03%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| COREBRIDGE FINANCIAL INC                   | Corebridge Financial Inc                                                        | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504210.00    | 0.03%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                         | Cornell University                                                              | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340661.50    | 0.02%             | 2034-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: —       |
| CORNELL UNIVERSITY                         | Cornell University                                                              | CUSIP: 219207AD9<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180714.60    | 0.01%             | 2030-06-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| CORNELL UNIVERSITY                         | Cornell University                                                              | CUSIP: 219207AF4<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150534.00    | 0.01%             | 2035-06-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                | Corning Inc                                                                     | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    507000 | PA      | $466206.78    | 0.03%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                | Corning Inc                                                                     | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    235000 | PA      | $228170.90    | 0.01%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CORNING INC                                | Corning Inc                                                                     | CUSIP: 219350BP9<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    165000 | PA      | $127332.15    | 0.01%             | 2049-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                       | COPT Defense Properties LP                                                      | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |      6000 | PA      | $5600.70      | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                      | Costco Wholesale Corp                                                           | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1042000 | PA      | $943843.60    | 0.05%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| COSTCO WHOLESALE CORP                      | Costco Wholesale Corp                                                           | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $433545.00    | 0.02%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                      | Cousins Properties LP                                                           | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    192000 | PA      | $200584.32    | 0.01%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                      | Cousins Properties LP                                                           | CUSIP: 222793AB7<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    100000 | PA      | $103076.00    | 0.01%             | 2032-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COUSINS PROPERTIES LP                      | Cousins Properties LP                                                           | CUSIP: 222793AC5<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              |  | US        |    100000 | PA      | $102685.00    | 0.01%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE USA LLC                      | Credit Suisse USA LLC                                                           | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1550971.80   | 0.09%             | 2032-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle Inc                                                                | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    739000 | PA      | $733088.00    | 0.04%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle Inc                                                                | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    408000 | PA      | $404793.12    | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle Inc                                                                | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    173000 | PA      | $172669.57    | 0.01%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle Inc                                                                | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    100000 | PA      | $88249.00     | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle Inc                                                                | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    152000 | PA      | $149812.72    | 0.01%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle Inc                                                                | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    260000 | PA      | $264027.40    | 0.01%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle Inc                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    548000 | PA      | $552389.48    | 0.03%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle Inc                                                                | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    371000 | PA      | $385001.54    | 0.02%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle Inc                                                                | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |   1454000 | PA      | $1525086.06   | 0.08%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CUBESMART LP                               | CubeSmart LP                                                                    | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              |  | US        |    505000 | PA      | $505338.35    | 0.03%             | 2035-11-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                | Cummins Inc                                                                     | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    694000 | PA      | $421174.72    | 0.02%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                | Cummins Inc                                                                     | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    568000 | PA      | $559207.36    | 0.03%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| CUMMINS INC                                | Cummins Inc                                                                     | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459481.50    | 0.03%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CUMMINS INC                                | Cummins Inc                                                                     | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    181000 | PA      | $187820.08    | 0.01%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DH EUROPE FINANCE II                       | DH Europe Finance II Sarl                                                       | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1421625.00   | 0.08%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                    | DCP Midstream Operating LP                                                      | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96755.00     | 0.01%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                    | DCP Midstream Operating LP                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92018.00     | 0.01%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| D.R. HORTON INC                            | DR Horton Inc                                                                   | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    551000 | PA      | $562659.16    | 0.03%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| D.R. HORTON INC                            | DR Horton Inc                                                                   | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    555000 | PA      | $577555.20    | 0.03%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                              | DTE Energy Co                                                                   | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    524000 | PA      | $509574.28    | 0.03%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                              | DTE Energy Co                                                                   | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208526.00    | 0.01%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                              | DTE Energy Co                                                                   | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    695000 | PA      | $741168.85    | 0.04%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| DTE ENERGY CO                              | DTE Energy Co                                                                   | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    658000 | PA      | $666632.96    | 0.04%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                              | DTE Energy Co                                                                   | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249942.50    | 0.01%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| DTE ELECTRIC CO                            | DTE Electric Co                                                                 | CUSIP: 23338VAD8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $213232.50    | 0.01%             | 2044-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                            | DTE Electric Co                                                                 | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     44000 | PA      | $34701.48     | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                            | DTE Electric Co                                                                 | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17184.00     | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                            | DTE Electric Co                                                                 | CUSIP: 23338VAR7<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     10000 | PA      | $7381.90      | 0.00%             | 2052-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                            | DTE Electric Co                                                                 | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312135.00    | 0.02%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                            | DTE Electric Co                                                                 | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    114000 | PA      | $117636.60    | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                            | DTE Electric Co                                                                 | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100676.00    | 0.01%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                            | DTE Electric Co                                                                 | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    165000 | PA      | $169750.35    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                            | DTE Electric Co                                                                 | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    687000 | PA      | $705562.74    | 0.04%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                          | DXC Technology Co                                                               | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |    787000 | PA      | $742093.78    | 0.04%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| MERCEDES-BENZ FIN NA                       | Mercedes-Benz Finance North America LLC                                         | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1221312.29   | 0.07%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                     | Darden Restaurants Inc                                                          | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    116000 | PA      | $126053.72    | 0.01%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                     | Darden Restaurants Inc                                                          | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50267.00     | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                     | Darden Restaurants Inc                                                          | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100912.00    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DARTMOUTH-HITCH HEALTH                     | Dartmouth-Hitchcock Health                                                      | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    470000 | PA      | $366289.80    | 0.02%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| DAYTON POWER & LIGHT CO/                   | Dayton Power & Light Co/The                                                     | CUSIP: 240019BW8<br>LEI: 1ELKY8G44MKGCQWG6864 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99468.00     | 0.01%             | 2030-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DEERE & COMPANY                            | Deere & Co                                                                      | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $527630.00    | 0.03%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| DEERE & COMPANY                            | Deere & Co                                                                      | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    525000 | PA      | $543548.25    | 0.03%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp                                                         | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    253000 | PA      | $247823.62    | 0.01%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp                                                         | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    227000 | PA      | $223347.57    | 0.01%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp                                                         | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100749.00    | 0.01%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp                                                         | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250677.50    | 0.01%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp                                                         | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    360000 | PA      | $366840.00    | 0.02%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp                                                         | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1026830.00   | 0.06%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp                                                         | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1650206.25   | 0.09%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp                                                         | CUSIP: 24422EXF1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181364.40    | 0.01%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp                                                         | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40629.60     | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp                                                         | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101266.00    | 0.01%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp                                                         | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412928.00    | 0.02%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp                                                         | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    107000 | PA      | $108806.16    | 0.01%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp                                                         | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123382.80    | 0.01%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp                                                         | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55406.45     | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp                                                         | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    328000 | PA      | $333507.12    | 0.02%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                    | John Deere Capital Corp                                                         | CUSIP: 24422EYF0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    985000 | PA      | $995096.25    | 0.06%             | 2030-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DEERE FUNDING CANADA COR                   | Deere Funding Canada Corp                                                       | CUSIP: 2442GAAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    500000 | PA      | $499860.00    | 0.03%             | 2030-10-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INC                                   | Dell Inc                                                                        | CUSIP: 247025AE9<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |    360000 | PA      | $382374.00    | 0.02%             | 2028-04-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBL4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    440000 | PA      | $463760.00    | 0.03%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256772.50    | 0.01%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBP5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100066.00    | 0.01%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBR1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    151000 | PA      | $150871.65    | 0.01%             | 2029-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBS9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269843.40    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBT7<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    445000 | PA      | $444372.55    | 0.02%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703DBU4<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246732.50    | 0.01%             | 2036-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $412832.00    | 0.02%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAH9<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $533780.00    | 0.03%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAJ5<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    461000 | PA      | $558335.54    | 0.03%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAK2<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    400000 | PA      | $507900.00    | 0.03%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp                                               | CUSIP: 24703TAN6<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    800000 | PA      | $822672.00    | 0.05%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                        | Delta Air Lines Inc                                                             | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508885.00    | 0.03%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                        | Delta Air Lines Inc                                                             | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1130899.00   | 0.06%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES 2020-AA                    | Delta Air Lines 2020-1 Class AA Pass Through Trust                              | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     36221 | PA      | $34887.41     | 0.00%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA INC                        | DENTSPLY SIRONA Inc                                                             | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |    520000 | PA      | $480500.80    | 0.03%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    160000 | PA      | $160683.20    | 0.01%             | 2032-12-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    460000 | PA      | $437970.60    | 0.02%             | 2031-09-18      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    697000 | PA      | $729605.66    | 0.04%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    500000 | PA      | $549715.00    | 0.03%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $159895.50    | 0.01%             | 2029-11-20      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    180000 | PA      | $182880.00    | 0.01%             | 2028-02-08      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1010720.00   | 0.06%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    750000 | PA      | $747300.00    | 0.04%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE TELEKOM INT FIN                   | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    725000 | PA      | $846183.75    | 0.05%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE TELEKOM INT FIN                   | Deutsche Telekom International Finance BV                                       | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    468000 | PA      | $582426.00    | 0.03%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: —       |
| DEUTSCHE BANK NY                           | Deutsche Bank AG/New York NY                                                    | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    700000 | PA      | $650006.00    | 0.04%             | 2033-01-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp                                                               | CUSIP: 25179MAL7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    240000 | PA      | $232437.60    | 0.01%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp                                                               | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    868000 | PA      | $751809.52    | 0.04%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp                                                               | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    990000 | PA      | $862547.40    | 0.05%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                   | Devon Energy Corp                                                               | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298938.00    | 0.02%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| DIAGEO CAPITAL PLC                         | Diageo Capital PLC                                                              | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    387000 | PA      | $336871.89    | 0.02%             | 2032-04-29      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                         | Diageo Capital PLC                                                              | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $474277.50    | 0.03%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                         | Diageo Capital PLC                                                              | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |   1095000 | PA      | $1165025.25   | 0.06%             | 2033-10-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                     | Diamondback Energy Inc                                                          | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    600000 | PA      | $647040.00    | 0.04%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                     | Diamondback Energy Inc                                                          | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023940.00   | 0.06%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                     | Diamondback Energy Inc                                                          | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    350000 | PA      | $331030.00    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                     | Diamondback Energy Inc                                                          | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    801000 | PA      | $758691.18    | 0.04%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| DICK'S SPORTING GOODS                      | Dick's Sporting Goods Inc                                                       | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |    571000 | PA      | $417361.03    | 0.02%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                    | Digital Realty Trust LP                                                         | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              |  | US        |    170000 | PA      | $171157.70    | 0.01%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| DIGNITY HEALTH                             | Dignity Health                                                                  | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |    650000 | PA      | $583420.50    | 0.03%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co/The                                                              | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    802000 | PA      | $905931.18    | 0.05%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co/The                                                              | CUSIP: 254687ER3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108797.00    | 0.01%             | 2041-02-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co/The                                                              | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    500000 | PA      | $456170.00    | 0.03%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co/The                                                              | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94070.00     | 0.01%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co/The                                                              | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    677000 | PA      | $429644.51    | 0.02%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co/The                                                              | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    476000 | PA      | $461967.52    | 0.03%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co/The                                                              | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    522000 | PA      | $488263.14    | 0.03%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co/The                                                              | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    800000 | PA      | $595104.00    | 0.03%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| WALT DISNEY COMPANY/THE                    | Walt Disney Co/The                                                              | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    250000 | PA      | $182915.00    | 0.01%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                   | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    512000 | PA      | $582968.32    | 0.03%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                   | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PCR5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    155000 | PA      | $135243.70    | 0.01%             | 2041-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TWDC ENTERPRISES 18 CORP                   | TWDC Enterprises 18 Corp                                                        | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    570000 | PA      | $478566.30    | 0.03%             | 2044-06-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                   | Capital One Financial Corp                                                      | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    248000 | PA      | $292374.64    | 0.02%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                        | Dollar General Corp                                                             | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    500000 | PA      | $518670.00    | 0.03%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| DOLLAR TREE INC                            | Dollar Tree Inc                                                                 | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    499000 | PA      | $499633.73    | 0.03%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                        | Dominion Energy Inc                                                             | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    836000 | PA      | $946912.12    | 0.05%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                        | Dominion Energy Inc                                                             | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $172198.00    | 0.01%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                        | Dominion Energy Inc                                                             | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51949.50     | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                        | Dominion Energy Inc                                                             | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    120000 | PA      | $124854.00    | 0.01%             | 2055-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                        | Dominion Energy Inc                                                             | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216804.00    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                        | Dominion Energy Inc                                                             | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153802.50    | 0.01%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                        | Dominion Energy Inc                                                             | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    337000 | PA      | $341047.37    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                        | Dominion Energy Inc                                                             | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503290.00    | 0.03%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| DOMINION ENERGY INC                        | Dominion Energy Inc                                                             | CUSIP: 25746UEA3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1207872.00   | 0.07%             | 2056-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOVER CORP                                 | Dover Corp                                                                      | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208944.00    | 0.01%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| DOVER CORP                                 | Dover Corp                                                                      | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145801.85    | 0.01%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co/The                                                             | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    209000 | PA      | $269595.37    | 0.01%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co/The                                                             | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271524.00    | 0.02%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co/The                                                             | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   1252000 | PA      | $992297.64    | 0.05%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co/The                                                             | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    539000 | PA      | $434784.35    | 0.02%             | 2044-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co/The                                                             | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101487.00    | 0.01%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co/The                                                             | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    100000 | PA      | $64605.00     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co/The                                                             | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $318006.00    | 0.02%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co/The                                                             | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198732.00    | 0.01%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co/The                                                             | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181772.00    | 0.01%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co/The                                                             | CUSIP: 260543DN0<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248545.00    | 0.01%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DOW CHEMICAL CO/THE                        | Dow Chemical Co/The                                                             | CUSIP: 260543DP5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154428.05    | 0.01%             | 2036-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| DUPONT DE NEMOURS INC                      | DuPont de Nemours Inc                                                           | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1117292.00   | 0.06%             | 2028-11-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: —       |
| KEURIG DR PEPPER INC                       | Keurig Dr Pepper Inc                                                            | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    120000 | PA      | $97920.00     | 0.01%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                   | EIDP Inc                                                                        | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |   1344000 | PA      | $1342682.88   | 0.07%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                    | Duke Energy Indiana LLC                                                         | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    200050 | PA      | $186556.63    | 0.01%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                    | DCP Midstream Operating LP                                                      | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    300000 | PA      | $346746.00    | 0.02%             | 2030-08-16      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp                                                                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $379025.00    | 0.02%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp                                                                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $315016.00    | 0.02%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp                                                                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $913712.94    | 0.05%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp                                                                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    243000 | PA      | $236118.24    | 0.01%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp                                                                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100562.00    | 0.01%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp                                                                | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    270000 | PA      | $275391.90    | 0.02%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp                                                                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416784.00    | 0.02%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                           | Duke Energy Corp                                                                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395812.00    | 0.02%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp                                                                | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    533000 | PA      | $559031.72    | 0.03%             | 2054-09-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| DUKE ENERGY CORP                           | Duke Energy Corp                                                                | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496085.00    | 0.03%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp                                                                | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486350.00    | 0.03%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                      | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108149.00    | 0.01%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                      | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30794.05     | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                      | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252150.00    | 0.01%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                      | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    210000 | PA      | $166544.70    | 0.01%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                      | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118896.00    | 0.01%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                      | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    124000 | PA      | $117378.40    | 0.01%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                      | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184188.00    | 0.01%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                      | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    115000 | PA      | $110409.20    | 0.01%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                      | Duke Energy Carolinas LLC                                                       | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    120000 | PA      | $116268.00    | 0.01%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                       | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $914568.00    | 0.05%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                       | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    495000 | PA      | $405439.65    | 0.02%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                       | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366580.00    | 0.02%             | 2030-06-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                       | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    883000 | PA      | $914832.15    | 0.05%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                       | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195306.00    | 0.01%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                       | Duke Energy Ohio Inc                                                            | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258005.00    | 0.01%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                   | Duke Energy Progress LLC                                                        | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    400000 | PA      | $333732.00    | 0.02%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                   | Duke Energy Progress LLC                                                        | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    400000 | PA      | $304760.00    | 0.02%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                   | Duke Energy Progress LLC                                                        | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      2000 | PA      | $1775.66      | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                   | Duke Energy Progress LLC                                                        | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    137000 | PA      | $129644.47    | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                   | Duke Energy Progress LLC                                                        | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152703.00    | 0.01%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                   | Duke Energy Progress LLC                                                        | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98739.00     | 0.01%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                    | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    155000 | PA      | $105916.15    | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                    | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    366000 | PA      | $348227.04    | 0.02%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                    | Duke Energy Indiana LLC                                                         | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $517415.00    | 0.03%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                    | Duke Energy Florida LLC                                                         | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    377000 | PA      | $306568.86    | 0.02%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                    | Duke Energy Florida LLC                                                         | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $901600.00    | 0.05%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                    | Duke Energy Florida LLC                                                         | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114881.67    | 0.01%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                    | Duke Energy Florida LLC                                                         | CUSIP: 26444HAQ4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    800000 | PA      | $863800.00    | 0.05%             | 2033-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                    | Duke Energy Florida LLC                                                         | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214138.00    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                    | Duke Energy Florida LLC                                                         | CUSIP: 26444HAT8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250300.00    | 0.01%             | 2030-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                    | Duke Energy Florida LLC                                                         | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209475.00    | 0.01%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                          | EOG Resources Inc                                                               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $358144.00    | 0.02%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                          | EOG Resources Inc                                                               | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85972.40     | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                          | EOG Resources Inc                                                               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    320000 | PA      | $327670.40    | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                          | EOG Resources Inc                                                               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184993.20    | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                          | EOG Resources Inc                                                               | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346946.20    | 0.02%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                          | EOG Resources Inc                                                               | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    290000 | PA      | $291052.70    | 0.02%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                           | ERP Operating LP                                                                | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    350000 | PA      | $311339.00    | 0.02%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                           | ERP Operating LP                                                                | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    150000 | PA      | $131362.50    | 0.01%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                           | ERP Operating LP                                                                | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    145000 | PA      | $148292.95    | 0.01%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                   | EQT Corp                                                                        | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313662.00    | 0.02%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                   | EQT Corp                                                                        | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    570000 | PA      | $573767.70    | 0.03%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                                                  | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    100000 | PA      | $100122.00    | 0.01%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                                                  | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    405000 | PA      | $408159.00    | 0.02%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR PROPERTIES                             | EPR Properties                                                                  | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              |  | US        |    250000 | PA      | $248162.50    | 0.01%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EAGLE MATERIALS INC                        | Eagle Materials Inc                                                             | CUSIP: 26969PAC2<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489775.00    | 0.03%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EASTERN GAS TRAN                           | Eastern Gas Transmission & Storage Inc                                          | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77438.70     | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co                                                             | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88599.00     | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co                                                             | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     35000 | PA      | $29716.75     | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co                                                             | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1049141.60   | 0.06%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co                                                             | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    350000 | PA      | $367258.50    | 0.02%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EASTMAN CHEMICAL CO                        | Eastman Chemical Co                                                             | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    800000 | PA      | $825800.00    | 0.05%             | 2034-02-20      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| EATON CORP                                 | Eaton Corp                                                                      | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48995.50     | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| EATON CORP                                 | Eaton Corp                                                                      | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86547.00     | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                 | Eaton Corp                                                                      | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    430000 | PA      | $344498.80    | 0.02%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                 | Eaton Corp                                                                      | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     49000 | PA      | $48468.84     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EATON CAPITAL ULC                          | Eaton Capital ULC                                                               | CUSIP: 27806HAA9<br>LEI: 549300OLS85LSODKAF64 | Long             | DBT              | CORP              | IE        |   1200000 | PA      | $1212672.00   | 0.07%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                   | eBay Inc                                                                        | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    798000 | PA      | $661486.14    | 0.04%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                   | eBay Inc                                                                        | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501735.00    | 0.03%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EBAY INC                                   | eBay Inc                                                                        | CUSIP: 278642BE2<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    800000 | PA      | $800608.00    | 0.04%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| ECOLAB INC                                 | Ecolab Inc                                                                      | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    100000 | PA      | $55606.00     | 0.00%             | 2050-08-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                 | Ecolab Inc                                                                      | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707126.00    | 0.04%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                 | Ecolab Inc                                                                      | CUSIP: 278865BS8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    190000 | PA      | $193724.00    | 0.01%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                       | Edison International                                                            | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    762000 | PA      | $811255.68    | 0.04%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan Inc                                                               | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    163000 | PA      | $188861.58    | 0.01%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan Inc                                                               | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    210000 | PA      | $243858.30    | 0.01%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                                                | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    500000 | PA      | $584095.00    | 0.03%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250950.00    | 0.01%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270957.00    | 0.02%             | 2053-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                   | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1060730.00   | 0.06%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| EMBRAER NETHERLANDS FINA                   | Embraer Netherlands Finance BV                                                  | CUSIP: 29082HAF9<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |    115000 | PA      | $113057.65    | 0.01%             | 2038-01-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                        | Emerson Electric Co                                                             | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    450000 | PA      | $435393.00    | 0.02%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                        | Emerson Electric Co                                                             | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    144000 | PA      | $136660.32    | 0.01%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                        | Emerson Electric Co                                                             | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    261000 | PA      | $232950.33    | 0.01%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EMERSON ELECTRIC CO                        | Emerson Electric Co                                                             | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63717.00     | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                        | Emera US Finance LP                                                             | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    980000 | PA      | $837811.80    | 0.05%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMORY UNIVERSITY                           | Emory University                                                                | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     15000 | PA      | $9921.15      | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120381.60    | 0.01%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                         | Enact Holdings Inc                                                              | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    237000 | PA      | $248037.09    | 0.01%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                | Ovintiv Inc                                                                     | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    250000 | PA      | $268590.00    | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                | Ovintiv Inc                                                                     | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104896.00    | 0.01%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                                                    | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1055000 | PA      | $1111453.05   | 0.06%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                                                    | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    538000 | PA      | $591606.32    | 0.03%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                                                    | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $101412.00    | 0.01%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                                                    | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1010170.00   | 0.06%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                                                    | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $112399.10    | 0.01%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| ENBRIDGE INC                               | Enbridge Inc                                                                    | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    665000 | PA      | $688833.60    | 0.04%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                                                    | CUSIP: 29250NCM5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $105136.50    | 0.01%             | 2028-11-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                                                    | CUSIP: 29250NCN3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $249707.50    | 0.01%             | 2031-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge Inc                                                                    | CUSIP: 29250NCP8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $176610.00    | 0.01%             | 2035-11-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE ENERGY PARTNERS                   | Enbridge Energy Partners LP                                                     | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1158140.00   | 0.06%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210952.00    | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    355000 | PA      | $320114.15    | 0.02%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    385000 | PA      | $341217.80    | 0.02%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150132.00    | 0.01%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    900000 | PA      | $944685.00    | 0.05%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1999298.82   | 0.11%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    317000 | PA      | $300791.79    | 0.02%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    681000 | PA      | $700285.92    | 0.04%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    456000 | PA      | $438804.24    | 0.02%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    650000 | PA      | $637845.00    | 0.04%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    447000 | PA      | $433750.92    | 0.02%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152493.00    | 0.01%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203276.00    | 0.01%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486735.00    | 0.03%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    917000 | PA      | $908572.77    | 0.05%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ENSTAR GROUP LTD                           | Enstar Group Ltd                                                                | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |   1400000 | PA      | $1257144.00   | 0.07%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ENSTAR FINANCE LLC                         | Enstar Finance LLC                                                              | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $49368.00     | 0.00%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                               | Entergy Corp                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   1028000 | PA      | $1080407.44   | 0.06%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                      | Entergy Louisiana LLC                                                           | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    505000 | PA      | $499152.10    | 0.03%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                      | Entergy Louisiana LLC                                                           | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    413000 | PA      | $398429.36    | 0.02%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                      | Entergy Louisiana LLC                                                           | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    417000 | PA      | $337457.25    | 0.02%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                      | Entergy Louisiana LLC                                                           | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    750000 | PA      | $754777.50    | 0.04%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                          | Entergy Texas Inc                                                               | CUSIP: 29365TAM6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    900000 | PA      | $800586.00    | 0.04%             | 2052-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                          | Entergy Texas Inc                                                               | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |    110000 | PA      | $106767.10    | 0.01%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                       | Entergy Arkansas LLC                                                            | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313734.00    | 0.02%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                    | Entergy Mississippi LLC                                                         | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38241.50     | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                    | Entergy Mississippi LLC                                                         | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26461.24     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                    | Entergy Mississippi LLC                                                         | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    158000 | PA      | $159312.98    | 0.01%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                    | Entergy Mississippi LLC                                                         | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    357000 | PA      | $359345.49    | 0.02%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                               | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1059000 | PA      | $1200418.86   | 0.07%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    424000 | PA      | $387544.48    | 0.02%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469165.00    | 0.03%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226437.50    | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1102000 | PA      | $1098892.36   | 0.06%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410675.00    | 0.02%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1287040.00   | 0.07%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    195000 | PA      | $143328.90    | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201442.00    | 0.01%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555945.50    | 0.03%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    600000 | PA      | $581856.00    | 0.03%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $181560.60    | 0.01%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182280.60    | 0.01%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                   | Enterprise Products Operating LLC                                               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    405000 | PA      | $412200.90    | 0.02%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                   | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    500000 | PA      | $517480.00    | 0.03%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                   | Equinix Europe 2 Financing Corp LLC                                             | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    500000 | PA      | $501610.00    | 0.03%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                | Equifax Inc                                                                     | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    269000 | PA      | $274909.93    | 0.02%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                | Equinix Inc                                                                     | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    594000 | PA      | $574439.58    | 0.03%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                | Equinix Inc                                                                     | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    153000 | PA      | $138859.74    | 0.01%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                | Equinix Inc                                                                     | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    100000 | PA      | $68343.00     | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                | Equinix Inc                                                                     | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |    175000 | PA      | $168150.50    | 0.01%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| EQUITABLE HOLDINGS INC                     | Equitable Holdings Inc                                                          | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    819000 | PA      | $854610.12    | 0.05%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| ESSENT GROUP LTD                           | Essent Group Ltd                                                                | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    100000 | PA      | $104432.00    | 0.01%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                    | Essential Utilities Inc                                                         | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    385000 | PA      | $265476.75    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                    | Essential Utilities Inc                                                         | CUSIP: 29670GAK8<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    155000 | PA      | $158179.05    | 0.01%             | 2035-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPER                           | Essential Properties LP                                                         | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    160000 | PA      | $146123.20    | 0.01%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL PROPERTIES LP                    | Essential Properties LP                                                         | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              |  | US        |    105000 | PA      | $105393.75    | 0.01%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                         | Essex Portfolio LP                                                              | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    464000 | PA      | $440498.40    | 0.02%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                         | Essex Portfolio LP                                                              | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    535000 | PA      | $554099.50    | 0.03%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                         | Essex Portfolio LP                                                              | CUSIP: 29717PBD8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    500000 | PA      | $490920.00    | 0.03%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                        | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     25000 | PA      | $26985.00     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                        | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    765000 | PA      | $614593.35    | 0.03%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                        | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    400000 | PA      | $265772.00    | 0.01%             | 2049-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                        | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $936130.00    | 0.05%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                        | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100990.00    | 0.01%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ESTEE LAUDER CO INC                        | Estee Lauder Cos Inc/The                                                        | CUSIP: 29736RAV2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    381000 | PA      | $386631.18    | 0.02%             | 2034-02-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| EVEREST REINSURANCE HLDG                   | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    127000 | PA      | $112431.83    | 0.01%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| EVEREST REINSURANCE HLDG                   | Everest Reinsurance Holdings Inc                                                | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $139390.00    | 0.01%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                 | Evergy Inc                                                                      | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    115000 | PA      | $109629.50    | 0.01%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                 | Evergy Inc                                                                      | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    474000 | PA      | $484717.14    | 0.03%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                      | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     75000 | PA      | $52878.00     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                      | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297588.00    | 0.02%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                      | Evergy Kansas Central Inc                                                       | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    234000 | PA      | $250885.44    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                               | Evergy Metro Inc                                                                | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    115000 | PA      | $116959.60    | 0.01%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EVERGY METRO                               | Evergy Metro Inc                                                                | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    500000 | PA      | $520325.00    | 0.03%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| EVERSOURCE ENERGY                          | Eversource Energy                                                               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698418.00    | 0.04%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                          | Eversource Energy                                                               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1445546.10   | 0.08%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                          | Eversource Energy                                                               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    451000 | PA      | $455537.06    | 0.03%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                          | Eversource Energy                                                               | CUSIP: 30040WAW8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    193000 | PA      | $201758.34    | 0.01%             | 2029-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                          | Eversource Energy                                                               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205770.00    | 0.01%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                          | Eversource Energy                                                               | CUSIP: 30040WAZ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    115000 | PA      | $121621.70    | 0.01%             | 2034-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                          | Eversource Energy                                                               | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124361.25    | 0.01%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                | Exelon Corp                                                                     | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    900000 | PA      | $891792.00    | 0.05%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                | Exelon Corp                                                                     | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    380000 | PA      | $325443.40    | 0.02%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                | Exelon Corp                                                                     | CUSIP: 30161NBK6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103912.00    | 0.01%             | 2033-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                | Exelon Corp                                                                     | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    123000 | PA      | $127954.44    | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                | Exelon Corp                                                                     | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    760000 | PA      | $791068.80    | 0.04%             | 2055-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| EXELON CORP                                | Exelon Corp                                                                     | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154924.50    | 0.01%             | 2031-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                | Exelon Corp                                                                     | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280893.20    | 0.02%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                   | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $314115.00    | 0.02%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                   | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $208280.00    | 0.01%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| F&G ANNUITIES & LIFE INC                   | F&G Annuities & Life Inc                                                        | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $610644.00    | 0.03%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                          | Expedia Group Inc                                                               | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    428000 | PA      | $425603.20    | 0.02%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                          | Expedia Group Inc                                                               | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    242000 | PA      | $248410.58    | 0.01%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                     | Extra Space Storage LP                                                          | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    775000 | PA      | $678590.00    | 0.04%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                     | Extra Space Storage LP                                                          | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    208000 | PA      | $214924.32    | 0.01%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                     | Extra Space Storage LP                                                          | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    825000 | PA      | $847118.25    | 0.05%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                     | Extra Space Storage LP                                                          | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    100000 | PA      | $102511.00    | 0.01%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                     | Extra Space Storage LP                                                          | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    100000 | PA      | $101003.00    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp                                                                | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156858.00    | 0.01%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp                                                                | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    409000 | PA      | $342607.03    | 0.02%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp                                                                | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $160058.00    | 0.01%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp                                                                | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    940000 | PA      | $642884.80    | 0.04%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp                                                                | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    650000 | PA      | $596303.50    | 0.03%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp                                                                | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    834000 | PA      | $700943.64    | 0.04%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp                                                                | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440262.00    | 0.02%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| EXXON MOBIL CORPORATION                    | Exxon Mobil Corp                                                                | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143826.00    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FNB CORP                                   | FNB Corp/PA                                                                     | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    253000 | PA      | $258272.52    | 0.01%             | 2030-12-11      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                        | FS KKR Capital Corp                                                             | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    230000 | PA      | $212241.70    | 0.01%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                        | FS KKR Capital Corp                                                             | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48213.50     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                        | FS KKR Capital Corp                                                             | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    495000 | PA      | $513052.65    | 0.03%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                        | FS KKR Capital Corp                                                             | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100850.00    | 0.01%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| FS KKR CAPITAL CORP                        | FS KKR Capital Corp                                                             | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98492.00     | 0.01%             | 2030-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| FS KKR CAPITAL CORP                        | FS KKR Capital Corp                                                             | CUSIP: 302635AQ0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244017.50    | 0.01%             | 2031-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms Inc                                                              | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1497630.00   | 0.08%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms Inc                                                              | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    933000 | PA      | $904795.41    | 0.05%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                         | Meta Platforms Inc                                                              | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407388.00    | 0.02%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms Inc                                                              | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    659000 | PA      | $678954.52    | 0.04%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms Inc                                                              | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    700000 | PA      | $672665.00    | 0.04%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms Inc                                                              | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202330.00    | 0.01%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                         | Meta Platforms Inc                                                              | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    594000 | PA      | $604501.92    | 0.03%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms Inc                                                              | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1530000 | PA      | $1421262.90   | 0.08%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms Inc                                                              | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971930.00    | 0.05%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms Inc                                                              | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $955280.00    | 0.05%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms Inc                                                              | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001820.00   | 0.06%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| META PLATFORMS INC                         | Meta Platforms Inc                                                              | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1310673.00   | 0.07%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms Inc                                                              | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    625000 | PA      | $624518.75    | 0.03%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                         | Meta Platforms Inc                                                              | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    625000 | PA      | $600887.50    | 0.03%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    197000 | PA      | $199702.84    | 0.01%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $258857.50    | 0.01%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $200554.00    | 0.01%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BX9<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $259765.00    | 0.01%             | 2035-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                     | Fairfax Financial Holdings Ltd                                                  | CUSIP: 303901BY7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $264317.50    | 0.01%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                       | Federal Realty OP LP                                                            | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    100000 | PA      | $96517.00     | 0.01%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                       | Federal Realty OP LP                                                            | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              |  | US        |    100000 | PA      | $102492.00    | 0.01%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp                                                                      | CUSIP: 31428XDF0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    365000 | PA      | $351436.60    | 0.02%             | 2029-08-05      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp                                                                      | CUSIP: 31428XDG8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200828.00    | 0.01%             | 2030-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp                                                                      | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     51000 | PA      | $38268.87     | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp                                                                      | CUSIP: 31428XDP8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    102000 | PA      | $92897.52     | 0.01%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp                                                                      | CUSIP: 31428XDQ6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    326000 | PA      | $258097.46    | 0.01%             | 2045-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp                                                                      | CUSIP: 31428XDR4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    200000 | PA      | $173144.00    | 0.01%             | 2045-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp                                                                      | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    184000 | PA      | $154922.48    | 0.01%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp                                                                      | CUSIP: 31428XDT0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    415000 | PA      | $337594.20    | 0.02%             | 2047-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp                                                                      | CUSIP: 31428XDU7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    178000 | PA      | $136159.32    | 0.01%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp                                                                      | CUSIP: 31428XDV5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156974.40    | 0.01%             | 2048-10-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FEDEX CORP                                 | FedEx Corp                                                                      | CUSIP: 31428XDW3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    230000 | PA      | $211825.40    | 0.01%             | 2050-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FEDEX 2020-1 PASS TST                      | Federal Express Corp 2020-1 Pass Through Trusts                                 | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     51285 | PA      | $44860.16     | 0.00%             | 2034-02-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                   | Ferguson Enterprises Inc                                                        | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174385.75    | 0.01%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                    | Fidelity National Information Services Inc                                      | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    422000 | PA      | $351108.22    | 0.02%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FIDELITY NATL FINANCIAL                    | Fidelity National Financial Inc                                                 | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    481000 | PA      | $305536.01    | 0.02%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                        | Fifth Third Bancorp                                                             | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    541000 | PA      | $664618.50    | 0.04%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                        | Fifth Third Bancorp                                                             | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $586542.00    | 0.03%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: —       |
| FIFTH THIRD BANCORP                        | Fifth Third Bancorp                                                             | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208150.00    | 0.01%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                       | Fifth Third Bank NA                                                             | CUSIP: 31677QBU2<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151387.50    | 0.01%             | 2028-01-28      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                   | First American Financial Corp                                                   | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193412.00    | 0.01%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FIRST AMERICAN FINANCIAL                   | First American Financial Corp                                                   | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100156.00    | 0.01%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                   | First Citizens BancShares Inc/NC                                                | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305970.00    | 0.02%             | 2040-03-12      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| FIRST CITIZENS BANCSHARE                   | First Citizens BancShares Inc/NC                                                | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199770.00    | 0.01%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FIRST INDUSTRIAL LP                        | First Industrial LP                                                             | CUSIP: 32055RAS6<br>LEI: 86MKNB3IKYZZT3E3OV11 | Long             | DBT              |  | US        |    148000 | PA      | $151112.44    | 0.01%             | 2031-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                         | First Horizon Bank                                                              | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103340.00    | 0.01%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY TRANSMISSION                   | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80612.00     | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                   | FirstEnergy Transmission LLC                                                    | CUSIP: 33767BAJ8<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199656.00    | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                 | Fiserv Inc                                                                      | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    375000 | PA      | $363705.00    | 0.02%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                 | Fiserv Inc                                                                      | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   1325000 | PA      | $1356627.75   | 0.08%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                 | Fiserv Inc                                                                      | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    550000 | PA      | $567908.00    | 0.03%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                 | Fiserv Inc                                                                      | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    700000 | PA      | $718046.00    | 0.04%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                 | Fiserv Inc                                                                      | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    626000 | PA      | $645143.08    | 0.04%             | 2033-08-21      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                 | Fiserv Inc                                                                      | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202124.00    | 0.01%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                 | Fiserv Inc                                                                      | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405616.00    | 0.02%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                 | Fiserv Inc                                                                      | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63553.92     | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| FISERV INC                                 | Fiserv Inc                                                                      | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144698.40    | 0.01%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| FIRSTENERGY CORP                           | FirstEnergy Corp                                                                | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    298000 | PA      | $297010.64    | 0.02%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                   | Flex Ltd                                                                        | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    215000 | PA      | $222024.05    | 0.01%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                   | Flex Ltd                                                                        | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    130000 | PA      | $132557.10    | 0.01%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                                   | Flex Ltd                                                                        | CUSIP: 33938XAG0<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    165000 | PA      | $164731.05    | 0.01%             | 2035-11-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                   | Florida Power & Light Co                                                        | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    560000 | PA      | $603960.00    | 0.03%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                   | Florida Power & Light Co                                                        | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99755.00     | 0.01%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                   | Florida Power & Light Co                                                        | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    180000 | PA      | $156693.60    | 0.01%             | 2042-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                   | Florida Power & Light Co                                                        | CUSIP: 341081FP7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    100000 | PA      | $76915.00     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                   | Florida Power & Light Co                                                        | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $159878.00    | 0.01%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                   | Florida Power & Light Co                                                        | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    400000 | PA      | $317636.00    | 0.02%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                   | Florida Power & Light Co                                                        | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78780.84     | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                   | Florida Power & Light Co                                                        | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    293000 | PA      | $296659.57    | 0.02%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                   | Florida Power & Light Co                                                        | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1530225.00   | 0.08%             | 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        |    640000 | PA      | $670700.80    | 0.04%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                   | Florida Power & Light Co                                                        | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $301623.00    | 0.02%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                   | Florida Power & Light Co                                                        | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    849000 | PA      | $868144.95    | 0.05%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                   | Florida Power & Light Co                                                        | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495625.00    | 0.03%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                   | Florida Power & Light Co                                                        | CUSIP: 341081HB6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493790.00    | 0.03%             | 2066-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                    | Duke Energy Florida LLC                                                         | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    272000 | PA      | $303647.20    | 0.02%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                    | Duke Energy Florida LLC                                                         | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    269000 | PA      | $221263.26    | 0.01%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                          | Flowers Foods Inc                                                               | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    110000 | PA      | $97252.10     | 0.01%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| FLOWERS FOODS INC                          | Flowers Foods Inc                                                               | CUSIP: 343498AD3<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    389000 | PA      | $390264.25    | 0.02%             | 2035-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| FLOWSERVE CORPORATION                      | Flowserve Corp                                                                  | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     60000 | PA      | $53673.60     | 0.00%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                         | Ford Motor Co                                                                   | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    170000 | PA      | $183394.30    | 0.01%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                         | Ford Motor Co                                                                   | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    500000 | PA      | $395440.00    | 0.02%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188614.00    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDI                           | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123653.25    | 0.01%             | 2031-06-17      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    207000 | PA      | $194449.59    | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    893000 | PA      | $932140.19    | 0.05%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    460000 | PA      | $493699.60    | 0.03%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521675.00    | 0.03%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    172000 | PA      | $184155.24    | 0.01%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    810000 | PA      | $870255.90    | 0.05%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    425000 | PA      | $436356.00    | 0.02%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1093400.90   | 0.06%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2062000 | PA      | $2093198.06   | 0.12%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     85000 | PA      | $85532.10     | 0.00%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    900000 | PA      | $921645.00    | 0.05%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    992000 | PA      | $1018129.28   | 0.06%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414304.00    | 0.02%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204616.00    | 0.01%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    115000 | PA      | $120215.25    | 0.01%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246960.00    | 0.01%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co LLC                                                        | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    748000 | PA      | $749443.64    | 0.04%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| FORTIVE CORPORATION                        | Fortive Corp                                                                    | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165058.00    | 0.01%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                   | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    587000 | PA      | $562803.86    | 0.03%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORTUNE BRANDS INNOVATIO                   | Fortune Brands Innovations Inc                                                  | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    639000 | PA      | $515008.44    | 0.03%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| FOX CORP                                   | Fox Corp                                                                        | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    299000 | PA      | $302788.33    | 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        |   1407000 | PA      | $1551766.23   | 0.09%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                  | Orange SA                                                                       | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     80000 | PA      | $96292.00     | 0.01%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                    | Franklin BSP Capital Corp                                                       | CUSIP: 35250VAB0<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    540000 | PA      | $556945.20    | 0.03%             | 2029-06-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CO                    | Franklin BSP Capital Corp                                                       | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247810.00    | 0.01%             | 2030-10-02      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    550000 | PA      | $533126.00    | 0.03%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| FREEPORT-MCMORAN INC                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309504.00    | 0.02%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                       | Freeport-McMoRan Inc                                                            | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    217000 | PA      | $216937.07    | 0.01%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                  | GATX Corp                                                                       | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98567.00     | 0.01%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                  | GATX Corp                                                                       | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63422.00     | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                  | GATX Corp                                                                       | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    472000 | PA      | $488902.32    | 0.03%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                  | GATX Corp                                                                       | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    850000 | PA      | $860370.00    | 0.05%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| GATX CORP                                  | GATX Corp                                                                       | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    270000 | PA      | $276971.40    | 0.02%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                     | GE Capital Funding LLC                                                          | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    499000 | PA      | $504119.74    | 0.03%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              |  | US        |    250000 | PA      | $225952.50    | 0.01%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              |  | US        |   1000000 | PA      | $1084280.00   | 0.06%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                    | GLP Capital LP / GLP Financing II Inc                                           | CUSIP: 361841AW9<br>LEI: N/A                  | Long             | DBT              |  | US        |    100000 | PA      | $99443.00     | 0.01%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                          | GXO Logistics Inc                                                               | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    600000 | PA      | $540360.00    | 0.03%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| GXO LOGISTICS INC                          | GXO Logistics Inc                                                               | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263442.50    | 0.01%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GXO LOGISTICS INC                          | GXO Logistics Inc                                                               | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $270160.00    | 0.01%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| HALEON US CAPITAL LLC                      | Haleon US Capital LLC                                                           | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    545000 | PA      | $541048.75    | 0.03%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                      | Haleon US Capital LLC                                                           | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    743000 | PA      | $707090.81    | 0.04%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                     | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122227.20    | 0.01%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                     | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80228.80     | 0.00%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                     | GE HealthCare Technologies Inc                                                  | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109907.60    | 0.01%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                     | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317247.00    | 0.02%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                     | GE HealthCare Technologies Inc                                                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1410359.10   | 0.08%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                | Gartner Inc                                                                     | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250967.50    | 0.01%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                | Gartner Inc                                                                     | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250055.00    | 0.01%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                      | General Dynamics Corp                                                           | CUSIP: 369550BH0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91690.00     | 0.01%             | 2040-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                      | General Dynamics Corp                                                           | CUSIP: 369550BQ0<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    800000 | PA      | $603008.00    | 0.03%             | 2041-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co                                                             | CUSIP: 369604BZ5<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504165.00    | 0.03%             | 2030-07-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co                                                             | CUSIP: 369604CA9<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45673.65     | 0.00%             | 2036-01-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co                                                             | CUSIP: 36962G3P7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    441000 | PA      | $478661.40    | 0.03%             | 2038-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL ELECTRIC CO                        | General Electric Co                                                             | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113252.00    | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                          | General Mills Inc                                                               | CUSIP: 370334BP8<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $877726.50    | 0.05%             | 2043-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                          | General Mills Inc                                                               | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104129.55    | 0.01%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MILLS INC                          | General Mills Inc                                                               | CUSIP: 370334CW2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103715.00    | 0.01%             | 2028-10-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                          | General Motors Co                                                               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    503000 | PA      | $451975.68    | 0.03%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co                                                               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    613000 | PA      | $667017.56    | 0.04%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co                                                               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    711000 | PA      | $760784.22    | 0.04%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                          | General Motors Co                                                               | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    949000 | PA      | $921706.76    | 0.05%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS CO                          | General Motors Co                                                               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208120.00    | 0.01%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co                                                               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    972000 | PA      | $1012542.12   | 0.06%             | 2030-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                          | General Motors Co                                                               | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    481000 | PA      | $510076.45    | 0.03%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    631000 | PA      | $653551.94    | 0.04%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    650000 | PA      | $584174.50    | 0.03%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    297000 | PA      | $300171.96    | 0.02%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XEB8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258322.50    | 0.01%             | 2028-01-09      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    710000 | PA      | $766359.80    | 0.04%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310815.00    | 0.02%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1523000 | PA      | $1613694.65   | 0.09%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1017690.00   | 0.06%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1280337.20   | 0.07%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     70000 | PA      | $72897.30     | 0.00%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364465.50    | 0.02%             | 2032-04-04      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1246284.00   | 0.07%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co Inc                                                 | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    285000 | PA      | $285467.40    | 0.02%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| GEN LUX SARL/GEN USA INC                   | Genpact Luxembourg SARL/Genpact USA Inc                                         | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    106000 | PA      | $110551.64    | 0.01%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                           | Genuine Parts Co                                                                | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    230000 | PA      | $203478.70    | 0.01%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS CO                           | Genuine Parts Co                                                                | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20334.40     | 0.00%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GEORGE WASHINGTON UNIVER                   | George Washington University/The                                                | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    182000 | PA      | $155089.48    | 0.01%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGETOWN UNIVERSITY                      | Georgetown University/The                                                       | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |    153000 | PA      | $134386.02    | 0.01%             | 2118-10-01      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                        | Georgia-Pacific LLC                                                             | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |    500000 | PA      | $606375.00    | 0.03%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                           | Georgia Power Co                                                                | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    249000 | PA      | $217974.60    | 0.01%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                           | Georgia Power Co                                                                | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    125000 | PA      | $108202.50    | 0.01%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                           | Georgia Power Co                                                                | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $186890.00    | 0.01%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                           | Georgia Power Co                                                                | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558035.50    | 0.03%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                           | Georgia Power Co                                                                | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    255000 | PA      | $260230.05    | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| GEORGIA POWER CO                           | Georgia Power Co                                                                | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101328.00    | 0.01%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                           | Georgia Power Co                                                                | CUSIP: 373334KW0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   1272000 | PA      | $1313785.20   | 0.07%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                           | Georgia Power Co                                                                | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    175000 | PA      | $179550.00    | 0.01%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                           | Georgia Power Co                                                                | CUSIP: 373334LC3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    490000 | PA      | $491783.60    | 0.03%             | 2028-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                           | Georgia Power Co                                                                | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243647.50    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GERDAU TRADE INC                           | Gerdau Trade Inc                                                                | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |    275000 | PA      | $284363.75    | 0.02%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences Inc                                                             | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $276960.00    | 0.02%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences Inc                                                             | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    511000 | PA      | $463635.41    | 0.03%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences Inc                                                             | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $124485.00    | 0.01%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                        | Gilead Sciences Inc                                                             | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1996577.00   | 0.11%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences Inc                                                             | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198854.00    | 0.01%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences Inc                                                             | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    864000 | PA      | $888183.36    | 0.05%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                        | Gilead Sciences Inc                                                             | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197546.00    | 0.01%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| GILEAD SCIENCES INC                        | Gilead Sciences Inc                                                             | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198500.00    | 0.01%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| GLAXOSMITHKLINE CAP INC                    | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    900000 | PA      | $1009908.00   | 0.06%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GLAXOSMITHKLINE CAP INC                    | GlaxoSmithKline Capital Inc                                                     | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    978000 | PA      | $978860.64    | 0.05%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments Inc                                                             | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    510000 | PA      | $457016.10    | 0.03%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments Inc                                                             | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    139000 | PA      | $142241.48    | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments Inc                                                             | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1291348.70   | 0.07%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                        | Global Payments Inc                                                             | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191328.00    | 0.01%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| GLOBAL PAYMENTS INC                        | Global Payments Inc                                                             | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115234.60    | 0.01%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments Inc                                                             | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500465.00    | 0.03%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments Inc                                                             | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124976.25    | 0.01%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments Inc                                                             | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497290.00    | 0.03%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                             | Globe Life Inc                                                                  | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271389.00    | 0.02%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GLOBE LIFE INC                             | Globe Life Inc                                                                  | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     82000 | PA      | $86153.30     | 0.00%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    795000 | PA      | $843502.95    | 0.05%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    424000 | PA      | $472297.84    | 0.03%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    653000 | PA      | $682149.92    | 0.04%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1058272.05   | 0.06%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1118038.81   | 0.06%             | 2045-11-19      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    392000 | PA      | $404838.00    | 0.02%             | 2031-01-28      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     13000 | PA      | $13500.76     | 0.00%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2147666.00   | 0.12%             | 2056-01-28      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303423.00    | 0.02%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    625000 | PA      | $624812.50    | 0.03%             | 2029-10-21      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498960.00    | 0.03%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    315000 | PA      | $312763.50    | 0.02%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    349000 | PA      | $382353.93    | 0.02%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     72000 | PA      | $71946.72     | 0.00%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1031000 | PA      | $1025752.21   | 0.06%             | 2028-06-05      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5460000 | PA      | $5427403.80   | 0.30%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1613000 | PA      | $1615984.05   | 0.09%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1661850.00   | 0.09%             | 2039-04-23      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $985713.30    | 0.05%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    833000 | PA      | $759612.70    | 0.04%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $893218.12    | 0.05%             | 2042-04-22      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    719000 | PA      | $644080.20    | 0.04%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1151000 | PA      | $1038673.91   | 0.06%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    255000 | PA      | $251032.20    | 0.01%             | 2028-02-24      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2128000 | PA      | $1958930.40   | 0.11%             | 2033-02-24      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1558000 | PA      | $1549025.92   | 0.09%             | 2028-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    550000 | PA      | $553707.00    | 0.03%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS CAPITAL I                    | Goldman Sachs Capital I                                                         | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |    500000 | PA      | $532195.00    | 0.03%             | 2034-02-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                      | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAE7<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153241.50    | 0.01%             | 2027-03-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                      | Goldman Sachs BDC Inc                                                           | CUSIP: 38147UAF4<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |    282000 | PA      | $283266.18    | 0.02%             | 2030-09-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      1000 | PA      | $936.34       | 0.00%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                    | Goldman Sachs Group Inc/The                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    959000 | PA      | $862323.21    | 0.05%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                   | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81461.60     | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                   | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    395000 | PA      | $402726.20    | 0.02%             | 2030-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| GOLDMAN SACHS PRIVATE CR                   | Goldman Sachs Private Credit Corp                                               | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125437.50    | 0.01%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                          | Golub Capital BDC Inc                                                           | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194054.00    | 0.01%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                          | Golub Capital BDC Inc                                                           | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     75000 | PA      | $79157.25     | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                          | Golub Capital BDC Inc                                                           | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    439000 | PA      | $449004.81    | 0.02%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| GOLUB CAPITAL CAP FND                      | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202736.00    | 0.01%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                      | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50785.50     | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| GOLUB CAPITAL CAP FND                      | Golub Capital Private Credit Fund                                               | CUSIP: 38179RAE5<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |    700000 | PA      | $704522.00    | 0.04%             | 2028-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                            | WW Grainger Inc                                                                 | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158206.00    | 0.01%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WW GRAINGER INC                            | WW Grainger Inc                                                                 | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |   1153000 | PA      | $971229.55    | 0.05%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GRUPO TELEVISA SAB                         | Grupo Televisa SAB                                                              | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $319554.00    | 0.02%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                           | HF Sinclair Corp                                                                | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    494000 | PA      | $510445.26    | 0.03%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                           | HF Sinclair Corp                                                                | CUSIP: 403949AS9<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1043940.00   | 0.06%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| HF SINCLAIR CORP                           | HF Sinclair Corp                                                                | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    195000 | PA      | $197691.00    | 0.01%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                     | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205454.00    | 0.01%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| HA SUSTAINABLE INF CAP                     | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183155.00    | 0.01%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200428.00    | 0.01%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    556000 | PA      | $579240.80    | 0.03%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    800000 | PA      | $724176.00    | 0.04%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336661.50    | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    230000 | PA      | $156229.80    | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $268782.00    | 0.01%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    341000 | PA      | $337470.65    | 0.02%             | 2027-03-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    732000 | PA      | $691454.52    | 0.04%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $142782.50    | 0.01%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    850000 | PA      | $884331.50    | 0.05%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489990.00    | 0.03%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    630000 | PA      | $537887.70    | 0.03%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    942000 | PA      | $982948.74    | 0.05%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263754.50    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    363000 | PA      | $360411.81    | 0.02%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    236000 | PA      | $243658.20    | 0.01%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208460.00    | 0.01%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157437.00    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127595.00    | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119DD8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104596.80    | 0.01%             | 2030-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124063.75    | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    210000 | PA      | $207242.70    | 0.01%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $147992.45    | 0.01%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1581000 | PA      | $1629742.23   | 0.09%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    191000 | PA      | $196603.94    | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                    | HCA Inc                                                                         | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346234.00    | 0.02%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| HEALTHPEAK OP LLC                          | Healthpeak OP LLC                                                               | CUSIP: 40414LAE9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    516000 | PA      | $567037.56    | 0.03%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $998660.00    | 0.06%             | 2028-03-13      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1110000 | PA      | $1120045.50   | 0.06%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    651000 | PA      | $643018.74    | 0.04%             | 2030-05-22      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2100000 | PA      | $1962765.00   | 0.11%             | 2031-06-04      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    731000 | PA      | $664932.22    | 0.04%             | 2031-08-18      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    839000 | PA      | $766745.32    | 0.04%             | 2032-05-24      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1300000 | PA      | $1179841.00   | 0.07%             | 2032-11-22      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $398440.00    | 0.02%             | 2033-03-29      | Fixed         | 4.76%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1200000 | PA      | $1210092.00   | 0.07%             | 2028-06-09      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    920000 | PA      | $935364.00    | 0.05%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    167000 | PA      | $173015.34    | 0.01%             | 2033-08-11      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    850000 | PA      | $898552.00    | 0.05%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $586335.00    | 0.03%             | 2033-11-03      | Fixed         | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    476000 | PA      | $495492.20    | 0.03%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $217502.00    | 0.01%             | 2034-03-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1049000 | PA      | $1149210.97   | 0.06%             | 2044-03-09      | Fixed         | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1141410.00   | 0.06%             | 2034-11-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    324000 | PA      | $341703.36    | 0.02%             | 2035-03-04      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    918000 | PA      | $935497.08    | 0.05%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1069000 | PA      | $1126768.76   | 0.06%             | 2032-05-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1670704.00   | 0.09%             | 2035-11-18      | Fixed         | 5.87%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407424.00    | 0.02%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $412840.00    | 0.02%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    155000 | PA      | $159688.75    | 0.01%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280FB0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205732.00    | 0.01%             | 2036-09-10      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    435000 | PA      | $436135.35    | 0.02%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                          | HSBC Holdings PLC                                                               | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $375780.00    | 0.02%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC BANK USA NA                           | HSBC Bank USA NA                                                                | CUSIP: 4042Q1AB3<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |    730000 | PA      | $760462.90    | 0.04%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HP INC                                     | HP Inc                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2063820.00   | 0.11%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HPS CORPORATE LENDING FU                   | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    153000 | PA      | $159765.66    | 0.01%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                   | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303459.00    | 0.02%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                   | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203062.00    | 0.01%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| HPS CORPORATE LENDING FU                   | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65401.05     | 0.00%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                   | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    460000 | PA      | $465855.80    | 0.03%             | 2030-06-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                   | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAQ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248532.50    | 0.01%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| HPS CORPORATE LENDING FU                   | HPS Corporate Lending Fund                                                      | CUSIP: 40440VAS4<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249290.00    | 0.01%             | 2030-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                   | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    125000 | PA      | $105137.50    | 0.01%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HACKENSACK MERIDIAN HLTH                   | Hackensack Meridian Health Inc                                                  | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |    110000 | PA      | $70259.20     | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co                                                                  | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    391000 | PA      | $345053.59    | 0.02%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co                                                                  | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222198.75    | 0.01%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HALLIBURTON CO                             | Halliburton Co                                                                  | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |   1570000 | PA      | $1403909.70   | 0.08%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| HA SUSTAINABLE INF CAP                     | HA Sustainable Infrastructure Capital Inc                                       | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    170000 | PA      | $173326.90    | 0.01%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HANOVER INSURANCE GROUP                    | Hanover Insurance Group Inc/The                                                 | CUSIP: 410867AH8<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45677.25     | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HARLEY-DAVIDSON INC                        | Harley-Davidson Inc                                                             | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80579.00     | 0.00%             | 2045-07-28      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                          | L3Harris Technologies Inc                                                       | CUSIP: 413875AN5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    399000 | PA      | $434395.29    | 0.02%             | 2040-12-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                          | L3Harris Technologies Inc                                                       | CUSIP: 413875AW5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151159.50    | 0.01%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The           | Hartford Insurance Group Inc/The                                                | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    516000 | PA      | $551645.28    | 0.03%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group Inc/The           | Hartford Insurance Group Inc/The                                                | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    209000 | PA      | $179520.55    | 0.01%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HARTFORD HEALTHCARE CORP                   | Hartford HealthCare Corp                                                        | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |    162000 | PA      | $115194.96    | 0.01%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                 | Hasbro Inc                                                                      | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    281000 | PA      | $295083.72    | 0.02%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                 | Hasbro Inc                                                                      | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    514000 | PA      | $505313.40    | 0.03%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HASBRO INC                                 | Hasbro Inc                                                                      | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $212276.00    | 0.01%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: —       |
| WELLTOWER OP LLC                           | Welltower OP LLC                                                                | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    592000 | PA      | $660583.20    | 0.04%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                          | Healthpeak OP LLC                                                               | CUSIP: 42250GAB9<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |   1000000 | PA      | $994020.00    | 0.06%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HEALTHPEAK OP LLC                          | Healthpeak OP LLC                                                               | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |     40000 | PA      | $37922.00     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEICO CORP                                 | HEICO Corp                                                                      | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    600000 | PA      | $621756.00    | 0.03%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co                                                            | CUSIP: 42307TAG3<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    887000 | PA      | $978822.24    | 0.05%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                      | Helmerich & Payne Inc                                                           | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $946293.80    | 0.05%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| HELMERICH & PAYNE INC                      | Helmerich & Payne Inc                                                           | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    166000 | PA      | $167299.78    | 0.01%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| HELMERICH & PAYNE INC                      | Helmerich & Payne Inc                                                           | CUSIP: 423452AM3<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |    324000 | PA      | $325276.56    | 0.02%             | 2029-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| HERCULES CAPITAL INC                       | Hercules Capital Inc                                                            | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202692.00    | 0.01%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                            | Hershey Co/The                                                                  | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    309000 | PA      | $310223.64    | 0.02%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| HERSHEY COMPANY                            | Hershey Co/The                                                                  | CUSIP: 427866BM9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |    540000 | PA      | $559585.80    | 0.03%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                  | Hess Corp                                                                       | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    486000 | PA      | $498295.80    | 0.03%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| HP INC                                     | HP Inc                                                                          | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    731000 | PA      | $739377.26    | 0.04%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    473000 | PA      | $485747.35    | 0.03%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     74000 | PA      | $74387.02     | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251470.00    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    741000 | PA      | $747943.17    | 0.04%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    729000 | PA      | $723488.76    | 0.04%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    800000 | PA      | $742024.00    | 0.04%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CBZ1<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80050.40     | 0.00%             | 2028-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348778.50    | 0.02%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co                                                   | CUSIP: 42824CCB3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90027.90     | 0.00%             | 2027-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                | Hexcel Corp                                                                     | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99626.00     | 0.01%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HEXCEL CORP                                | Hexcel Corp                                                                     | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    330000 | PA      | $345612.30    | 0.02%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                                             | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    250000 | PA      | $232600.00    | 0.01%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                                             | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    100000 | PA      | $89652.00     | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                                             | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |    200000 | PA      | $228278.00    | 0.01%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| HIGHWOODS REALTY LP                        | Highwoods Realty LP                                                             | CUSIP: 431282AV4<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              |  | US        |     70000 | PA      | $70029.40     | 0.00%             | 2033-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                      | Amrize Finance US LLC                                                           | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151725.00    | 0.01%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                      | Amrize Finance US LLC                                                           | CUSIP: 43475RAR7<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    275000 | PA      | $281157.25    | 0.02%             | 2030-04-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMRIZE FINANCE US LLC                      | Amrize Finance US LLC                                                           | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103130.00    | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $347824.00    | 0.02%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1440138.00   | 0.08%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1382000 | PA      | $1100168.74   | 0.06%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $936608.52    | 0.05%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164536.20    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196914.00    | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     85000 | PA      | $80408.30     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    272000 | PA      | $192138.08    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    225000 | PA      | $195423.75    | 0.01%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    120000 | PA      | $68845.20     | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    496000 | PA      | $466969.12    | 0.03%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    525000 | PA      | $383622.75    | 0.02%             | 2052-04-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    800000 | PA      | $732808.00    | 0.04%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    332000 | PA      | $340495.88    | 0.02%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47862.50     | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076DG4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    290000 | PA      | $277422.70    | 0.02%             | 2064-06-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076DH2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355074.55    | 0.02%             | 2028-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076DJ8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328950.60    | 0.02%             | 2030-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| HOME DEPOT INC                             | Home Depot Inc/The                                                              | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    835000 | PA      | $827485.00    | 0.05%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                         | Honda Motor Co Ltd                                                              | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    173000 | PA      | $174510.29    | 0.01%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                         | Honda Motor Co Ltd                                                              | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    352000 | PA      | $356114.88    | 0.02%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                         | Honda Motor Co Ltd                                                              | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1021360.00   | 0.06%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International Inc                                                     | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52995.00     | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International Inc                                                     | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    700000 | PA      | $547470.00    | 0.03%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International Inc                                                     | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    495000 | PA      | $451722.15    | 0.03%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International Inc                                                     | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96949.00     | 0.01%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International Inc                                                     | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    600000 | PA      | $524052.00    | 0.03%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International Inc                                                     | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    460000 | PA      | $473229.60    | 0.03%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| HONEYWELL INTERNATIONAL                    | Honeywell International Inc                                                     | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    450000 | PA      | $427432.50    | 0.02%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International Inc                                                     | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151894.50    | 0.01%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International Inc                                                     | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3065.37      | 0.00%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL                    | Honeywell International Inc                                                     | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    231000 | PA      | $235520.67    | 0.01%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HORACE MANN EDUCATORS CO                   | Horace Mann Educators Corp                                                      | CUSIP: 440327AM6<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124003.75    | 0.01%             | 2030-10-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                          | Hormel Foods Corp                                                               | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    210000 | PA      | $212261.70    | 0.01%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    356000 | PA      | $367840.56    | 0.02%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    465000 | PA      | $470468.40    | 0.03%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |    250000 | PA      | $261022.50    | 0.01%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| HOST HOTELS & RESORTS LP                   | Host Hotels & Resorts LP                                                        | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     60000 | PA      | $60045.60     | 0.00%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HOWMET AEROSPACE INC                       | Howmet Aerospace Inc                                                            | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    235000 | PA      | $236071.60    | 0.01%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                | Hubbell Inc                                                                     | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    723000 | PA      | $713123.82    | 0.04%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HUBBELL INC                                | Hubbell Inc                                                                     | CUSIP: 443510AL6<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54667.25     | 0.00%             | 2035-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                 | Humana Inc                                                                      | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    942000 | PA      | $799352.94    | 0.04%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                 | Humana Inc                                                                      | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    185000 | PA      | $179566.55    | 0.01%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                 | Humana Inc                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420256.00    | 0.02%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| HUMANA INC                                 | Humana Inc                                                                      | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    300000 | PA      | $314943.00    | 0.02%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                 | Humana Inc                                                                      | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    600000 | PA      | $565530.00    | 0.03%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                      | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    516000 | PA      | $447464.88    | 0.02%             | 2036-08-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                      | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303246.00    | 0.02%             | 2033-05-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                      | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    420000 | PA      | $439105.80    | 0.02%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: —       |
| HUNTINGTON BANCSHARES                      | Huntington Bancshares Inc/OH                                                    | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    975000 | PA      | $1016671.50   | 0.06%             | 2039-11-18      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                   | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    907000 | PA      | $898374.43    | 0.05%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                   | Huntington Ingalls Industries Inc                                               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94721.00     | 0.01%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS                   | Huntington Ingalls Industries Inc                                               | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    153000 | PA      | $161779.14    | 0.01%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp                                                               | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81240.80     | 0.00%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp                                                               | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411824.00    | 0.02%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp                                                               | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    400000 | PA      | $419320.00    | 0.02%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                          | Hyatt Hotels Corp                                                               | CUSIP: 448579AW2<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    210000 | PA      | $210730.80    | 0.01%             | 2035-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                       | IBM International Capital Pte Ltd                                               | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    157000 | PA      | $159948.46    | 0.01%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                       | IBM International Capital Pte Ltd                                               | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $201816.00    | 0.01%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                       | IBM International Capital Pte Ltd                                               | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    500000 | PA      | $465690.00    | 0.03%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| ICON INVESTMENTS SIX DAC                   | Icon Investments Six DAC                                                        | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1057930.00   | 0.06%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                    | Illinois Tool Works Inc                                                         | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169146.00    | 0.01%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                               | Illumina Inc                                                                    | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    330000 | PA      | $299178.00    | 0.02%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                               | Illumina Inc                                                                    | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216197.10    | 0.01%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ILLUMINA INC                               | Illumina Inc                                                                    | CUSIP: 452327AR0<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353479.00    | 0.02%             | 2030-12-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                     | Indiana Michigan Power Co                                                       | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |   1642000 | PA      | $1425830.70   | 0.08%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                     | Indiana Michigan Power Co                                                       | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    689000 | PA      | $520401.70    | 0.03%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                     | Indiana Michigan Power Co                                                       | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20234.25     | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INDIANA MICHIGAN POWER                     | Indiana Michigan Power Co                                                       | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    136000 | PA      | $90498.48     | 0.01%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| INDIANA UNIV HEALTH INC                    | Indiana University Health Inc Obligated Group                                   | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $79909.00     | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                                                    | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $300030.00    | 0.02%             | 2028-03-28      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                                                    | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    516000 | PA      | $506650.08    | 0.03%             | 2033-03-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                                                    | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    751000 | PA      | $811613.21    | 0.04%             | 2034-09-11      | Fixed         | 6.11%                 | No            |                  2 | On Loan: —       |
| ING GROEP NV                               | ING Groep NV                                                                    | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    550000 | PA      | $567490.00    | 0.03%             | 2030-03-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                                                    | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1040390.00   | 0.06%             | 2035-03-19      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                               | ING Groep NV                                                                    | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $202926.00    | 0.01%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                   | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104095.00    | 0.01%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES HOLDC                   | Trane Technologies Holdco Inc                                                   | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83737.00     | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                         | Ingersoll Rand Inc                                                              | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    355000 | PA      | $376108.30    | 0.02%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                         | Ingersoll Rand Inc                                                              | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304884.00    | 0.02%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INGERSOLL RAND INC                         | Ingersoll Rand Inc                                                              | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120489.60    | 0.01%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                 | Intel Corp                                                                      | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1081000 | PA      | $959733.42    | 0.05%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                 | Intel Corp                                                                      | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1049000 | PA      | $904835.93    | 0.05%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                 | Intel Corp                                                                      | CUSIP: 458140AY6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151052.00    | 0.01%             | 2047-05-11      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                 | Intel Corp                                                                      | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    961000 | PA      | $896785.98    | 0.05%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                 | Intel Corp                                                                      | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2105000 | PA      | $1720079.70   | 0.10%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                 | Intel Corp                                                                      | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    333000 | PA      | $331534.80    | 0.02%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                 | Intel Corp                                                                      | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    288000 | PA      | $238239.36    | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                 | Intel Corp                                                                      | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203272.50    | 0.01%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                 | Intel Corp                                                                      | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2020000 | PA      | $2049128.40   | 0.11%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                 | Intel Corp                                                                      | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    650000 | PA      | $662545.00    | 0.04%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| INTEL CORP                                 | Intel Corp                                                                      | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    340000 | PA      | $326818.20    | 0.02%             | 2043-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                 | Intel Corp                                                                      | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    989000 | PA      | $927236.95    | 0.05%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                 | Intel Corp                                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    600000 | PA      | $554502.00    | 0.03%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTEGRIS BAPTIST MEDICAL                   | Integris Baptist Medical Center Inc                                             | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |    588000 | PA      | $425553.24    | 0.02%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange Inc                                                   | CUSIP: 45865VAA8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    385000 | PA      | $385920.15    | 0.02%             | 2028-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange Inc                                                   | CUSIP: 45865VAC4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000790.00   | 0.06%             | 2031-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $734760.00    | 0.04%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    960000 | PA      | $879600.00    | 0.05%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                   | Intercontinental Exchange Inc                                                   | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    270000 | PA      | $268104.60    | 0.01%             | 2028-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200AP6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    471000 | PA      | $559656.33    | 0.03%             | 2096-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    840000 | PA      | $871147.20    | 0.05%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200BB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    486000 | PA      | $524092.68    | 0.03%             | 2032-11-29      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132810.00    | 0.01%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    237000 | PA      | $235509.27    | 0.01%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    564000 | PA      | $552787.68    | 0.03%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    700000 | PA      | $565215.00    | 0.03%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    827000 | PA      | $803819.19    | 0.04%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    620000 | PA      | $565105.20    | 0.03%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $150840.00    | 0.01%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $31953.50     | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    655000 | PA      | $643111.75    | 0.04%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200KN0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    800000 | PA      | $724808.00    | 0.04%             | 2032-02-09      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200KP5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     50000 | PA      | $34282.50     | 0.00%             | 2052-02-09      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175950.00    | 0.01%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101513.00    | 0.01%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    340000 | PA      | $345008.20    | 0.02%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102299.00    | 0.01%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153955.50    | 0.01%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                   | International Business Machines Corp                                            | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295764.00    | 0.02%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| INTERNATIONAL PAPER CO                     | International Paper Co                                                          | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    305000 | PA      | $356020.40    | 0.02%             | 2039-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                     | International Paper Co                                                          | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    385000 | PA      | $339431.40    | 0.02%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL PAPER CO                     | International Paper Co                                                          | CUSIP: 460146CN1<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    135000 | PA      | $123971.85    | 0.01%             | 2046-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                   | Interstate Power and Light Co                                                   | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    256000 | PA      | $191293.44    | 0.01%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                   | Interstate Power and Light Co                                                   | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     42000 | PA      | $44123.52     | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                   | Interstate Power and Light Co                                                   | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     50000 | PA      | $52042.00     | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                   | Interstate Power and Light Co                                                   | CUSIP: 461070AY0<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    415000 | PA      | $403052.15    | 0.02%             | 2055-10-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                 | Intuit Inc                                                                      | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    297000 | PA      | $267103.98    | 0.01%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| INTUIT INC                                 | Intuit Inc                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $417912.00    | 0.02%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| INTUIT INC                                 | Intuit Inc                                                                      | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196944.00    | 0.01%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| INVESCO FINANCE PLC                        | Invesco Finance PLC                                                             | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $192112.00    | 0.01%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| INVITATION HOMES OP                        | Invitation Homes Operating Partnership LP                                       | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              |  | US        |    200000 | PA      | $194254.00    | 0.01%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| IPALCO ENTERPRISES INC                     | IPALCO Enterprises Inc                                                          | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    280000 | PA      | $274215.20    | 0.02%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                  | IQVIA Inc                                                                       | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1003000 | PA      | $1034133.12   | 0.06%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                          | ITC Holdings Corp                                                               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96529.00     | 0.01%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    550000 | PA      | $565119.50    | 0.03%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $208680.00    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $748230.00    | 0.04%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                  | Jabil Inc                                                                       | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232907.50    | 0.01%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3757000 | PA      | $3736035.94   | 0.21%             | 2028-05-01      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1032389.50   | 0.06%             | 2038-07-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1256000 | PA      | $1243804.24   | 0.07%             | 2029-01-23      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    638000 | PA      | $637387.52    | 0.04%             | 2029-04-23      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    499000 | PA      | $491500.03    | 0.03%             | 2030-05-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142297.50    | 0.01%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    587000 | PA      | $546720.06    | 0.03%             | 2031-04-22      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $353452.50    | 0.02%             | 2041-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $509872.50    | 0.03%             | 2051-04-22      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    570000 | PA      | $538097.10    | 0.03%             | 2031-05-13      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $390020.00    | 0.02%             | 2028-06-01      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177610.00    | 0.01%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $535026.00    | 0.03%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    455000 | PA      | $415933.70    | 0.02%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1802000 | PA      | $1720045.04   | 0.10%             | 2029-06-01      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    656000 | PA      | $591797.28    | 0.03%             | 2032-11-08      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    815000 | PA      | $747485.40    | 0.04%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1877238.00   | 0.10%             | 2028-02-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2509800.00   | 0.14%             | 2028-04-26      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDC7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1357000 | PA      | $1363730.72   | 0.08%             | 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        |    514000 | PA      | $520538.08    | 0.03%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    309000 | PA      | $314911.17    | 0.02%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1233000 | PA      | $1306684.08   | 0.07%             | 2033-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1654000 | PA      | $1719928.44   | 0.10%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1363000 | PA      | $1402963.16   | 0.08%             | 2029-07-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    783000 | PA      | $824749.56    | 0.05%             | 2029-10-23      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $548690.00    | 0.03%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    650000 | PA      | $656675.50    | 0.04%             | 2028-01-23      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1296225.00   | 0.07%             | 2035-01-23      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1168000 | PA      | $1243557.92   | 0.07%             | 2035-04-22      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $722624.00    | 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        |   2445000 | PA      | $2480476.95   | 0.14%             | 2028-07-22      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    429000 | PA      | $434937.36    | 0.02%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1009560.00   | 0.06%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152101.50    | 0.01%             | 2045-11-29      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    789000 | PA      | $803501.82    | 0.04%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258417.50    | 0.01%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1590056.80   | 0.09%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1287300.00   | 0.07%             | 2036-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2460000 | PA      | $2549396.40   | 0.14%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PFD3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    415000 | PA      | $413618.05    | 0.02%             | 2031-10-22      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                        | JPMorgan Chase & Co                                                             | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    559000 | PA      | $555411.22    | 0.03%             | 2036-10-22      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                  | Jabil Inc                                                                       | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257972.50    | 0.01%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                      | Jackson Financial Inc                                                           | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    502000 | PA      | $350687.16    | 0.02%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JACKSON FINANCIAL INC                      | Jackson Financial Inc                                                           | CUSIP: 46817MAR8<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202518.00    | 0.01%             | 2027-06-08      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                   | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    215000 | PA      | $226567.00    | 0.01%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JACOBS ENGINEERING GROUP                   | Jacobs Engineering Group Inc                                                    | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73693.20     | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| JANUS HEND US HLDGS INC                    | Janus Henderson US Holdings Inc                                                 | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |     61000 | PA      | $62012.60     | 0.00%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                      | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $105099.00    | 0.01%             | 2035-04-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| JBS USA SARL/FOOD/GRP                      | JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                        | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $376808.00    | 0.02%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                   | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    433000 | PA      | $439421.39    | 0.02%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                   | JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co   | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99369.00     | 0.01%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    864000 | PA      | $952896.96    | 0.05%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                   | JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                      | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    600000 | PA      | $669108.00    | 0.04%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group Inc                                                   | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211972.00    | 0.01%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group Inc                                                   | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109323.90    | 0.01%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group Inc                                                   | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group Inc                                                   | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103969.00    | 0.01%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                    | Jefferies Financial Group Inc                                                   | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1372514.00   | 0.08%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| JERSEY CENTRAL PWR & LT                    | Jersey Central Power & Light Co                                                 | CUSIP: 476556DG7<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697592.00    | 0.04%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JERSEY CENTRAL PWR & LT                    | Jersey Central Power & Light Co                                                 | CUSIP: 476556DJ1<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274719.50    | 0.02%             | 2029-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP                       | JetBlue 2020-1 Class A Pass Through Trust                                       | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    469625 | PA      | $444669.08    | 0.02%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS HEALTH SYS                   | Johns Hopkins Health System Corp/The                                            | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $79758.00     | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| JOHNS HOPKINS UNIVERSITY                   | Johns Hopkins University                                                        | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406536.00    | 0.02%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                               | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1268000 | PA      | $1404741.12   | 0.08%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                               | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1068000 | PA      | $1125586.56   | 0.06%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                               | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162194.00    | 0.01%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                               | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    215000 | PA      | $195488.75    | 0.01%             | 2037-03-03      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                               | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    570000 | PA      | $459933.00    | 0.03%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                               | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98675.00     | 0.01%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                               | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    960000 | PA      | $844348.80    | 0.05%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                               | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    550000 | PA      | $389152.50    | 0.02%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                               | CUSIP: 478160CV4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    493000 | PA      | $514539.17    | 0.03%             | 2031-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                               | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300507.00    | 0.02%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                               | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101889.00    | 0.01%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                               | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     26000 | PA      | $26791.70     | 0.00%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| JOHNSON & JOHNSON                          | Johnson & Johnson                                                               | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1038160.00   | 0.06%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                   | Johnson Controls International plc                                              | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |   1173000 | PA      | $1012357.65   | 0.06%             | 2064-07-02      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTL PL                   | Johnson Controls International plc                                              | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |    100000 | PA      | $86027.00     | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JOHNSONVILLE AERO COMBST                   | Johnsonville Aeroderivative Combustion Turbine Generation LLC                   | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1133790 | PA      | $1087202.38   | 0.06%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| JONES LANG LASALLE INC                     | Jones Lang LaSalle Inc                                                          | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    458000 | PA      | $489867.64    | 0.03%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks Inc                                                            | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     23000 | PA      | $23076.82     | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                   | KLA Corp                                                                        | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |   1314000 | PA      | $1334051.64   | 0.07%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| KLA CORP                                   | KLA Corp                                                                        | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    500000 | PA      | $454270.00    | 0.03%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| KLA CORP                                   | KLA Corp                                                                        | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    304000 | PA      | $283203.36    | 0.02%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| KKR & CO INC                               | KKR & Co Inc                                                                    | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250077.50    | 0.01%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| KAISER FOUNDATION HOSPIT                   | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283290.00    | 0.02%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                   | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    550000 | PA      | $383949.50    | 0.02%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| KAISER FOUNDATION HOSPIT                   | Kaiser Foundation Hospitals                                                     | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    249000 | PA      | $162664.23    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                  | Kellanova                                                                       | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114378.00    | 0.01%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| KELLANOVA                                  | Kellanova                                                                       | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200630.00    | 0.01%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                                | Kemper Corp                                                                     | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     57000 | PA      | $52714.74     | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| KENNAMETAL INC                             | Kennametal Inc                                                                  | CUSIP: 489170AF7<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |     75000 | PA      | $68589.75     | 0.00%             | 2031-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                      | Kentucky Utilities Co                                                           | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169262.00    | 0.01%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KENTUCKY UTILITIES CO                      | Kentucky Utilities Co                                                           | CUSIP: 491674BP1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65638.30     | 0.00%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                 | Kenvue Inc                                                                      | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    422000 | PA      | $431174.28    | 0.02%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                 | Kenvue Inc                                                                      | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204104.00    | 0.01%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                 | Kenvue Inc                                                                      | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    450000 | PA      | $410602.50    | 0.02%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                 | Kenvue Inc                                                                      | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    149000 | PA      | $135333.72    | 0.01%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KENVUE INC                                 | Kenvue Inc                                                                      | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    850000 | PA      | $868598.00    | 0.05%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAF7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1794000 | PA      | $1807975.26   | 0.10%             | 2028-05-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    581000 | PA      | $551874.47    | 0.03%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    365000 | PA      | $351130.00    | 0.02%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAT7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    453000 | PA      | $462780.27    | 0.03%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    477000 | PA      | $490141.35    | 0.03%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150420.00    | 0.01%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160872.00    | 0.01%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                       | Keurig Dr Pepper Inc                                                            | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     92000 | PA      | $92286.12     | 0.01%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                                         | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59962.80     | 0.00%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                    | KeyCorp                                                                         | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    478000 | PA      | $519160.58    | 0.03%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    485000 | PA      | $489719.05    | 0.03%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                | KeyBank NA/Cleveland OH                                                         | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1365250.32   | 0.08%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                      | Keysight Technologies Inc                                                       | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    265000 | PA      | $266322.35    | 0.01%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                      | Keysight Technologies Inc                                                       | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     57000 | PA      | $54608.85     | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                      | Keysight Technologies Inc                                                       | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78214.50     | 0.00%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| KILROY REALTY LP                           | Kilroy Realty LP                                                                | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    238000 | PA      | $233249.52    | 0.01%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                           | Kilroy Realty LP                                                                | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    355000 | PA      | $329837.60    | 0.02%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                           | Kilroy Realty LP                                                                | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    100000 | PA      | $83467.00     | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                           | Kilroy Realty LP                                                                | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    280000 | PA      | $289774.80    | 0.02%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| KILROY REALTY LP                           | Kilroy Realty LP                                                                | CUSIP: 49427RAT9<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              |  | US        |    445000 | PA      | $447162.70    | 0.02%             | 2035-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                        | Kimberly-Clark Corp                                                             | CUSIP: 494368BV4<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    145000 | PA      | $103777.95    | 0.01%             | 2046-07-30      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                        | Kimberly-Clark Corp                                                             | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    293000 | PA      | $293650.46    | 0.02%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KIMBERLY-CLARK CORP                        | Kimberly-Clark Corp                                                             | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385132.00    | 0.02%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                        | Kimco Realty OP LLC                                                             | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    307000 | PA      | $252743.89    | 0.01%             | 2046-12-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| KIMCO REALTY OP LLC                        | Kimco Realty OP LLC                                                             | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    215000 | PA      | $183625.05    | 0.01%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                        | Kimco Realty OP LLC                                                             | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    100000 | PA      | $99895.00     | 0.01%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                        | Kimco Realty OP LLC                                                             | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    250000 | PA      | $275872.50    | 0.02%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                        | Kimco Realty OP LLC                                                             | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    132000 | PA      | $131421.84    | 0.01%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                        | Kimco Realty OP LLC                                                             | CUSIP: 49447BAC7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              |  | US        |    250000 | PA      | $255925.00    | 0.01%             | 2036-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    572000 | PA      | $658091.72    | 0.04%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107858.00    | 0.01%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    293000 | PA      | $317720.41    | 0.02%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320640.00    | 0.02%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141937.50    | 0.01%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan Inc                                                               | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413100.00    | 0.02%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan Inc                                                               | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102028.00    | 0.01%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan Inc                                                               | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    800000 | PA      | $773336.00    | 0.04%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan Inc                                                               | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179846.00    | 0.01%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan Inc                                                               | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      6000 | PA      | $4192.08      | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan Inc                                                               | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    800000 | PA      | $802432.00    | 0.04%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan Inc                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205810.00    | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan Inc                                                               | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144485.25    | 0.01%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                          | Kinder Morgan Inc                                                               | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    260000 | PA      | $275204.80    | 0.02%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| KIRBY CORPORATION                          | Kirby Corp                                                                      | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99969.00     | 0.01%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| KITE REALTY GROUP LP                       | Kite Realty Group LP                                                            | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              |  | US        |    105000 | PA      | $107381.40    | 0.01%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    282000 | PA      | $258729.36    | 0.01%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    365000 | PA      | $393261.95    | 0.02%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co                                                            | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    896000 | PA      | $1001638.40   | 0.06%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    198000 | PA      | $163710.36    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co                                                            | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    300000 | PA      | $275076.00    | 0.02%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                       | Kraft Heinz Foods Co                                                            | CUSIP: 50077LBF2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    465000 | PA      | $459833.85    | 0.03%             | 2031-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                  | Kroger Co/The                                                                   | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    465000 | PA      | $534006.00    | 0.03%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                  | Kroger Co/The                                                                   | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    675000 | PA      | $629187.75    | 0.03%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                  | Kroger Co/The                                                                   | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    128000 | PA      | $120299.52    | 0.01%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                  | Kroger Co/The                                                                   | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    255000 | PA      | $214804.35    | 0.01%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                  | Kroger Co/The                                                                   | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    242000 | PA      | $231126.94    | 0.01%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                  | Kroger Co/The                                                                   | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     90000 | PA      | $79275.60     | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                  | Kroger Co/The                                                                   | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150883.50    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                  | Kroger Co/The                                                                   | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    510000 | PA      | $486132.00    | 0.03%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    250000 | PA      | $228232.50    | 0.01%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158536.00    | 0.01%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                       | Kyndryl Holdings Inc                                                            | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |    205000 | PA      | $217320.50    | 0.01%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| LKQ CORP                                   | LKQ Corp                                                                        | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $246192.00    | 0.01%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| LPL HOLDINGS INC                           | LPL Holdings Inc                                                                | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    335000 | PA      | $357609.15    | 0.02%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                           | LPL Holdings Inc                                                                | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    350000 | PA      | $368133.50    | 0.02%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    420000 | PA      | $398924.40    | 0.02%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402940.00    | 0.02%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    434000 | PA      | $452110.82    | 0.03%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    185000 | PA      | $183717.95    | 0.01%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| L3HARRIS TECH INC                          | L3Harris Technologies Inc                                                       | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     86000 | PA      | $88337.48     | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LYB INTL FINANCE BV                        | LYB International Finance BV                                                    | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |    424000 | PA      | $366412.32    | 0.02%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                        | LYB International Finance III LLC                                               | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    525000 | PA      | $381318.00    | 0.02%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                        | LYB International Finance III LLC                                               | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    300000 | PA      | $187287.00    | 0.01%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                        | LYB International Finance III LLC                                               | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314668.60    | 0.02%             | 2033-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                        | LYB International Finance III LLC                                               | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1068379.20   | 0.06%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                        | LYB International Finance III LLC                                               | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    945000 | PA      | $970042.50    | 0.05%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| LYB INT FINANCE III                        | LYB International Finance III LLC                                               | CUSIP: 50249AAQ6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50206.50     | 0.00%             | 2031-01-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                        | LYB International Finance III LLC                                               | CUSIP: 50249AAR4<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248932.50    | 0.01%             | 2036-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMER                    | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115702.60    | 0.01%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| LABORATORY CORP OF AMER                    | Laboratory Corp of America Holdings                                             | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    361000 | PA      | $361321.29    | 0.02%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                          | Lam Research Corp                                                               | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155141.05    | 0.01%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                          | Lam Research Corp                                                               | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91003.00     | 0.01%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                          | Lam Research Corp                                                               | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    350000 | PA      | $227167.50    | 0.01%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                          | Lam Research Corp                                                               | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    166000 | PA      | $103837.98    | 0.01%             | 2060-06-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp                                                            | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152868.00    | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                       | Las Vegas Sands Corp                                                            | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1209719.50   | 0.07%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                           | Lazard Group LLC                                                                | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105791.00    | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LAZARD GROUP LLC                           | Lazard Group LLC                                                                | CUSIP: 52107QAM7<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127927.50    | 0.01%             | 2035-08-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| LEAR CORP                                  | Lear Corp                                                                       | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    746000 | PA      | $673831.96    | 0.04%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| LEGGETT & PLATT INC                        | Leggett & Platt Inc                                                             | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147627.00    | 0.01%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGGETT & PLATT INC                        | Leggett & Platt Inc                                                             | CUSIP: 524660AZ0<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    778000 | PA      | $769675.40    | 0.04%             | 2029-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| LEGGETT & PLATT INC                        | Leggett & Platt Inc                                                             | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    165000 | PA      | $108546.90    | 0.01%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LEGG MASON INC                             | Legg Mason Inc                                                                  | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |    192000 | PA      | $191975.04    | 0.01%             | 2044-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                 | Leidos Inc                                                                      | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    337000 | PA      | $336558.53    | 0.02%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| LEIDOS INC                                 | Leidos Inc                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224705.00    | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                 | Leidos Inc                                                                      | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    161000 | PA      | $167452.88    | 0.01%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| LEIDOS INC                                 | Leidos Inc                                                                      | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119464.30    | 0.01%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| LENNAR CORP                                | Lennar Corp                                                                     | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    112000 | PA      | $115164.00    | 0.01%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| LENNOX INTERNATIONAL INC                   | Lennox International Inc                                                        | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    480000 | PA      | $495552.00    | 0.03%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LXP INDUSTRIAL TRUST                       | LXP Industrial Trust                                                            | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              |  | US        |     78000 | PA      | $68133.78     | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    184000 | PA      | $146002.16    | 0.01%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    128000 | PA      | $115548.16    | 0.01%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151257.00    | 0.01%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1687000 | PA      | $1709453.97   | 0.09%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    650000 | PA      | $599605.50    | 0.03%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    153000 | PA      | $154153.62    | 0.01%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    740000 | PA      | $696643.40    | 0.04%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    974000 | PA      | $990411.90    | 0.05%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $277568.10    | 0.02%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77613.75     | 0.00%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     46000 | PA      | $47583.32     | 0.00%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501220.00    | 0.03%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100312.00    | 0.01%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457DB1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1529804.00   | 0.08%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457DC9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    800000 | PA      | $806264.00    | 0.04%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457DD7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182521.80    | 0.01%             | 2032-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457DE5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    590000 | PA      | $600071.30    | 0.03%             | 2035-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457DF2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    365000 | PA      | $368080.60    | 0.02%             | 2055-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & CO                             | Eli Lilly & Co                                                                  | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100910.00    | 0.01%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp                                                           | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    144000 | PA      | $162046.08    | 0.01%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp                                                           | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198950.00    | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp                                                           | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |      7000 | PA      | $6656.09      | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| LINCOLN NATIONAL CORP                      | Lincoln National Corp                                                           | CUSIP: 534187BZ1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605718.00    | 0.03%             | 2035-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| LINEAGE OP LP                              | Lineage OP LP                                                                   | CUSIP: 53567YAA7<br>LEI: 254900CSRDL1G4SRQE89 | Long             | DBT              |  | US        |    300000 | PA      | $302775.00    | 0.02%             | 2030-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                        | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $793392.00    | 0.04%             | 2028-11-07      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                        | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $408212.00    | 0.02%             | 2033-11-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                        | CUSIP: 539439BD0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    943000 | PA      | $958502.92    | 0.05%             | 2029-06-13      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $148128.00    | 0.01%             | 2046-12-14      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $199280.00    | 0.01%             | 2028-03-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1700000 | PA      | $1727625.00   | 0.10%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1578855.00   | 0.09%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                        | CUSIP: 53944YAZ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $304071.00    | 0.02%             | 2028-01-05      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     20000 | PA      | $20926.40     | 0.00%             | 2030-06-05      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    215000 | PA      | $219050.60    | 0.01%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $249252.50    | 0.01%             | 2031-11-04      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                   | Lloyds Banking Group PLC                                                        | CUSIP: 53944YBE2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $494635.00    | 0.03%             | 2036-11-04      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp                                                            | CUSIP: 539830AW9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215118.00    | 0.01%             | 2040-06-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp                                                            | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    280000 | PA      | $239414.00    | 0.01%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp                                                            | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240573.00    | 0.01%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp                                                            | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    400000 | PA      | $362552.00    | 0.02%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp                                                            | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $158662.00    | 0.01%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp                                                            | CUSIP: 539830BQ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $63370.00     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp                                                            | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |   1215000 | PA      | $971671.95    | 0.05%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp                                                            | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    105000 | PA      | $82751.55     | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp                                                            | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    156000 | PA      | $163909.20    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp                                                            | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201788.00    | 0.01%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp                                                            | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    140000 | PA      | $131800.20    | 0.01%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp                                                            | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    395000 | PA      | $366244.00    | 0.02%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp                                                            | CUSIP: 539830CK3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    490000 | PA      | $493126.20    | 0.03%             | 2028-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp                                                            | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504860.00    | 0.03%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                       | Lockheed Martin Corp                                                            | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346582.40    | 0.02%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                      | Louisville Gas and Electric Co                                                  | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    200000 | PA      | $163570.00    | 0.01%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                      | Louisville Gas and Electric Co                                                  | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |   1166000 | PA      | $1219799.24   | 0.07%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| LOUISVILLE GAS & ELEC                      | Louisville Gas and Electric Co                                                  | CUSIP: 546676BA4<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105957.60    | 0.01%             | 2055-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DJ3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    108000 | PA      | $90363.60     | 0.01%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    565000 | PA      | $427507.25    | 0.02%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $276857.00    | 0.02%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    620000 | PA      | $611983.40    | 0.03%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    344000 | PA      | $287415.44    | 0.02%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96946.00     | 0.01%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94321.00     | 0.01%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91750.00     | 0.01%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     78000 | PA      | $54156.96     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    375000 | PA      | $294116.25    | 0.02%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    344000 | PA      | $341650.48    | 0.02%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    424000 | PA      | $406484.56    | 0.02%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78817.00     | 0.00%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1519000 | PA      | $1474311.02   | 0.08%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    221000 | PA      | $216409.83    | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    273000 | PA      | $281951.67    | 0.02%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247352.50    | 0.01%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240211.20    | 0.01%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185320.05    | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348610.50    | 0.02%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    455000 | PA      | $452702.25    | 0.03%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos Inc                                                                  | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1061108.30   | 0.06%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| LUBRIZOL CORP                              | Lubrizol Corp/The                                                               | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1353708.00   | 0.08%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                       | M&T Bank Corp                                                                   | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    437000 | PA      | $439600.15    | 0.02%             | 2034-01-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                       | M&T Bank Corp                                                                   | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53186.50     | 0.00%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: —       |
| M&T BANK CORPORATION                       | M&T Bank Corp                                                                   | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256480.00    | 0.01%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                       | M&T Bank Corp                                                                   | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    310000 | PA      | $313217.80    | 0.02%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                           | Sekisui House US Inc                                                            | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    325000 | PA      | $303910.75    | 0.02%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                           | Sekisui House US Inc                                                            | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     25000 | PA      | $22208.50     | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                           | Sekisui House US Inc                                                            | CUSIP: 552676AV0<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    375000 | PA      | $251478.75    | 0.01%             | 2061-08-06      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                   | Manufacturers & Traders Trust Co                                                | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1222450.72   | 0.07%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                         | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1117462.50   | 0.06%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                         | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    685000 | PA      | $569728.20    | 0.03%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                         | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    300000 | PA      | $246510.00    | 0.01%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                         | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $459710.00    | 0.03%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                         | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    585000 | PA      | $589592.25    | 0.03%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                         | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    109000 | PA      | $109497.04    | 0.01%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                         | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204196.00    | 0.01%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                         | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192988.00    | 0.01%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                         | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505480.00    | 0.03%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                         | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    930000 | PA      | $937012.20    | 0.05%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                    | MPLX LP                                                                         | CUSIP: 55336VCD0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    430000 | PA      | $427991.90    | 0.02%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                   | MSCI Inc                                                                        | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    351000 | PA      | $353277.99    | 0.02%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MSCI INC                                   | MSCI Inc                                                                        | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248307.50    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                        | MSD Investment Corp                                                             | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226372.50    | 0.01%             | 2030-05-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MSD INVESTMENT CORP                        | MSD Investment Corp                                                             | CUSIP: 55354LAC3<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124270.00    | 0.01%             | 2031-02-05      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                    | Magna International Inc                                                         | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $232137.50    | 0.01%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| MAGNA INTERNATIONAL INC                    | Magna International Inc                                                         | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    537000 | PA      | $562426.95    | 0.03%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                    | Magna International Inc                                                         | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $201327.80    | 0.01%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                   | Main Street Capital Corp                                                        | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     56000 | PA      | $58475.76     | 0.00%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                   | Main Street Capital Corp                                                        | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102133.00    | 0.01%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                   | Main Street Capital Corp                                                        | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502055.00    | 0.03%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO                   | Manufacturers & Traders Trust Co                                                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    345000 | PA      | $348046.35    | 0.02%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                    | Manulife Financial Corp                                                         | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |   1426000 | PA      | $1421365.50   | 0.08%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                    | Manulife Financial Corp                                                         | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    155000 | PA      | $154914.75    | 0.01%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MARATHON OIL CORP                          | Marathon Oil Corp                                                               | CUSIP: 565849AP1<br>LEI: 1FRVQX2CRLGC1XLP5727 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9939.80      | 0.00%             | 2027-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp                                                         | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    453000 | PA      | $482413.29    | 0.03%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp                                                         | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    112000 | PA      | $95953.76     | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp                                                         | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    692000 | PA      | $557274.52    | 0.03%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                    | Marathon Petroleum Corp                                                         | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226787.00    | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MAREX GROUP PLC                            | Marex Group PLC                                                                 | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    726000 | PA      | $753116.10    | 0.04%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| MARKEL GROUP INC                           | Markel Group Inc                                                                | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198356.00    | 0.01%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                           | Markel Group Inc                                                                | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    150000 | PA      | $132504.00    | 0.01%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARKEL GROUP INC                           | Markel Group Inc                                                                | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150922.50    | 0.01%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216942.00    | 0.01%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $329408.00    | 0.02%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    600000 | PA      | $543456.00    | 0.03%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    874000 | PA      | $879672.26    | 0.05%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484370.00    | 0.03%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                   | Marsh & McLennan Cos Inc                                                        | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240762.50    | 0.01%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International Inc/MD                                                   | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    242000 | PA      | $226023.16    | 0.01%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International Inc/MD                                                   | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    151000 | PA      | $153615.32    | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International Inc/MD                                                   | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    194000 | PA      | $198396.04    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International Inc/MD                                                   | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    418000 | PA      | $431350.92    | 0.02%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International Inc/MD                                                   | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    431000 | PA      | $443955.86    | 0.02%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                     | Marriott International Inc/MD                                                   | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204736.00    | 0.01%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International Inc/MD                                                   | CUSIP: 571903BV4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145539.40    | 0.01%             | 2027-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                     | Marriott International Inc/MD                                                   | CUSIP: 571903BW2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501175.00    | 0.03%             | 2031-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MARRIOTT INTERNATIONAL                     | Marriott International Inc/MD                                                   | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    435000 | PA      | $440876.85    | 0.02%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MARTIN MARIETTA MATERIAL                   | Martin Marietta Materials Inc                                                   | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    700000 | PA      | $578305.00    | 0.03%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                   | Martin Marietta Materials Inc                                                   | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $212590.40    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                     | Marvell Technology Inc                                                          | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $188108.00    | 0.01%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                     | Marvell Technology Inc                                                          | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1081000 | PA      | $1127828.92   | 0.06%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                     | Marvell Technology Inc                                                          | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $641436.00    | 0.04%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                 | Masco Corp                                                                      | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $679904.00    | 0.04%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MASCO CORP                                 | Masco Corp                                                                      | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94647.00     | 0.01%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                     | Massachusetts Institute of Technology                                           | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319433.60    | 0.02%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                     | Massachusetts Institute of Technology                                           | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    250000 | PA      | $208422.50    | 0.01%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MASS INSTITUTE OF TECH                     | Massachusetts Institute of Technology                                           | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    274000 | PA      | $190290.26    | 0.01%             | 2116-07-01      | Fixed         | 3.89%                 | No            |                  2 | On Loan: —       |
| MASTEC INC                                 | MasTec Inc                                                                      | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     55000 | PA      | $57431.55     | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                             | Mastercard Inc                                                                  | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293124.00    | 0.02%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                             | Mastercard Inc                                                                  | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78394.00     | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                             | Mastercard Inc                                                                  | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49752.50     | 0.00%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                             | Mastercard Inc                                                                  | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51137.50     | 0.00%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                             | Mastercard Inc                                                                  | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    510000 | PA      | $524147.40    | 0.03%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                             | Mastercard Inc                                                                  | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    164000 | PA      | $165249.68    | 0.01%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                             | Mastercard Inc                                                                  | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1412000 | PA      | $1419582.44   | 0.08%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                             | Mastercard Inc                                                                  | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    626000 | PA      | $636642.00    | 0.04%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                             | Mastercard Inc                                                                  | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    547000 | PA      | $566752.17    | 0.03%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                 | Mattel Inc                                                                      | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    365000 | PA      | $343435.80    | 0.02%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MATTEL INC                                 | Mattel Inc                                                                      | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    459000 | PA      | $462125.79    | 0.03%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                | Mayo Clinic                                                                     | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    225000 | PA      | $179788.50    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                | Mayo Clinic                                                                     | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    235000 | PA      | $188023.50    | 0.01%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MAYO CLINIC                                | Mayo Clinic                                                                     | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |    300000 | PA      | $192183.00    | 0.01%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MCCORMICK & CO                             | McCormick & Co Inc/MD                                                           | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    150000 | PA      | $122035.50    | 0.01%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp                                                                 | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    480000 | PA      | $379747.20    | 0.02%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp                                                                 | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    583000 | PA      | $531247.09    | 0.03%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp                                                                 | CUSIP: 58013MFK5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    900000 | PA      | $661995.00    | 0.04%             | 2049-09-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp                                                                 | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161162.00    | 0.01%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp                                                                 | CUSIP: 58013MFW9<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     33000 | PA      | $32061.48     | 0.00%             | 2053-08-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| MCDONALD'S CORP                            | McDonald's Corp                                                                 | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127177.50    | 0.01%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp                                                                 | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007510.00   | 0.06%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp                                                                 | CUSIP: 58013MGC2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2017940.00   | 0.11%             | 2036-02-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                              | McKesson Corp                                                                   | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    372000 | PA      | $371750.76    | 0.02%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                              | McKesson Corp                                                                   | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    254000 | PA      | $260233.16    | 0.01%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MCKESSON CORP                              | McKesson Corp                                                                   | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203486.00    | 0.01%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| MCKESSON CORP                              | McKesson Corp                                                                   | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256805.00    | 0.01%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| MCKESSON CORP                              | McKesson Corp                                                                   | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196195.90    | 0.01%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MCLAREN HEALTH CARE CORP                   | McLaren Health Care Corp                                                        | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |    300000 | PA      | $252621.00    | 0.01%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| MEAD JOHNSON NUTRITION C                   | Mead Johnson Nutrition Co                                                       | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |    290000 | PA      | $256800.80    | 0.01%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC INC                              | Medtronic Inc                                                                   | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    233000 | PA      | $213388.39    | 0.01%             | 2045-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                   | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    678000 | PA      | $682834.14    | 0.04%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MEDTRONIC GLOBAL HLDINGS                   | Medtronic Global Holdings SCA                                                   | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    600000 | PA      | $602268.00    | 0.03%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MEMORIAL HEALTH SERVICES                   | Memorial Health Services                                                        | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |    160000 | PA      | $114000.00    | 0.01%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| MEMORIAL SLOAN-KETTERING                   | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     30000 | PA      | $24125.40     | 0.00%             | 2052-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: —       |
| MEMORIAL SLOAN-KETTERING                   | Memorial Sloan-Kettering Cancer Center                                          | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    225000 | PA      | $147314.25    | 0.01%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| MERCK SHARP & DOHME CORP                   | Merck Sharp & Dohme Corp                                                        | CUSIP: 589331AE7<br>LEI: MZK1AT00SJV4XB7WNL71 | Long             | DBT              | CORP              | US        |    164000 | PA      | $173900.68    | 0.01%             | 2028-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    400000 | PA      | $320488.00    | 0.02%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     55000 | PA      | $54149.70     | 0.00%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    587000 | PA      | $525411.96    | 0.03%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    189000 | PA      | $136478.79    | 0.01%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1271678.32   | 0.07%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    305000 | PA      | $177388.00    | 0.01%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156540.70    | 0.01%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183926.00    | 0.01%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2390310.00   | 0.13%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YBP9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250867.50    | 0.01%             | 2027-09-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YBQ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145420.50    | 0.01%             | 2030-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YBR5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252830.00    | 0.01%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91413.90     | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YBT1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252722.50    | 0.01%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YBW4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    220000 | PA      | $220004.40    | 0.01%             | 2029-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YBX2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498470.00    | 0.03%             | 2031-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YBY0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250467.50    | 0.01%             | 2032-12-04      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    295000 | PA      | $294383.45    | 0.02%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YCA1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249682.50    | 0.01%             | 2046-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247097.50    | 0.01%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                             | Merck & Co Inc                                                                  | CUSIP: 58933YCC7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247655.00    | 0.01%             | 2065-12-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| MERITAGE HOMES CORP                        | Meritage Homes Corp                                                             | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51082.50     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1361000 | PA      | $1467607.13   | 0.08%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                       | Bank of America Corp                                                            | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $2007192.00   | 0.11%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| METHODIST HOSPITAL/THE                     | Methodist Hospital/The                                                          | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |    180000 | PA      | $111018.60    | 0.01%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                | MetLife Inc                                                                     | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1032000 | PA      | $1373117.28   | 0.08%             | 2039-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| METLIFE INC                                | MetLife Inc                                                                     | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210362.00    | 0.01%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                | MetLife Inc                                                                     | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1039173.12   | 0.06%             | 2042-08-13      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                | MetLife Inc                                                                     | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    520000 | PA      | $470012.40    | 0.03%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| METLIFE INC                                | MetLife Inc                                                                     | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91491.00     | 0.01%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                             | Microsoft Corp                                                                  | CUSIP: 594918AM6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1014000 | PA      | $1053677.82   | 0.06%             | 2041-02-08      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                             | Microsoft Corp                                                                  | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    139000 | PA      | $112779.04    | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                             | Microsoft Corp                                                                  | CUSIP: 594918BL7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183342.00    | 0.01%             | 2045-11-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                             | Microsoft Corp                                                                  | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    600000 | PA      | $480690.00    | 0.03%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                             | Microsoft Corp                                                                  | CUSIP: 594918BU7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    110000 | PA      | $86577.70     | 0.00%             | 2056-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                             | Microsoft Corp                                                                  | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747210.00    | 0.04%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                             | Microsoft Corp                                                                  | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1610000 | PA      | $984241.30    | 0.05%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                             | Microsoft Corp                                                                  | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    859000 | PA      | $492868.43    | 0.03%             | 2060-06-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                             | Microsoft Corp                                                                  | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   1688000 | PA      | $1108442.08   | 0.06%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                             | Microsoft Corp                                                                  | CUSIP: 594918CF9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    384000 | PA      | $239170.56    | 0.01%             | 2062-03-17      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                             | Microsoft Corp                                                                  | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    301000 | PA      | $269873.59    | 0.01%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: —       |
| MICROSOFT CORP                             | Microsoft Corp                                                                  | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    400000 | PA      | $360316.00    | 0.02%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MICROSOFT CORP                             | Microsoft Corp                                                                  | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60788.00     | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                   | Microchip Technology Inc                                                        | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    412000 | PA      | $417776.24    | 0.02%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                   | Microchip Technology Inc                                                        | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357164.50    | 0.02%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| MICRON TECHNOLOGY INC                      | Micron Technology Inc                                                           | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    110000 | PA      | $113449.60    | 0.01%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: —       |
| MICRON TECHNOLOGY INC                      | Micron Technology Inc                                                           | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    200000 | PA      | $152874.00    | 0.01%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology Inc                                                           | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    444000 | PA      | $472047.48    | 0.03%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology Inc                                                           | CUSIP: 595112CB7<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    326000 | PA      | $346143.54    | 0.02%             | 2033-09-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology Inc                                                           | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258982.50    | 0.01%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology Inc                                                           | CUSIP: 595112CG6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    437000 | PA      | $459566.68    | 0.03%             | 2032-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                      | Micron Technology Inc                                                           | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    300000 | PA      | $320253.00    | 0.02%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS                     | Mid-America Apartments LP                                                       | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    715000 | PA      | $713355.50    | 0.04%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                      | MidAmerican Energy Co                                                           | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    300000 | PA      | $258690.00    | 0.01%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                      | MidAmerican Energy Co                                                           | CUSIP: 595620BA2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489655.00    | 0.03%             | 2056-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MISSISSIPPI POWER CO                       | Mississippi Power Co                                                            | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     90000 | PA      | $77258.70     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    606000 | PA      | $540115.68    | 0.03%             | 2032-07-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $448085.00    | 0.02%             | 2032-10-13      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1060000 | PA      | $1041248.60   | 0.06%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    415000 | PA      | $376214.10    | 0.02%             | 2033-01-19      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    424000 | PA      | $416588.48    | 0.02%             | 2033-04-19      | Fixed         | 4.32%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $873749.00    | 0.05%             | 2029-02-22      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $410268.00    | 0.02%             | 2029-04-19      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1401000 | PA      | $1456871.88   | 0.08%             | 2035-04-17      | Fixed         | 5.43%                 | No            |                  2 | On Loan: —       |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    460000 | PA      | $473984.00    | 0.03%             | 2031-01-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1055000 | PA      | $1102802.05   | 0.06%             | 2036-01-16      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DK7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206124.00    | 0.01%             | 2031-04-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    191000 | PA      | $200064.86    | 0.01%             | 2036-04-24      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    280000 | PA      | $281366.40    | 0.02%             | 2031-09-12      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                     | Mitsubishi UFJ Financial Group Inc                                              | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $203252.00    | 0.01%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAK5<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    110000 | PA      | $109682.10    | 0.01%             | 2027-02-28      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    193000 | PA      | $193532.68    | 0.01%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $92710.00     | 0.01%             | 2031-05-25      | Fixed         | 2.59%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCL1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    414000 | PA      | $423915.30    | 0.02%             | 2028-09-13      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    850000 | PA      | $880234.50    | 0.05%             | 2029-05-27      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    424000 | PA      | $449151.68    | 0.02%             | 2034-05-27      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1039490.00   | 0.06%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    267000 | PA      | $282566.10    | 0.02%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206818.00    | 0.01%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1028410.00   | 0.06%             | 2031-05-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    500000 | PA      | $506200.00    | 0.03%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                     | Mizuho Financial Group Inc                                                      | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    226000 | PA      | $232153.98    | 0.01%             | 2036-07-08      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MOHAWK INDUSTRIES INC                      | Mohawk Industries Inc                                                           | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |    144000 | PA      | $139659.84    | 0.01%             | 2030-05-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                      | Molson Coors Beverage Co                                                        | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    275000 | PA      | $254056.00    | 0.01%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MOLSON COORS BEVERAGE                      | Molson Coors Beverage Co                                                        | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    300000 | PA      | $240981.00    | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                     | Mondelez International Inc                                                      | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141304.50    | 0.01%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                     | Mondelez International Inc                                                      | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    190000 | PA      | $187055.00    | 0.01%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                     | Mondelez International Inc                                                      | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100547.00    | 0.01%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                     | Mondelez International Inc                                                      | CUSIP: 609207BG9<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $1085298.50   | 0.06%             | 2030-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                   | Montefiore Obligated Group                                                      | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $149344.20    | 0.01%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MONTEFIORE OBLIGATED GRP                   | Montefiore Obligated Group                                                      | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $199822.05    | 0.01%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                        | Moody's Corp                                                                    | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50316.00     | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                        | Moody's Corp                                                                    | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1077996.00   | 0.06%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MOODY'S CORPORATION                        | Moody's Corp                                                                    | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     26000 | PA      | $23104.38     | 0.00%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY BANK NA                     | Morgan Stanley Bank NA                                                          | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1348000 | PA      | $1373221.08   | 0.08%             | 2029-01-12      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                     | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   2319000 | PA      | $2340149.28   | 0.13%             | 2028-01-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                     | Morgan Stanley Bank NA                                                          | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1819000 | PA      | $1854852.49   | 0.10%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201120.00    | 0.01%             | 2030-01-23      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187680.00    | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $438710.00    | 0.02%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2053000 | PA      | $2041195.25   | 0.11%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    451000 | PA      | $400501.53    | 0.02%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    625000 | PA      | $560550.00    | 0.03%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    500000 | PA      | $491990.00    | 0.03%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2487107.50   | 0.14%             | 2033-01-21      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YER2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503030.00   | 0.08%             | 2028-04-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $406756.00    | 0.02%             | 2037-04-20      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1788000 | PA      | $1856820.12   | 0.10%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1649344.55   | 0.09%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459283.50    | 0.03%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    858000 | PA      | $904357.74    | 0.05%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    845000 | PA      | $864071.65    | 0.05%             | 2029-04-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2400000 | PA      | $2469288.00   | 0.14%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    317000 | PA      | $327144.00    | 0.02%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416052.00    | 0.02%             | 2034-07-21      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    424000 | PA      | $449321.28    | 0.02%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    962000 | PA      | $1075035.00   | 0.06%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1266333.77   | 0.07%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    520000 | PA      | $547492.40    | 0.03%             | 2039-02-07      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFP5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    860000 | PA      | $876993.60    | 0.05%             | 2028-04-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    517000 | PA      | $538672.64    | 0.03%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    239000 | PA      | $254006.81    | 0.01%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    890000 | PA      | $916335.10    | 0.05%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593478.00    | 0.03%             | 2055-11-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1152498.30   | 0.06%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    564000 | PA      | $581427.60    | 0.03%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1177500.80   | 0.07%             | 2036-04-17      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2595000 | PA      | $2713228.20   | 0.15%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61748UAK8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    270000 | PA      | $269767.80    | 0.01%             | 2029-10-18      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144546.15    | 0.01%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                             | Morgan Stanley                                                                  | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    190000 | PA      | $188468.60    | 0.01%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY DIRECT                      | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAF0<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205734.00    | 0.01%             | 2029-05-17      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY DIRECT                      | Morgan Stanley Direct Lending Fund                                              | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102427.00    | 0.01%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| MORGAN STANLEY PVT BANK                    | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1020000 | PA      | $1026864.60   | 0.06%             | 2028-07-06      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                    | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    364000 | PA      | $368943.12    | 0.02%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                    | Morgan Stanley Private Bank NA                                                  | CUSIP: 61776NZU0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    515000 | PA      | $516462.60    | 0.03%             | 2028-11-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                  | Mosaic Co/The                                                                   | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    124000 | PA      | $127416.20    | 0.01%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| MOSAIC CO                                  | Mosaic Co/The                                                                   | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40001.60     | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                  | Mosaic Co/The                                                                   | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226800.20    | 0.01%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                  | Mosaic Co/The                                                                   | CUSIP: 61945CAJ2<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    105000 | PA      | $105281.40    | 0.01%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| MOSAIC CO                                  | Mosaic Co/The                                                                   | CUSIP: 61945CAK9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125301.25    | 0.01%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                     | Motorola Solutions Inc                                                          | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    106000 | PA      | $103230.22    | 0.01%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                     | Motorola Solutions Inc                                                          | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182079.00    | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                     | Motorola Solutions Inc                                                          | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    280000 | PA      | $254223.20    | 0.01%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                     | Motorola Solutions Inc                                                          | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    195000 | PA      | $198925.35    | 0.01%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| MOTOROLA SOLUTIONS INC                     | Motorola Solutions Inc                                                          | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67052.05     | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                     | Motorola Solutions Inc                                                          | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51972.00     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                  | Mylan Inc                                                                       | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    320000 | PA      | $260316.80    | 0.01%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                  | Mylan Inc                                                                       | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |    307000 | PA      | $307267.09    | 0.02%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| UTAH ACQUISITION SUB                       | Utah Acquisition Sub Inc                                                        | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    315000 | PA      | $259115.85    | 0.01%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                     | NXP BV / NXP Funding LLC                                                        | CUSIP: 62947QBC1<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    110000 | PA      | $113919.30    | 0.01%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                      | NYU Langone Hospitals                                                           | CUSIP: 62952EAB3<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112646.60    | 0.01%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NYU LANGONE HOSPITALS                      | NYU Langone Hospitals                                                           | CUSIP: 62952EAC1<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |    400000 | PA      | $364412.00    | 0.02%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAJ7<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    800000 | PA      | $718880.00    | 0.04%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HAL2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |     42000 | PA      | $30642.78     | 0.00%             | 2042-02-15      | Fixed         | 3.13%                 | 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        |    345000 | PA      | $345655.50    | 0.02%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBB3<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |   1287000 | PA      | $1307193.03   | 0.07%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| NXP BV/NXP FDG/NXP USA                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBF4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    300000 | PA      | $300978.00    | 0.02%             | 2028-08-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBG2<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    100000 | PA      | $100455.00    | 0.01%             | 2032-08-19      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                     | NXP BV / NXP Funding LLC / NXP USA Inc                                          | CUSIP: 62954HBH0<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | XX        |    160000 | PA      | $162200.00    | 0.01%             | 2035-08-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NYU LANGONE HOSPITALS                      | NYU Langone Hospitals                                                           | CUSIP: 62954RAA4<br>LEI: 254900A1087KNNZSNH72 | Long             | DBT              | CORP              | US        |     70000 | PA      | $47907.30     | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC                                 | Nasdaq Inc                                                                      | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206398.00    | 0.01%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| NASDAQ INC                                 | Nasdaq Inc                                                                      | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1361711.00   | 0.08%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                   | National Australia Bank Ltd/New York                                            | CUSIP: 632525CA7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    481000 | PA      | $487214.52    | 0.03%             | 2027-10-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| NATIONAL AUSTRALIA BK/NY                   | National Australia Bank Ltd/New York                                            | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    595000 | PA      | $601092.80    | 0.03%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| NATIONAL AUSTRALIA BK/NY                   | National Australia Bank Ltd/New York                                            | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $255957.50    | 0.01%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                                                         | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    125000 | PA      | $126325.00    | 0.01%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                    | National Bank of Canada                                                         | CUSIP: 63307A3D5<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    488000 | PA      | $492777.52    | 0.03%             | 2028-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL GRID PLC                          | National Grid PLC                                                               | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    136000 | PA      | $140745.04    | 0.01%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                   | National Health Investors Inc                                                   | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |    310000 | PA      | $281390.10    | 0.02%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL HEALTH INVESTOR                   | National Health Investors Inc                                                   | CUSIP: 63633DAG9<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              |  | US        |    105000 | PA      | $104825.70    | 0.01%             | 2033-02-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NOV INC                                    | NOV Inc                                                                         | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |    324000 | PA      | $315796.32    | 0.02%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| NNN REIT INC                               | NNN REIT Inc                                                                    | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    113000 | PA      | $99523.62     | 0.01%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                               | NNN REIT Inc                                                                    | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    100000 | PA      | $64841.00     | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                               | NNN REIT Inc                                                                    | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     45000 | PA      | $47044.80     | 0.00%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                               | NNN REIT Inc                                                                    | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    150000 | PA      | $155292.00    | 0.01%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                               | NNN REIT Inc                                                                    | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    208000 | PA      | $209383.20    | 0.01%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    150000 | PA      | $126580.50    | 0.01%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97895.00     | 0.01%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    200000 | PA      | $214774.00    | 0.01%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 637432PB5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    645000 | PA      | $675605.25    | 0.04%             | 2053-09-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    450000 | PA      | $460440.00    | 0.03%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    314000 | PA      | $318640.92    | 0.02%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1281668.25   | 0.07%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HGB2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155573.50    | 0.01%             | 2027-12-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                   | National Rural Utilities Cooperative Finance Corp                               | CUSIP: 63743HGC0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125258.75    | 0.01%             | 2030-12-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NATIONWIDE FINANCIAL SER                   | Nationwide Financial Services Inc                                               | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |    283000 | PA      | $281508.59    | 0.02%             | 2037-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NATURE CONSERVANCY (THE)                   | Nature Conservancy/The                                                          | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $78008.00     | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                          | NatWest Group PLC                                                               | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205064.00    | 0.01%             | 2028-09-30      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                          | NatWest Group PLC                                                               | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $428980.00    | 0.02%             | 2034-03-02      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                          | NatWest Group PLC                                                               | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $101746.00    | 0.01%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                          | NatWest Group PLC                                                               | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    660000 | PA      | $698227.20    | 0.04%             | 2035-03-01      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                          | NatWest Group PLC                                                               | CUSIP: 639057AV0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205220.00    | 0.01%             | 2031-05-23      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                     | NBCUniversal Media LLC                                                          | CUSIP: 63946BAF7<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $217478.00    | 0.01%             | 2040-04-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| NBCUNIVERSAL MEDIA LLC                     | NBCUniversal Media LLC                                                          | CUSIP: 63946BAG5<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    327000 | PA      | $334517.73    | 0.02%             | 2041-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                 | NetApp Inc                                                                      | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $186338.00    | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                 | NetApp Inc                                                                      | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104037.00    | 0.01%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                | Netflix Inc                                                                     | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    594000 | PA      | $605773.08    | 0.03%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                | Netflix Inc                                                                     | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     44000 | PA      | $45083.72     | 0.00%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| NEVADA POWER CO                            | Nevada Power Co                                                                 | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    806000 | PA      | $906226.10    | 0.05%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                            | Nevada Power Co                                                                 | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    200000 | PA      | $130224.00    | 0.01%             | 2050-08-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                            | Nevada Power Co                                                                 | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    471000 | PA      | $473114.79    | 0.03%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER CO                            | Nevada Power Co                                                                 | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    529000 | PA      | $542039.85    | 0.03%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE COR                   | New Mountain Finance Corp                                                       | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132132.00    | 0.01%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| NEW MOUNTAIN FINANCE COR                   | New Mountain Finance Corp                                                       | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |    204000 | PA      | $207421.08    | 0.01%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                   | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $115794.00    | 0.01%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                   | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    240000 | PA      | $164604.00    | 0.01%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                   | New York and Presbyterian Hospital/The                                          | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69797.00     | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| NEWMONT CORP                               | Newmont Corp                                                                    | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498035.00    | 0.03%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| NEWMONT / NEWCREST FIN                     | Newmont Corp / Newcrest Finance Pty Ltd                                         | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1136000 | PA      | $1190107.68   | 0.07%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    260000 | PA      | $258531.00    | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1093000 | PA      | $1074746.90   | 0.06%             | 2077-12-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98084.00     | 0.01%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    364000 | PA      | $367643.64    | 0.02%             | 2079-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KBZ2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $890670.00    | 0.05%             | 2032-01-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102444.00    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202358.00    | 0.01%             | 2027-09-01      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102395.00    | 0.01%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    139000 | PA      | $142495.85    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    616000 | PA      | $632182.32    | 0.04%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    335000 | PA      | $323891.40    | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    630000 | PA      | $671913.90    | 0.04%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDF4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526675.00    | 0.03%             | 2055-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203724.00    | 0.01%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103223.00    | 0.01%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings Inc                                             | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    160000 | PA      | $166785.60    | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                   | NIKE Inc                                                                        | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    107000 | PA      | $86065.45     | 0.00%             | 2043-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| NIKE INC                                   | NIKE Inc                                                                        | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    194000 | PA      | $156462.94    | 0.01%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| NIKE INC                                   | NIKE Inc                                                                        | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $179217.50    | 0.01%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                               | NiSource Inc                                                                    | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    176000 | PA      | $180498.56    | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| NISOURCE INC                               | NiSource Inc                                                                    | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    124000 | PA      | $127868.80    | 0.01%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                               | NiSource Inc                                                                    | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $260400.00    | 0.01%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                               | NiSource Inc                                                                    | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    220000 | PA      | $219432.40    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                               | NiSource Inc                                                                    | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1023280.00   | 0.06%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                               | NiSource Inc                                                                    | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    198000 | PA      | $190070.10    | 0.01%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                               | NiSource Inc                                                                    | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    250000 | PA      | $225042.50    | 0.01%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                               | NiSource Inc                                                                    | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166034.00    | 0.01%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                  | Nokia Oyj                                                                       | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    366000 | PA      | $392282.46    | 0.02%             | 2039-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| NOKIA OYJ                                  | Nokia Oyj                                                                       | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    800000 | PA      | $799568.00    | 0.04%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings Inc                                                             | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $92390.00     | 0.01%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings Inc                                                             | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    784000 | PA      | $770193.76    | 0.04%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings Inc                                                             | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    345000 | PA      | $313146.15    | 0.02%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings Inc                                                             | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    140000 | PA      | $144362.40    | 0.01%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings Inc                                                             | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    335000 | PA      | $339884.30    | 0.02%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                        | Nomura Holdings Inc                                                             | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206034.00    | 0.01%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: —       |
| NOMURA HOLDINGS INC                        | Nomura Holdings Inc                                                             | CUSIP: 65535HCE7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $988400.00    | 0.05%             | 2036-06-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                               | Nordson Corp                                                                    | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    149000 | PA      | $154240.33    | 0.01%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                               | Nordson Corp                                                                    | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     99000 | PA      | $104889.51    | 0.01%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                      | Norfolk Southern Corp                                                           | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    487000 | PA      | $404653.17    | 0.02%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                      | Norfolk Southern Corp                                                           | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    461000 | PA      | $398405.42    | 0.02%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                      | Norfolk Southern Corp                                                           | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    400000 | PA      | $310860.00    | 0.02%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                      | Norfolk Southern Corp                                                           | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    155000 | PA      | $126323.45    | 0.01%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                      | Norfolk Southern Corp                                                           | CUSIP: 655844CB2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    172000 | PA      | $149170.44    | 0.01%             | 2118-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                      | Norfolk Southern Corp                                                           | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    557000 | PA      | $513342.34    | 0.03%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                      | Norfolk Southern Corp                                                           | CUSIP: 655844CQ9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149590.50    | 0.01%             | 2033-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                      | Norfolk Southern Corp                                                           | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $119407.50    | 0.01%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                      | Norfolk Southern Corp                                                           | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263937.50    | 0.01%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| NORFOLK SOUTHERN CORP                      | Norfolk Southern Corp                                                           | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102116.00    | 0.01%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                    | North Haven Private Income Fund LLC                                             | CUSIP: 65960NAB6<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99818.00     | 0.01%             | 2030-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTH HAVEN PRIVATE INC                    | North Haven Private Income Fund LLC                                             | CUSIP: 65960NAC4<br>LEI: 2549002BFPESF1EH2765 | Long             | DBT              | CORP              | US        |    105000 | PA      | $104815.20    | 0.01%             | 2028-09-25      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| NORTHERN STATES PWR-MINN                   | Northern States Power Co/MN                                                     | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     44000 | PA      | $30069.16     | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                        | Northern Trust Corp                                                             | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |   1219000 | PA      | $1201897.43   | 0.07%             | 2032-05-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                        | Northern Trust Corp                                                             | CUSIP: 665859AY0<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145172.55    | 0.01%             | 2030-11-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NORTHERN TRUST CORP                        | Northern Trust Corp                                                             | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    145000 | PA      | $145294.35    | 0.01%             | 2040-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                      | Northrop Grumman Corp                                                           | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    209000 | PA      | $192501.54    | 0.01%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                      | Northrop Grumman Corp                                                           | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    145000 | PA      | $144196.70    | 0.01%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                      | Northrop Grumman Corp                                                           | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283317.00    | 0.02%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                      | Northrop Grumman Corp                                                           | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |   2119000 | PA      | $2147797.21   | 0.12%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                   | Northwell Healthcare Inc                                                        | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     71000 | PA      | $55762.69     | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: —       |
| NORTHWELL HEALTHCARE INC                   | Northwell Healthcare Inc                                                        | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    385000 | PA      | $316300.60    | 0.02%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| NORTHWELL HEALTHCARE INC                   | Northwell Healthcare Inc                                                        | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |    193000 | PA      | $142561.38    | 0.01%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NORTHWEST NATURAL HOLDI                    | Northwest Natural Holding Co                                                    | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |    624000 | PA      | $649016.16    | 0.04%             | 2055-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN CORP                          | NorthWestern Corp                                                               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |     45000 | PA      | $37187.10     | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                          | Novant Health Inc                                                               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    150000 | PA      | $119667.00    | 0.01%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| NOVANT HEALTH INC                          | Novant Health Inc                                                               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    165000 | PA      | $109241.55    | 0.01%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp                                                           | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89201.00     | 0.00%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp                                                           | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    231000 | PA      | $229265.19    | 0.01%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp                                                           | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    467000 | PA      | $431951.65    | 0.02%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp                                                           | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    296000 | PA      | $294585.12    | 0.02%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp                                                           | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    489000 | PA      | $486579.45    | 0.03%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp                                                           | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89121.00     | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp                                                           | CUSIP: 66989HAX6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130409.50    | 0.01%             | 2028-11-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp                                                           | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349765.50    | 0.02%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp                                                           | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348365.50    | 0.02%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp                                                           | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495730.00    | 0.03%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp                                                           | CUSIP: 66989HBB3<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $488285.00    | 0.03%             | 2045-11-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                      | Novartis Capital Corp                                                           | CUSIP: 66989HBC1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484480.00    | 0.03%             | 2055-11-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                          | NSTAR Electric Co                                                               | CUSIP: 67021CAJ6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86252.00     | 0.00%             | 2044-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                          | NSTAR Electric Co                                                               | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169446.00    | 0.01%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                          | NSTAR Electric Co                                                               | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90269.00     | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                          | NSTAR Electric Co                                                               | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    443000 | PA      | $459178.36    | 0.03%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NSTAR ELECTRIC CO                          | NSTAR Electric Co                                                               | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |    105000 | PA      | $107190.30    | 0.01%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                 | Nucor Corp                                                                      | CUSIP: 670346AN5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    175000 | PA      | $170315.25    | 0.01%             | 2043-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                 | Nucor Corp                                                                      | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |   1056000 | PA      | $1055947.20   | 0.06%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NUCOR CORP                                 | Nucor Corp                                                                      | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    420000 | PA      | $358108.80    | 0.02%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                | NVIDIA Corp                                                                     | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    224000 | PA      | $189293.44    | 0.01%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                | NVIDIA Corp                                                                     | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    550000 | PA      | $407858.00    | 0.02%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| NVIDIA CORP                                | NVIDIA Corp                                                                     | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90034.00     | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                | Nutrien Ltd                                                                     | CUSIP: 67077MAQ1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |   1641000 | PA      | $1710939.42   | 0.09%             | 2041-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                | Nutrien Ltd                                                                     | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    346000 | PA      | $352141.50    | 0.02%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                | Nutrien Ltd                                                                     | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35581.70     | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                         | nVent Finance Sarl                                                              | CUSIP: 67078AAE3<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    859000 | PA      | $773228.85    | 0.04%             | 2031-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                         | nVent Finance Sarl                                                              | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    132000 | PA      | $137731.44    | 0.01%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NUVEEN CHURCHILL DIRECT                    | Nuveen Churchill Direct Lending Corp                                            | CUSIP: 67090SAA6<br>LEI: 254900X3ULEP6XX7HG39 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102474.00    | 0.01%             | 2030-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                    | O'Reilly Automotive Inc                                                         | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    572000 | PA      | $577142.28    | 0.03%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                     | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAD0<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |    394000 | PA      | $406170.66    | 0.02%             | 2029-02-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| OAKTREE SPECIALTY LEND                     | Oaktree Specialty Lending Corp                                                  | CUSIP: 67401PAE8<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50301.00     | 0.00%             | 2030-02-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: —       |
| OAKTREE STRATEGIC CREDIT                   | Oaktree Strategic Credit Fund                                                   | CUSIP: 67403AAB5<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215516.00    | 0.01%             | 2028-11-14      | Fixed         | 8.40%                 | No            |                  2 | On Loan: —       |
| OAKTREE STRATEGIC CREDIT                   | Oaktree Strategic Credit Fund                                                   | CUSIP: 67403AAE9<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    111000 | PA      | $114226.77    | 0.01%             | 2029-07-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| OAKTREE STRATEGIC CREDIT                   | Oaktree Strategic Credit Fund                                                   | CUSIP: 67403AAF6<br>LEI: 2549006RRE0JC7G43241 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502535.00    | 0.03%             | 2030-07-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                   | Occidental Petroleum Corp                                                       | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $394100.00    | 0.02%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                   | Occidental Petroleum Corp                                                       | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    127000 | PA      | $94819.47     | 0.01%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                   | Occidental Petroleum Corp                                                       | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $114378.00    | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                   | Occidental Petroleum Corp                                                       | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $638340.00    | 0.04%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                   | Occidental Petroleum Corp                                                       | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $586020.00    | 0.03%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                   | Occidental Petroleum Corp                                                       | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253230.00    | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                   | Occidental Petroleum Corp                                                       | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360409.00    | 0.02%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                   | Occidental Petroleum Corp                                                       | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $576960.00    | 0.03%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                   | Occidental Petroleum Corp                                                       | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $264040.00    | 0.01%             | 2031-01-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                   | Occidental Petroleum Corp                                                       | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476775.00    | 0.03%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| OCHSNER LSU HEALTH SYST                    | Ochsner LSU Health System of North Louisiana                                    | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    429000 | PA      | $367348.41    | 0.02%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: —       |
| OGLETHORPE POWER CORP                      | Oglethorpe Power Corp                                                           | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    335000 | PA      | $302511.70    | 0.02%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                      | Oglethorpe Power Corp                                                           | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    174000 | PA      | $155254.98    | 0.01%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| OGLETHORPE POWER CORP                      | Oglethorpe Power Corp                                                           | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |    325000 | PA      | $271995.75    | 0.02%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OHIO EDISON CO                             | Ohio Edison Co                                                                  | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $171376.50    | 0.01%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OHIOHEALTH CORP                            | OhioHealth Corp                                                                 | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89824.00     | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                            | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    642000 | PA      | $519121.20    | 0.03%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| OKLAHOMA G&E CO                            | Oklahoma Gas and Electric Co                                                    | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202020.00    | 0.01%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                     | Old Republic International Corp                                                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    238000 | PA      | $172402.44    | 0.01%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP                     | Old Republic International Corp                                                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155998.50    | 0.01%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                   | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |     10000 | PA      | $10033.80     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                   | Omega Healthcare Investors Inc                                                  | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    510000 | PA      | $453267.60    | 0.03%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| ONCOR ELECTRIC DELIVERY                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    610000 | PA      | $729718.60    | 0.04%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    370000 | PA      | $360306.00    | 0.02%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    433000 | PA      | $392306.66    | 0.02%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBD5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $229875.00    | 0.01%             | 2047-09-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    147000 | PA      | $138556.32    | 0.01%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $473855.00    | 0.03%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     68000 | PA      | $40594.64     | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178284.00    | 0.01%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53160.00     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161260.80    | 0.01%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     65000 | PA      | $67050.75     | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                    | Oncor Electric Delivery Co LLC                                                  | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    440000 | PA      | $443150.40    | 0.02%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                | ONE Gas Inc                                                                     | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    400000 | PA      | $411864.00    | 0.02%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                  | ONEOK Inc                                                                       | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     49000 | PA      | $39767.91     | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                  | ONEOK Inc                                                                       | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    466000 | PA      | $500241.68    | 0.03%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                  | ONEOK Inc                                                                       | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    465000 | PA      | $512253.30    | 0.03%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                  | ONEOK Inc                                                                       | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1094000 | PA      | $1136666.00   | 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        |    610000 | PA      | $649198.60    | 0.04%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                  | ONEOK Inc                                                                       | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1783589.00   | 0.10%             | 2053-09-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                  | ONEOK Inc                                                                       | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $156886.00    | 0.01%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                  | ONEOK Inc                                                                       | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    152000 | PA      | $141790.16    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                  | ONEOK Inc                                                                       | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1034390.00   | 0.06%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                  | ONEOK Inc                                                                       | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $379012.00    | 0.02%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                  | ONEOK Inc                                                                       | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    497000 | PA      | $457324.49    | 0.03%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                  | ONEOK Inc                                                                       | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    425000 | PA      | $429658.00    | 0.02%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| ONEOK INC                                  | ONEOK Inc                                                                       | CUSIP: 682680DD2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    453000 | PA      | $454395.24    | 0.03%             | 2055-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ONEOK PARTNERS LP                          | ONEOK Partners LP                                                               | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5529.00      | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    401000 | PA      | $409609.47    | 0.02%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1323764.25   | 0.07%             | 2039-07-08      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    845000 | PA      | $757120.00    | 0.04%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    722000 | PA      | $501342.36    | 0.03%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    643000 | PA      | $629722.05    | 0.03%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $137400.80    | 0.01%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    188000 | PA      | $129060.12    | 0.01%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1176744.00   | 0.07%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    306000 | PA      | $282346.20    | 0.02%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    430000 | PA      | $318853.60    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    301000 | PA      | $184341.43    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    150000 | PA      | $109527.00    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    750000 | PA      | $493605.00    | 0.03%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    420000 | PA      | $270736.20    | 0.02%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    988000 | PA      | $885722.24    | 0.05%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    638000 | PA      | $665255.36    | 0.04%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2259000 | PA      | $2234693.16   | 0.12%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    731000 | PA      | $703711.77    | 0.04%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1761000 | PA      | $1465134.39   | 0.08%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    425000 | PA      | $394531.75    | 0.02%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    464000 | PA      | $375840.00    | 0.02%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    790000 | PA      | $631936.80    | 0.04%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200908.00    | 0.01%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98069.00     | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1406000 | PA      | $1242538.44   | 0.07%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $442155.00    | 0.02%             | 2065-08-03      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $977920.00    | 0.05%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    375000 | PA      | $362148.75    | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1089000 | PA      | $1045385.55   | 0.06%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $905200.00    | 0.05%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    375000 | PA      | $332906.25    | 0.02%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                | Oracle Corp                                                                     | CUSIP: 68389XDT9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    335000 | PA      | $295801.65    | 0.02%             | 2065-09-26      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ORIX CORP                                  | ORIX Corp                                                                       | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     81000 | PA      | $83531.25     | 0.00%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| ORIX CORP                                  | ORIX Corp                                                                       | CUSIP: 686330AV3<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |    716000 | PA      | $716737.48    | 0.04%             | 2030-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                     | Orlando Health Obligated Group                                                  | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $40458.00     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| ORLANDO HEALTH OBL GRP                     | Orlando Health Obligated Group                                                  | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $104301.00    | 0.01%             | 2035-10-01      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| OSHKOSH CORP                               | Oshkosh Corp                                                                    | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     62000 | PA      | $58940.30     | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                        | Otis Worldwide Corp                                                             | CUSIP: 68902VAS6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    310000 | PA      | $315955.10    | 0.02%             | 2035-09-04      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                | Ovintiv Inc                                                                     | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    120000 | PA      | $123519.60    | 0.01%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                | Ovintiv Inc                                                                     | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    135000 | PA      | $143283.60    | 0.01%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| OVINTIV INC                                | Ovintiv Inc                                                                     | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213056.00    | 0.01%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                              | Owens Corning                                                                   | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $819470.00    | 0.05%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| OWENS CORNING                              | Owens Corning                                                                   | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     97000 | PA      | $95242.36     | 0.01%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                              | Owens Corning                                                                   | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     90000 | PA      | $94523.40     | 0.01%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| OWENS CORNING                              | Owens Corning                                                                   | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608730.00    | 0.03%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CREDIT INCOME                     | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    177000 | PA      | $187179.27    | 0.01%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                     | Blue Owl Credit Income Corp                                                     | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    495000 | PA      | $523413.00    | 0.03%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINA                   | Blue Owl Technology Finance Corp II                                             | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358046.50    | 0.02%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CAPITAL CORP                      | Blue Owl Capital Corp                                                           | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    452000 | PA      | $456208.12    | 0.03%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BLUE OWL CAPITAL CORP                      | Blue Owl Capital Corp                                                           | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303975.00    | 0.02%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CAPITAL CORP                      | Blue Owl Capital Corp                                                           | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    616000 | PA      | $601678.00    | 0.03%             | 2027-04-13      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                             | PECO Energy Co                                                                  | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    400000 | PA      | $305652.00    | 0.02%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                             | PECO Energy Co                                                                  | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     32000 | PA      | $20816.96     | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                             | PECO Energy Co                                                                  | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85071.00     | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                             | PECO Energy Co                                                                  | CUSIP: 693304BH9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161441.60    | 0.01%             | 2035-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| PECO ENERGY CO                             | PECO Energy Co                                                                  | CUSIP: 693304BJ5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194660.70    | 0.01%             | 2055-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94134.00     | 0.01%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    428000 | PA      | $424858.48    | 0.02%             | 2033-06-06      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1656000 | PA      | $1789125.84   | 0.10%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    900000 | PA      | $920781.00    | 0.05%             | 2034-01-24      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1192504.00   | 0.07%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $429348.00    | 0.02%             | 2034-08-18      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $2081628.80   | 0.12%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    430000 | PA      | $453327.50    | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103518.00    | 0.01%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    255000 | PA      | $259584.90    | 0.01%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                     | PNC Financial Services Group Inc/The                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    185000 | PA      | $190527.80    | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                         | PPG Industries Inc                                                              | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     21000 | PA      | $20956.11     | 0.00%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                         | PPG Industries Inc                                                              | CUSIP: 693506BY2<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    355000 | PA      | $354730.20    | 0.02%             | 2031-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                     | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $109680.00    | 0.01%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                     | PPL Electric Utilities Corp                                                     | CUSIP: 69351UAR4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $365500.00    | 0.02%             | 2043-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                     | PPL Electric Utilities Corp                                                     | CUSIP: 69351UBD4<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    950000 | PA      | $945820.00    | 0.05%             | 2055-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                    | PPL Capital Funding Inc                                                         | CUSIP: 69352PAT0<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |    120000 | PA      | $122956.80    | 0.01%             | 2034-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PVH CORP                                   | PVH Corp                                                                        | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254210.00    | 0.01%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                      | PACCAR Financial Corp                                                           | CUSIP: 69371RR65<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    261000 | PA      | $256124.52    | 0.01%             | 2027-02-04      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                      | PACCAR Financial Corp                                                           | CUSIP: 69371RS64<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102805.00    | 0.01%             | 2028-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                      | PACCAR Financial Corp                                                           | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    750000 | PA      | $763695.00    | 0.04%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                      | PACCAR Financial Corp                                                           | CUSIP: 69371RT97<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    425000 | PA      | $427669.00    | 0.02%             | 2028-08-08      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                      | PACCAR Financial Corp                                                           | CUSIP: 69371RU20<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    115000 | PA      | $115488.75    | 0.01%             | 2028-11-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     35000 | PA      | $28940.80     | 0.00%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    400000 | PA      | $334180.00    | 0.02%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    275000 | PA      | $232639.00    | 0.01%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    273000 | PA      | $216873.93    | 0.01%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308HR1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74978.00     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98890.00     | 0.01%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    517000 | PA      | $465325.85    | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    171000 | PA      | $129701.79    | 0.01%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $67582.00     | 0.00%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199204.00    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    540000 | PA      | $457239.60    | 0.03%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    160000 | PA      | $139580.80    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93102.00     | 0.01%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $166586.00    | 0.01%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    570000 | PA      | $497570.10    | 0.03%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    475000 | PA      | $497605.25    | 0.03%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1160468.50   | 0.06%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    155000 | PA      | $164520.10    | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1456596.00   | 0.08%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    845000 | PA      | $940569.50    | 0.05%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191884.00    | 0.01%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198404.00    | 0.01%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308KW6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1073304.25   | 0.06%             | 2028-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308KY2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251537.50    | 0.01%             | 2032-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                     | Pacific Gas and Electric Co                                                     | CUSIP: 694308KZ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245835.00    | 0.01%             | 2055-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    310000 | PA      | $352321.20    | 0.02%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    335000 | PA      | $340222.65    | 0.02%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    445000 | PA      | $464740.20    | 0.03%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313944.00    | 0.02%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    128000 | PA      | $101382.40    | 0.01%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97138.00     | 0.01%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148100.00    | 0.01%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    730000 | PA      | $670833.50    | 0.04%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    101000 | PA      | $64535.97     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $58680.00     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1303000 | PA      | $1142196.77   | 0.06%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $357796.00    | 0.02%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    132000 | PA      | $134773.32    | 0.01%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    362000 | PA      | $372628.32    | 0.02%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    650000 | PA      | $659646.00    | 0.04%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                 | PacifiCorp                                                                      | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    888000 | PA      | $828708.24    | 0.05%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERIC                   | Packaging Corp of America                                                       | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    280000 | PA      | $295419.60    | 0.02%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                | Ovintiv Inc                                                                     | CUSIP: 698900AG2<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    250000 | PA      | $276260.00    | 0.02%             | 2031-11-01      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                       | Parker-Hannifin Corp                                                            | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   1182000 | PA      | $971757.66    | 0.05%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                       | Parker-Hannifin Corp                                                            | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     24000 | PA      | $23351.28     | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                       | Parker-Hannifin Corp                                                            | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    543000 | PA      | $476672.55    | 0.03%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                    | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    105000 | PA      | $102415.95    | 0.01%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PARTNERRE FINANCE B LLC                    | PartnerRe Finance B LLC                                                         | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |    300000 | PA      | $281820.00    | 0.02%             | 2050-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                   | Mass General Brigham Inc                                                        | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    350000 | PA      | $270375.00    | 0.01%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MASS GENERAL BRIGHAM INC                   | Mass General Brigham Inc                                                        | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $68747.00     | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| PATTERSON-UTI ENERGY INC                   | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    886000 | PA      | $876200.84    | 0.05%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| PATTERSON-UTI ENERGY INC                   | Patterson-UTI Energy Inc                                                        | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213838.00    | 0.01%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: —       |
| PAYCHEX INC                                | Paychex Inc                                                                     | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362512.50    | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                                | Paychex Inc                                                                     | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    150000 | PA      | $157032.00    | 0.01%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    863000 | PA      | $827038.79    | 0.05%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185306.00    | 0.01%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181550.00    | 0.01%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91845.00     | 0.01%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    395000 | PA      | $404792.05    | 0.02%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| PAYPAL HOLDINGS INC                        | PayPal Holdings Inc                                                             | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    133000 | PA      | $129357.13    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PEACEHEALTH OBLIGATED GR                   | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $241329.20    | 0.01%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: —       |
| PEACEHEALTH OBLIGATED GR                   | PeaceHealth Obligated Group                                                     | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $65666.00     | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                       | Pentair Finance Sarl                                                            | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    100000 | PA      | $100440.00    | 0.01%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                       | Pentair Finance Sarl                                                            | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    350000 | PA      | $371567.00    | 0.02%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                | PepsiCo Inc                                                                     | CUSIP: 713448BS6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97501.00     | 0.01%             | 2040-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                | PepsiCo Inc                                                                     | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     46000 | PA      | $39571.50     | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                | PepsiCo Inc                                                                     | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    800000 | PA      | $603296.00    | 0.03%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                | PepsiCo Inc                                                                     | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99001.00     | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                | PepsiCo Inc                                                                     | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1090380.00   | 0.06%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                | PepsiCo Inc                                                                     | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    200000 | PA      | $131634.00    | 0.01%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                | PepsiCo Inc                                                                     | CUSIP: 713448FL7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    119000 | PA      | $118733.44    | 0.01%             | 2028-02-18      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                | PepsiCo Inc                                                                     | CUSIP: 713448FS2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    850000 | PA      | $864552.00    | 0.05%             | 2033-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                | PepsiCo Inc                                                                     | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    525000 | PA      | $508599.00    | 0.03%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                | PepsiCo Inc                                                                     | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152109.00    | 0.01%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                | PepsiCo Inc                                                                     | CUSIP: 713448GH5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    405000 | PA      | $409131.00    | 0.02%             | 2030-07-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| PEPSICO INC                                | PepsiCo Inc                                                                     | CUSIP: 713448GJ1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1829553.75   | 0.10%             | 2032-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO INC                                | PepsiCo Inc                                                                     | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112390.30    | 0.01%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                      | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AA8<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |   1325000 | PA      | $1337335.75   | 0.07%             | 2027-02-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                      | Pepsico Singapore Financing I Pte Ltd                                           | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    270000 | PA      | $274363.20    | 0.02%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                | Revvity Inc                                                                     | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |    584000 | PA      | $562666.48    | 0.03%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REVVITY INC                                | Revvity Inc                                                                     | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45184.00     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy Inc                                                               | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $55191.50     | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                    | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1072000 | PA      | $1086118.24   | 0.06%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                    | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   2460000 | PA      | $2509938.00   | 0.14%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| PFIZER INVESTMENT ENTER                    | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    711000 | PA      | $719005.86    | 0.04%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                    | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    700000 | PA      | $673463.00    | 0.04%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                    | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1800000 | PA      | $1705698.00   | 0.09%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                    | Pfizer Investment Enterprises Pte Ltd                                           | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   1842000 | PA      | $1710186.48   | 0.09%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                 | Pfizer Inc                                                                      | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    620000 | PA      | $740335.80    | 0.04%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                 | Pfizer Inc                                                                      | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445305.00    | 0.02%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                 | Pfizer Inc                                                                      | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    311000 | PA      | $256702.51    | 0.01%             | 2046-12-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                 | Pfizer Inc                                                                      | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     30000 | PA      | $27521.10     | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                 | Pfizer Inc                                                                      | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    105000 | PA      | $83964.30     | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                 | Pfizer Inc                                                                      | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188746.00    | 0.01%             | 2030-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                 | Pfizer Inc                                                                      | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $497832.50    | 0.03%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                 | Pfizer Inc                                                                      | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88319.00     | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                 | Pfizer Inc                                                                      | CUSIP: 717081FD0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    165000 | PA      | $165722.70    | 0.01%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                 | Pfizer Inc                                                                      | CUSIP: 717081FE8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250537.50    | 0.01%             | 2032-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                 | Pfizer Inc                                                                      | CUSIP: 717081FF5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501900.00    | 0.03%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                 | Pfizer Inc                                                                      | CUSIP: 717081FG3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347081.00    | 0.02%             | 2055-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                 | Pfizer Inc                                                                      | CUSIP: 717081FH1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246387.50    | 0.01%             | 2065-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                 | Pfizer Inc                                                                      | CUSIP: 717081FJ7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250845.00    | 0.01%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    210000 | PA      | $186740.40    | 0.01%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    412000 | PA      | $368290.92    | 0.02%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $82413.00     | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      1000 | PA      | $989.03       | 0.00%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    700000 | PA      | $682808.00    | 0.04%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    440000 | PA      | $402925.60    | 0.02%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    770000 | PA      | $786739.80    | 0.04%             | 2027-11-17      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105144.00    | 0.01%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1635206.10   | 0.09%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    473000 | PA      | $488845.50    | 0.03%             | 2030-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    968000 | PA      | $1013118.48   | 0.06%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    177000 | PA      | $186030.54    | 0.01%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    419000 | PA      | $444362.07    | 0.02%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    165000 | PA      | $170954.85    | 0.01%             | 2031-02-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    784000 | PA      | $810757.92    | 0.04%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    570000 | PA      | $575198.40    | 0.03%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155702.15    | 0.01%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172DX4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149809.50    | 0.01%             | 2028-10-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247597.50    | 0.01%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245952.50    | 0.01%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| PHILIP MORRIS INTL INC                     | Philip Morris International Inc                                                 | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151661.30    | 0.01%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                    | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAB4<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |     24000 | PA      | $25122.96     | 0.00%             | 2034-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILLIPS EDISON GROCERY                    | Phillips Edison Grocery Center Operating Partnership I LP                       | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              |  | US        |    200000 | PA      | $204496.00    | 0.01%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                | Phillips 66                                                                     | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50591.50     | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                | Phillips 66                                                                     | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149416.50    | 0.01%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                | Phillips 66                                                                     | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    500000 | PA      | $448870.00    | 0.02%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                | Phillips 66 Co                                                                  | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254805.00    | 0.01%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66                                | Phillips 66 Co                                                                  | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     35000 | PA      | $30571.45     | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                             | Phillips 66 Co                                                                  | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51611.50     | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                             | Phillips 66 Co                                                                  | CUSIP: 718547AW2<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1412190.00   | 0.08%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| PHILLIPS 66 CO                             | Phillips 66 Co                                                                  | CUSIP: 718547AX0<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    537000 | PA      | $496719.63    | 0.03%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66 CO                             | Phillips 66 Co                                                                  | CUSIP: 718547AZ5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98796.00     | 0.01%             | 2056-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| PHILLIPS 66 CO                             | Phillips 66 Co                                                                  | CUSIP: 718547BA9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    853000 | PA      | $850858.97    | 0.05%             | 2056-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                 | DOC DR LLC                                                                      | CUSIP: 71951QAC6<br>LEI: 549300P6Q1UMT0X60U20 | Long             | DBT              |  | US        |    600000 | PA      | $539616.00    | 0.03%             | 2031-11-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                    | Piedmont Healthcare Inc                                                         | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $248591.00    | 0.01%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                    | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44599.00     | 0.00%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                    | Piedmont Natural Gas Co Inc                                                     | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62382.60     | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                   | Piedmont Operating Partnership LP                                               | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    125000 | PA      | $114970.00    | 0.01%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| PIEDMONT OPERATING PARTN                   | Piedmont Operating Partnership LP                                               | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    150000 | PA      | $129013.50    | 0.01%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| PIEDMONT OPERATING PARTN                   | Piedmont Operating Partnership LP                                               | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    100000 | PA      | $106292.00    | 0.01%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| PIEDMONT OPERATING PARTN                   | Piedmont Operating Partnership LP                                               | CUSIP: 720198AK6<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              |  | US        |    250000 | PA      | $252957.50    | 0.01%             | 2033-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                       | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $213540.00    | 0.01%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PILGRIM'S PRIDE CORP                       | Pilgrim's Pride Corp                                                            | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    410000 | PA      | $453525.60    | 0.03%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                      | Pinnacle West Capital Corp                                                      | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     92000 | PA      | $93691.88     | 0.01%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PINNACLE WEST CAPITAL                      | Pinnacle West Capital Corp                                                      | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    680000 | PA      | $700651.60    | 0.04%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                   | Pioneer Natural Resources Co                                                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    550000 | PA      | $498311.00    | 0.03%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                   | Pioneer Natural Resources Co                                                    | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    754000 | PA      | $684375.64    | 0.04%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    207000 | PA      | $189568.53    | 0.01%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $285925.50    | 0.02%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $511008.00    | 0.03%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $174824.00    | 0.01%             | 2045-02-15      | Fixed         | 4.90%                 | 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        |    490000 | PA      | $492920.40    | 0.03%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                   | Plains All American Pipeline LP / PAA Finance Corp                              | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $481065.75    | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| POLARIS INC                                | Polaris Inc                                                                     | CUSIP: 731068AA0<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    763000 | PA      | $808917.34    | 0.04%             | 2029-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| POLARIS INC                                | Polaris Inc                                                                     | CUSIP: 731068AB8<br>LEI: 549300QJSN8UVWN1EI78 | Long             | DBT              | CORP              | US        |    155000 | PA      | $156652.30    | 0.01%             | 2031-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| POTOMAC ELECTRIC POWER                     | Potomac Electric Power Co                                                       | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     75000 | PA      | $77067.75     | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| LINDE INC/CT                               | Linde Inc/CT                                                                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87798.00     | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                   | Precision Castparts Corp                                                        | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83541.00     | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PRECISION CASTPARTS CORP                   | Precision Castparts Corp                                                        | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |    855000 | PA      | $745329.15    | 0.04%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRESBYTERIAN HEALTHC SER                   | Presbyterian Healthcare Services                                                | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88730.00     | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRES & FELLOWS OF HARVAR                   | President and Fellows of Harvard College                                        | CUSIP: 740816AS2<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    850000 | PA      | $877446.50    | 0.05%             | 2030-03-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| PRES & FELLOWS OF HARVAR                   | President and Fellows of Harvard College                                        | CUSIP: 740816AT0<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105012.00    | 0.01%             | 2036-03-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group Inc                                                   | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     17000 | PA      | $14610.99     | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group Inc                                                   | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    180000 | PA      | $151380.00    | 0.01%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                    | Principal Financial Group Inc                                                   | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    300000 | PA      | $313422.00    | 0.02%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co/The                                                         | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395816.00    | 0.02%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co/The                                                         | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $1193679.60   | 0.07%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co/The                                                         | CUSIP: 742718FV6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245482.50    | 0.01%             | 2027-02-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co/The                                                         | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50764.00     | 0.00%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co/The                                                         | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442323.20    | 0.02%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co/The                                                         | CUSIP: 742718GP8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497105.00    | 0.03%             | 2032-11-03      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE CO/THE                    | Procter & Gamble Co/The                                                         | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    500000 | PA      | $493870.00    | 0.03%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROGRESS ENERGY INC                        | Progress Energy Inc                                                             | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    400000 | PA      | $423448.00    | 0.02%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                           | Progressive Corp/The                                                            | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     86000 | PA      | $92657.26     | 0.01%             | 2029-03-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                           | Progressive Corp/The                                                            | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    118000 | PA      | $130526.88    | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| PROGRESSIVE CORP                           | Progressive Corp/The                                                            | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    185000 | PA      | $160959.25    | 0.01%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                           | Progressive Corp/The                                                            | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    210000 | PA      | $173749.80    | 0.01%             | 2047-04-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                           | Progressive Corp/The                                                            | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205120.00    | 0.01%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| PROLOGIS LP                                | Prologis LP                                                                     | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    815000 | PA      | $686735.30    | 0.04%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                                                     | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    850000 | PA      | $789157.00    | 0.04%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                                                     | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    114000 | PA      | $109009.08    | 0.01%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                                                     | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     15000 | PA      | $13278.90     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                                                     | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     15000 | PA      | $10017.75     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                                                     | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    200000 | PA      | $190240.00    | 0.01%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                                                     | CUSIP: 74340XCK5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    600000 | PA      | $570666.00    | 0.03%             | 2054-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                                                     | CUSIP: 74340XCQ2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    176000 | PA      | $179910.72    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                | Prologis LP                                                                     | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |    327000 | PA      | $337277.61    | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                    | Providence St Joseph Health Obligated Group                                     | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $155228.00    | 0.01%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                    | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    305000 | PA      | $180865.00    | 0.01%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| PROV ST JOSEPH HLTH OBL                    | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1030400.00   | 0.06%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PROV ST JOSEPH HLTH OBL                    | Providence St Joseph Health Obligated Group                                     | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $124122.00    | 0.01%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial Inc                                                        | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    925000 | PA      | $716939.75    | 0.04%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial Inc                                                        | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    929000 | PA      | $864824.68    | 0.05%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial Inc                                                        | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1602480.00   | 0.09%             | 2053-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial Inc                                                        | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    242000 | PA      | $255363.24    | 0.01%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                   | Prudential Financial Inc                                                        | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     43000 | PA      | $44102.09     | 0.00%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                    | Public Service Co of Colorado                                                   | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     85000 | PA      | $94782.65     | 0.01%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                    | Public Service Co of Colorado                                                   | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1483000 | PA      | $1178881.19   | 0.07%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                    | Public Service Co of Colorado                                                   | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133422.00    | 0.01%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                    | Public Service Co of Colorado                                                   | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    100000 | PA      | $60289.00     | 0.00%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                    | Public Service Co of Colorado                                                   | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    165000 | PA      | $137687.55    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                    | Public Service Co of Colorado                                                   | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1919532.60   | 0.11%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                    | Public Service Co of Colorado                                                   | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    934000 | PA      | $935886.68    | 0.05%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                    | Public Service Co of Colorado                                                   | CUSIP: 744448DB4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1066821.00   | 0.06%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                    | Public Service Co of Colorado                                                   | CUSIP: 744448DC2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253395.00    | 0.01%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                           | Public Service Co of New Hampshire                                              | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    217000 | PA      | $200955.02    | 0.01%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                    | Public Service Co of Oklahoma                                                   | CUSIP: 744533BM1<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26617.50     | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                    | Public Service Co of Oklahoma                                                   | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    955000 | PA      | $979820.45    | 0.05%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| PUB SVC NEW HAMP                           | Public Service Co of New Hampshire                                              | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     99000 | PA      | $88829.73     | 0.00%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                           | Public Service Co of New Hampshire                                              | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    555000 | PA      | $579120.30    | 0.03%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                           | Public Service Co of New Hampshire                                              | CUSIP: 744538AH2<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100912.00    | 0.01%             | 2028-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    203000 | PA      | $162761.34    | 0.01%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QBB1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    100000 | PA      | $81670.00     | 0.00%             | 2043-01-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102612.90    | 0.01%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QCA2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     20000 | PA      | $13722.00     | 0.00%             | 2049-08-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    355000 | PA      | $362930.70    | 0.02%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    749000 | PA      | $753097.03    | 0.04%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     45000 | PA      | $42092.10     | 0.00%             | 2053-03-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    111000 | PA      | $115161.39    | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     60000 | PA      | $58710.00     | 0.00%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147057.00    | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                    | Public Service Electric and Gas Co                                              | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    140000 | PA      | $134001.00    | 0.01%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                   | Public Service Enterprise Group Inc                                             | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    225000 | PA      | $234983.25    | 0.01%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                   | Public Service Enterprise Group Inc                                             | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    285000 | PA      | $306885.15    | 0.02%             | 2033-10-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                   | Public Service Enterprise Group Inc                                             | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462735.00    | 0.03%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                   | Public Service Enterprise Group Inc                                             | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    241000 | PA      | $249172.31    | 0.01%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co                                                     | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |     80000 | PA      | $78299.20     | 0.00%             | 2029-05-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co                                                     | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    239000 | PA      | $213240.58    | 0.01%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co                                                     | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    250000 | PA      | $226200.00    | 0.01%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co                                                     | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    200000 | PA      | $193440.00    | 0.01%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| PUBLIC STORAGE OP CO                       | Public Storage Operating Co                                                     | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              |  | US        |    850000 | PA      | $857250.50    | 0.05%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                           | Puget Energy Inc                                                                | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195872.00    | 0.01%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUGET ENERGY INC                           | Puget Energy Inc                                                                | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    650000 | PA      | $666997.50    | 0.04%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                     | Puget Sound Energy Inc                                                          | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    160000 | PA      | $174856.00    | 0.01%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                     | Puget Sound Energy Inc                                                          | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    337000 | PA      | $280239.09    | 0.02%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                     | Puget Sound Energy Inc                                                          | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     50000 | PA      | $33926.50     | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                     | Puget Sound Energy Inc                                                          | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    459000 | PA      | $455938.47    | 0.03%             | 2054-06-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                             | PulteGroup Inc                                                                  | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    324000 | PA      | $379880.28    | 0.02%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                             | PulteGroup Inc                                                                  | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $329148.00    | 0.02%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| PULTEGROUP INC                             | PulteGroup Inc                                                                  | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    408000 | PA      | $410876.40    | 0.02%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| QORVO INC                                  | Qorvo Inc                                                                       | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   1090000 | PA      | $1072723.50   | 0.06%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                               | QUALCOMM Inc                                                                    | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    648000 | PA      | $644779.44    | 0.04%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                               | QUALCOMM Inc                                                                    | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $84035.00     | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                               | QUALCOMM Inc                                                                    | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    680000 | PA      | $470315.20    | 0.03%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                               | QUALCOMM Inc                                                                    | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    275000 | PA      | $253330.00    | 0.01%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                               | QUALCOMM Inc                                                                    | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    144000 | PA      | $123010.56    | 0.01%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                               | QUALCOMM Inc                                                                    | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    280000 | PA      | $296598.40    | 0.02%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| QUALCOMM INC                               | QUALCOMM Inc                                                                    | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    499000 | PA      | $525242.41    | 0.03%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                               | QUALCOMM Inc                                                                    | CUSIP: 747525BU6<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    320000 | PA      | $325363.20    | 0.02%             | 2030-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                               | QUALCOMM Inc                                                                    | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357385.00    | 0.02%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                               | QUALCOMM Inc                                                                    | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    420000 | PA      | $426426.00    | 0.02%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| QUANTA SERVICES INC                        | Quanta Services Inc                                                             | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $93685.00     | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services Inc                                                             | CUSIP: 74762EAJ1<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     83000 | PA      | $61514.62     | 0.00%             | 2041-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services Inc                                                             | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102710.00    | 0.01%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services Inc                                                             | CUSIP: 74762EAM4<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100529.00    | 0.01%             | 2028-08-09      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services Inc                                                             | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    290000 | PA      | $290287.10    | 0.02%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                        | Quanta Services Inc                                                             | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150457.50    | 0.01%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                      | Quest Diagnostics Inc                                                           | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    450000 | PA      | $498240.00    | 0.03%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                           | RELX Capital Inc                                                                | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407788.00    | 0.02%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                      | RPM International Inc                                                           | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    365000 | PA      | $363331.95    | 0.02%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RPM INTERNATIONAL INC                      | RPM International Inc                                                           | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    552000 | PA      | $499802.88    | 0.03%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                          | Ralph Lauren Corp                                                               | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359761.50    | 0.02%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                    | Raymond James Financial Inc                                                     | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    355000 | PA      | $325197.75    | 0.02%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RAYMOND JAMES FINANCIAL                    | Raymond James Financial Inc                                                     | CUSIP: 754730AK5<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225400.00    | 0.01%             | 2055-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| RAYONIER LP                                | Rayonier LP                                                                     | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              |  | US        |     96000 | PA      | $86526.72     | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                   | RTX Corp                                                                        | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    388000 | PA      | $261209.36    | 0.01%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                   | RTX Corp                                                                        | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    333000 | PA      | $322304.04    | 0.02%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                   | RTX Corp                                                                        | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18683.40     | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                   | RTX Corp                                                                        | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    895000 | PA      | $820920.85    | 0.05%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                   | RTX Corp                                                                        | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    305000 | PA      | $258152.00    | 0.01%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                   | RTX Corp                                                                        | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267192.00    | 0.01%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                   | RTX Corp                                                                        | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    376000 | PA      | $389261.52    | 0.02%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                   | RTX Corp                                                                        | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192022.00    | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                   | RTX Corp                                                                        | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    898000 | PA      | $983229.18    | 0.05%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                   | RTX Corp                                                                        | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    700000 | PA      | $770476.00    | 0.04%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp                                                              | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    240000 | PA      | $211915.20    | 0.01%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp                                                              | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    882000 | PA      | $839425.86    | 0.05%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp                                                              | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     50000 | PA      | $47986.00     | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp                                                              | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    495000 | PA      | $525363.30    | 0.03%             | 2032-10-13      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp                                                              | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    160000 | PA      | $159179.20    | 0.01%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp                                                              | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    311000 | PA      | $280823.67    | 0.02%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp                                                              | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    410000 | PA      | $417240.60    | 0.02%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp                                                              | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    100000 | PA      | $102497.00    | 0.01%             | 2034-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp                                                              | CUSIP: 756109CW2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    635000 | PA      | $632974.35    | 0.04%             | 2029-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                         | Realty Income Corp                                                              | CUSIP: 756109CX0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |    320000 | PA      | $316784.00    | 0.02%             | 2033-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                         | Regal Rexnord Corp                                                              | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    550000 | PA      | $568601.00    | 0.03%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                         | Regal Rexnord Corp                                                              | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    600000 | PA      | $645366.00    | 0.04%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                         | Regency Centers LP                                                              | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    248000 | PA      | $248627.44    | 0.01%             | 2028-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                         | Regency Centers LP                                                              | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    100000 | PA      | $95847.00     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                         | Regency Centers LP                                                              | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    250000 | PA      | $257002.50    | 0.01%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| REGENCY CENTERS LP                         | Regency Centers LP                                                              | CUSIP: 75884RBD4<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    250000 | PA      | $256060.00    | 0.01%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                   | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    160000 | PA      | $142648.00    | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICAL                   | Regeneron Pharmaceuticals Inc                                                   | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    700000 | PA      | $428736.00    | 0.02%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| REGIONS BANK                               | Regions Bank/Birmingham AL                                                      | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |    900000 | PA      | $974052.00    | 0.05%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| REINSURANCE GRP OF AMER                    | Reinsurance Group of America Inc                                                | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189304.00    | 0.01%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                   | RenaissanceRe Holdings Ltd                                                      | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |   1273000 | PA      | $1331328.86   | 0.07%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                      | Republic Services Inc                                                           | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $551905.00    | 0.03%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                      | Republic Services Inc                                                           | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $185834.00    | 0.01%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                      | Republic Services Inc                                                           | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    762000 | PA      | $781118.58    | 0.04%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                      | Republic Services Inc                                                           | CUSIP: 760759BH2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103355.00    | 0.01%             | 2033-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                      | Republic Services Inc                                                           | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     56000 | PA      | $57828.40     | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REXFORD INDUSTRIAL REALT                   | Rexford Industrial Realty LP                                                    | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              |  | US        |    293000 | PA      | $262091.43    | 0.01%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| REYNOLDS AMERICAN INC                      | Reynolds American Inc                                                           | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    306000 | PA      | $353527.92    | 0.02%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                      | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    182000 | PA      | $195817.44    | 0.01%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA LTD                      | Rio Tinto Finance USA Ltd                                                       | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $124080.00    | 0.01%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                      | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     49000 | PA      | $42125.79     | 0.00%             | 2042-08-21      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                      | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    306000 | PA      | $314124.30    | 0.02%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                      | Rio Tinto Finance USA PLC                                                       | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    274000 | PA      | $255609.12    | 0.01%             | 2053-03-09      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                      | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1153000 | PA      | $1166247.97   | 0.06%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                      | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $309384.00    | 0.02%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                      | RIO TINTO FIN USA PLC                                                           | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    275000 | PA      | $284022.75    | 0.02%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                        | Rockwell Automation Inc                                                         | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    230000 | PA      | $226280.90    | 0.01%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                        | Rockwell Automation Inc                                                         | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    110000 | PA      | $63357.80     | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications Inc                                                       | CUSIP: 775109AZ4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $32991.70     | 0.00%             | 2043-10-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications Inc                                                       | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $89091.00     | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications Inc                                                       | CUSIP: 775109BN0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $39590.00     | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications Inc                                                       | CUSIP: 775109CG4<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    845000 | PA      | $836828.85    | 0.05%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications Inc                                                       | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $329945.00    | 0.02%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications Inc                                                       | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $85436.00     | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications Inc                                                       | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $79809.00     | 0.00%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                   | Rogers Communications Inc                                                       | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    979000 | PA      | $986704.73    | 0.05%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                     | Roper Technologies Inc                                                          | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    135000 | PA      | $135567.00    | 0.01%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                     | Roper Technologies Inc                                                          | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402976.00    | 0.02%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| NATWEST GROUP PLC                          | NatWest Group PLC                                                               | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1780000 | PA      | $1809654.80   | 0.10%             | 2029-05-18      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                          | NatWest Group PLC                                                               | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    742000 | PA      | $744893.80    | 0.04%             | 2030-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                          | NatWest Group PLC                                                               | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $817776.00    | 0.05%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                    | Royal Caribbean Cruises Ltd                                                     | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    800000 | PA      | $844840.00    | 0.05%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99882.00     | 0.01%             | 2027-05-04      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $194094.00    | 0.01%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    536000 | PA      | $556410.88    | 0.03%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    183000 | PA      | $186720.39    | 0.01%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    363000 | PA      | $373447.14    | 0.02%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $563216.50    | 0.03%             | 2030-08-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $916236.00    | 0.05%             | 2029-01-24      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78017DAF5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $428570.00    | 0.02%             | 2028-03-27      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201868.00    | 0.01%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1125000 | PA      | $1126282.50   | 0.06%             | 2028-11-03      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78017DAQ1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $995170.00    | 0.06%             | 2031-11-03      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    968000 | PA      | $976963.68    | 0.05%             | 2028-10-18      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | Royal Bank of Canada                                                            | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    556000 | PA      | $563594.96    | 0.03%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                    | Royal Caribbean Cruises Ltd                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    135000 | PA      | $135588.60    | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $408109.50    | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $552824.00    | 0.03%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    100000 | PA      | $102447.00    | 0.01%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    244000 | PA      | $240837.76    | 0.01%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAU7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     42000 | PA      | $42238.98     | 0.00%             | 2035-09-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAV5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    125000 | PA      | $124173.75    | 0.01%             | 2055-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| RUSH SYSTEM FOR HEALTH                     | Rush System for Health Obligated Group                                          | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $277586.40    | 0.02%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System Inc                                                                | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    119000 | PA      | $117468.47    | 0.01%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System Inc                                                                | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    566000 | PA      | $631757.88    | 0.04%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                           | Ryder System Inc                                                                | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    595000 | PA      | $609387.10    | 0.03%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RYDER SYSTEM INC                           | Ryder System Inc                                                                | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34665.38     | 0.00%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| RYDER SYSTEM INC                           | Ryder System Inc                                                                | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398420.00    | 0.02%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                             | S&P Global Inc                                                                  | CUSIP: 78409VAM6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    670000 | PA      | $663722.10    | 0.04%             | 2027-01-22      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                             | S&P Global Inc                                                                  | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87936.00     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| S&P GLOBAL INC                             | S&P Global Inc                                                                  | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    800000 | PA      | $737888.00    | 0.04%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                             | S&P Global Inc                                                                  | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174576.50    | 0.01%             | 2035-12-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                             | S&P Global Inc                                                                  | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245075.95    | 0.01%             | 2031-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                   | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   2430975 | PA      | $2560545.97   | 0.14%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SABRA HEALTH CARE LP                       | Sabra Health Care LP                                                            | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              |  | US        |     75000 | PA      | $68589.00     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| SAFEHOLD GL HOLDINGS LLC                   | Safehold GL Holdings LLC                                                        | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              |  | US        |   1000000 | PA      | $1060700.00   | 0.06%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos Inc/The                                                           | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    261000 | PA      | $300121.29    | 0.02%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                             | Salesforce Inc                                                                  | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236822.50    | 0.01%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                             | Salesforce Inc                                                                  | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    245000 | PA      | $218074.50    | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                             | Salesforce Inc                                                                  | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    560000 | PA      | $406128.80    | 0.02%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                             | Salesforce Inc                                                                  | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    500000 | PA      | $317105.00    | 0.02%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    692000 | PA      | $528044.44    | 0.03%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $852854.80    | 0.05%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |   2197000 | PA      | $1961327.81   | 0.11%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| SAN DIEGO G & E                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    690000 | PA      | $653216.10    | 0.04%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                            | San Diego Gas & Electric Co                                                     | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    165000 | PA      | $160710.00    | 0.01%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                            | Sands China Ltd                                                                 | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $101802.00    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                            | Sands China Ltd                                                                 | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    425000 | PA      | $402186.00    | 0.02%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| SANDS CHINA LTD                            | Sands China Ltd                                                                 | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    100000 | PA      | $92083.00     | 0.01%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                                                       | CUSIP: 801060AE4<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $350490.00    | 0.02%             | 2027-11-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| SANOFI SA                                  | Sanofi SA                                                                       | CUSIP: 801060AG9<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    580000 | PA      | $580440.80    | 0.03%             | 2028-11-03      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                  | Sanofi SA                                                                       | CUSIP: 801060AJ3<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    350000 | PA      | $349426.00    | 0.02%             | 2032-11-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                   | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     95000 | PA      | $94392.00     | 0.01%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                   | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    229000 | PA      | $210192.23    | 0.01%             | 2032-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                   | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    532000 | PA      | $522791.08    | 0.03%             | 2028-01-11      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                   | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    325000 | PA      | $339599.00    | 0.02%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                   | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    650000 | PA      | $657228.00    | 0.04%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                   | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200124.00    | 0.01%             | 2029-09-22      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                   | Santander UK Group Holdings PLC                                                 | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $173985.00    | 0.01%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA Inc                                                      | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98296.00     | 0.01%             | 2028-01-06      | Fixed         | 2.49%                 | No            |                  2 | On Loan: —       |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA Inc                                                      | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1002000 | PA      | $1044384.60   | 0.06%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA Inc                                                      | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1485000 | PA      | $1552404.15   | 0.09%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA Inc                                                      | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    255000 | PA      | $285533.70    | 0.02%             | 2031-11-09      | Fixed         | 7.66%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA Inc                                                      | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    386000 | PA      | $402204.28    | 0.02%             | 2030-01-09      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA Inc                                                      | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    263000 | PA      | $268943.80    | 0.01%             | 2030-09-06      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                     | Santander Holdings USA Inc                                                      | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    603000 | PA      | $616296.15    | 0.03%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp/The                                                         | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    258000 | PA      | $236286.72    | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp/The                                                         | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103809.00    | 0.01%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp/The                                                         | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1177671.00   | 0.07%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp/The                                                         | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1388000 | PA      | $1512711.80   | 0.08%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp/The                                                         | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    156000 | PA      | $164973.12    | 0.01%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp/The                                                         | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499115.00    | 0.03%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp/The                                                         | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497815.00    | 0.03%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SEATTLE CHILDREN HOSP                      | Seattle Children's Hospital                                                     | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |     70000 | PA      | $43270.50     | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: —       |
| SELECTIVE INSURANCE GROU                   | Selective Insurance Group Inc                                                   | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104839.00    | 0.01%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                     | Sempra                                                                          | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $85962.00     | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                     | Sempra                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147265.50    | 0.01%             | 2052-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                     | Sempra                                                                          | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102053.00    | 0.01%             | 2055-04-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                                                  | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     91000 | PA      | $73186.75     | 0.00%             | 2042-08-21      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| SHELL INTERNATIONAL FIN                    | Shell International Finance BV                                                  | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $148078.00    | 0.01%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance US Inc                                                            | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1599000 | PA      | $1378817.70   | 0.08%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance US Inc                                                            | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $379092.00    | 0.02%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance US Inc                                                            | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1226000 | PA      | $1096448.58   | 0.06%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance US Inc                                                            | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1100648.00   | 0.06%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance US Inc                                                            | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $169794.00    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance US Inc                                                            | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $138076.00    | 0.01%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance US Inc                                                            | CUSIP: 822905AN5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     90000 | PA      | $89996.40     | 0.00%             | 2030-11-06      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance US Inc                                                            | CUSIP: 822905AQ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $249462.50    | 0.01%             | 2036-01-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| SHELL FINANCE US INC                       | Shell Finance US Inc                                                            | CUSIP: 822905AR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1288000 | PA      | $1287188.56   | 0.07%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SHELL FINANCE US INC                       | Shell Finance US Inc                                                            | CUSIP: 822905AZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $282412.20    | 0.02%             | 2049-11-07      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                        | Sherwin-Williams Co/The                                                         | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     44000 | PA      | $43683.20     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                        | Sherwin-Williams Co/The                                                         | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   1757000 | PA      | $1768965.17   | 0.10%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                        | Sherwin-Williams Co/The                                                         | CUSIP: 824348BV7<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    764000 | PA      | $770960.04    | 0.04%             | 2030-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| SIERRA PACIFIC POWER CO                    | Sierra Pacific Power Co                                                         | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200490.00    | 0.01%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SIMMONS FIRST NTL CORP                     | Simmons First National Corp                                                     | CUSIP: 828730AC5<br>LEI: 549300IVR5AJKUVOGN05 | Long             | DBT              | CORP              | US        |    160000 | PA      | $161480.00    | 0.01%             | 2035-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                                         | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     15000 | PA      | $13818.75     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                                         | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    500000 | PA      | $421290.00    | 0.02%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                                         | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1050000 | PA      | $945892.50    | 0.05%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                                         | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    150000 | PA      | $158059.50    | 0.01%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                                         | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   1219000 | PA      | $1337767.17   | 0.07%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                                         | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    200000 | PA      | $223814.00    | 0.01%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                                         | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    800000 | PA      | $811856.00    | 0.04%             | 2035-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: —       |
| SIRIUSPOINT LTD                            | SiriusPoint Ltd                                                                 | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |    317000 | PA      | $335931.24    | 0.02%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET LENDING PAR                   | Sixth Street Lending Partners                                                   | CUSIP: 829932AB8<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    380000 | PA      | $393725.60    | 0.02%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                   | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    255000 | PA      | $258774.00    | 0.01%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                   | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707392.00    | 0.04%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                   | South Bow USA Infrastructure Holdings LLC                                       | CUSIP: 83007CAH5<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144444.00    | 0.01%             | 2054-10-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET SPECIALTY                     | Sixth Street Specialty Lending Inc                                              | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126343.75    | 0.01%             | 2030-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                     | Skyworks Solutions Inc                                                          | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    687000 | PA      | $623239.53    | 0.03%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SMITH & NEPHEW PLC                         | Smith & Nephew PLC                                                              | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $151707.00    | 0.01%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                              | J M Smucker Co/The                                                              | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    120000 | PA      | $113144.40    | 0.01%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                              | J M Smucker Co/The                                                              | CUSIP: 832696AP3<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     25000 | PA      | $20920.50     | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                              | J M Smucker Co/The                                                              | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    117000 | PA      | $101272.86    | 0.01%             | 2032-03-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                              | J M Smucker Co/The                                                              | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    553000 | PA      | $599275.04    | 0.03%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| JM SMUCKER CO                              | J M Smucker Co/The                                                              | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    365000 | PA      | $394951.90    | 0.02%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| SMURFIT KAPPA TREASURY                     | Smurfit Kappa Treasury ULC                                                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    225000 | PA      | $232962.75    | 0.01%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: —       |
| SMURFIT WESTROCK FIN                       | Smurfit Westrock Financing DAC                                                  | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1007520.00   | 0.06%             | 2036-01-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: —       |
| SNAP-ON INC                                | Snap-on Inc                                                                     | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198480.00    | 0.01%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                | Snap-on Inc                                                                     | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |    450000 | PA      | $370476.00    | 0.02%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| SOLVENTUM CORP                             | Solventum Corp                                                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    682000 | PA      | $706592.92    | 0.04%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                             | Solventum Corp                                                                  | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    600000 | PA      | $624714.00    | 0.03%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                         | Sonoco Products Co                                                              | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94607.00     | 0.01%             | 2030-05-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                         | Sonoco Products Co                                                              | CUSIP: 835495AP7<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $90273.00     | 0.01%             | 2032-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| SONOCO PRODUCTS CO                         | Sonoco Products Co                                                              | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50415.50     | 0.00%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                      | Dominion Energy South Carolina Inc                                              | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    425000 | PA      | $442408.00    | 0.02%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH                      | Dominion Energy South Carolina Inc                                              | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |    465000 | PA      | $413013.00    | 0.02%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHSTATE BANK CORP                       | SOUTHSTATE BANK CORP                                                            | CUSIP: 840441AA7<br>LEI: 549300JZUANXM0YQ4W53 | Long             | DBT              | CORP              | US        |    600000 | PA      | $628872.00    | 0.03%             | 2035-06-13      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    292000 | PA      | $255730.68    | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    341000 | PA      | $271620.14    | 0.02%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    451000 | PA      | $346313.88    | 0.02%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    183000 | PA      | $137577.57    | 0.01%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    186000 | PA      | $141315.36    | 0.01%             | 2048-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    900000 | PA      | $755451.00    | 0.04%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1134587.50   | 0.06%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     69000 | PA      | $61897.83     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    394000 | PA      | $354639.40    | 0.02%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021210.00   | 0.06%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    326000 | PA      | $303007.22    | 0.02%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     37000 | PA      | $35494.10     | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |   1016000 | PA      | $1051783.52   | 0.06%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196019.85    | 0.01%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    756000 | PA      | $709120.44    | 0.04%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385708.00    | 0.02%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                        | Southern California Edison Co                                                   | CUSIP: 842400JK0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201098.00    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                      | Southern California Gas Co                                                      | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    560000 | PA      | $557575.20    | 0.03%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIF GAS CO                      | Southern California Gas Co                                                      | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197856.50    | 0.01%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CALIF GAS CO                      | Southern California Gas Co                                                      | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    496000 | PA      | $509982.24    | 0.03%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                | Southern Co/The                                                                 | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    277000 | PA      | $259446.51    | 0.01%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                | Southern Co/The                                                                 | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $211958.00    | 0.01%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                | Southern Co/The                                                                 | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203582.00    | 0.01%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                | Southern Co/The                                                                 | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    450000 | PA      | $462501.00    | 0.03%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                | Southern Co/The                                                                 | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    285000 | PA      | $300287.40    | 0.02%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                                | Southern Co/The                                                                 | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    775000 | PA      | $807968.50    | 0.04%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                       | Southern Copper Corp                                                            | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $294280.00    | 0.02%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                       | Southern Copper Corp                                                            | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    912000 | PA      | $1029310.56   | 0.06%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                       | Southern Copper Corp                                                            | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    142000 | PA      | $135744.90    | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COPPER CORP                       | Southern Copper Corp                                                            | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    620000 | PA      | $635735.60    | 0.04%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CO GAS CAPITAL                    | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83360.00     | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                    | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     20000 | PA      | $12984.20     | 0.00%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                    | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAJ7<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     70000 | PA      | $70035.70     | 0.00%             | 2028-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                    | Southern Co Gas Capital Corp                                                    | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75590.25     | 0.00%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                          | Southern Power Co                                                               | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124800.00    | 0.01%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| SOUTHERN POWER CO                          | Southern Power Co                                                               | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24747.25     | 0.00%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                      | Southwest Airlines Co                                                           | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92913.00     | 0.01%             | 2030-02-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                      | Southwest Airlines Co                                                           | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303738.00    | 0.02%             | 2027-06-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                      | Southwest Airlines Co                                                           | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365730.00    | 0.02%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                      | Southwest Airlines Co                                                           | CUSIP: 844741BM9<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244655.00    | 0.01%             | 2035-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                         | Southwest Gas Corp                                                              | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |    128000 | PA      | $123496.96    | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                    | Southwestern Electric Power Co                                                  | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106288.00    | 0.01%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                    | Southwestern Electric Power Co                                                  | CUSIP: 845437BQ4<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    450000 | PA      | $335605.50    | 0.02%             | 2048-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                         | Expand Energy Corp                                                              | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    811000 | PA      | $823327.20    | 0.05%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN PUBLIC SERV                   | Southwestern Public Service Co                                                  | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70848.00     | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                        | Sprint Capital Corp                                                             | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    220000 | PA      | $236128.20    | 0.01%             | 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        |    761000 | PA      | $920749.12    | 0.05%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                       | Stanford Health Care                                                            | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    475000 | PA      | $369027.50    | 0.02%             | 2048-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| STANFORD HEALTH CARE                       | Stanford Health Care                                                            | CUSIP: 85434VAB4<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |    300000 | PA      | $290067.00    | 0.02%             | 2030-08-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| STANFORD UNIVERSITY                        | Leland Stanford Junior University/The                                           | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     25000 | PA      | $19718.25     | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker Inc                                                      | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    700000 | PA      | $615251.00    | 0.03%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker Inc                                                      | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    650000 | PA      | $595348.00    | 0.03%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| STANLEY BLACK & DECKER I                   | Stanley Black & Decker Inc                                                      | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    194000 | PA      | $115199.14    | 0.01%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                             | Starbucks Corp                                                                  | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    734000 | PA      | $610078.78    | 0.03%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                             | Starbucks Corp                                                                  | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $746720.00    | 0.04%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                             | Starbucks Corp                                                                  | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83488.00     | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                             | Starbucks Corp                                                                  | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    155000 | PA      | $151458.25    | 0.01%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                             | Starbucks Corp                                                                  | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92184.00     | 0.01%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                             | Starbucks Corp                                                                  | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10282.90     | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                             | Starbucks Corp                                                                  | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103907.00    | 0.01%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| STARBUCKS CORP                             | Starbucks Corp                                                                  | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    661000 | PA      | $667656.27    | 0.04%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                         | Steel Dynamics Inc                                                              | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214410.00    | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                         | Steel Dynamics Inc                                                              | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99730.00     | 0.01%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                         | Steel Dynamics Inc                                                              | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274727.75    | 0.02%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STERIS PLC                                 | STERIS Irish FinCo UnLtd Co                                                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    130000 | PA      | $96369.00     | 0.01%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| STEWART INFORMATION SERV                   | Stewart Information Services Corp                                               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |    210000 | PA      | $185648.40    | 0.01%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                          | Store Capital LLC                                                               | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    306000 | PA      | $306792.54    | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                          | Store Capital LLC                                                               | CUSIP: 862121AD2<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    200000 | PA      | $176584.00    | 0.01%             | 2031-12-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| STORE CAPITAL LLC                          | Store Capital LLC                                                               | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              |  | US        |    200000 | PA      | $203606.00    | 0.01%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                               | Stryker Corp                                                                    | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89371.00     | 0.00%             | 2046-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                               | Stryker Corp                                                                    | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014020.00   | 0.06%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                               | Stryker Corp                                                                    | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    160000 | PA      | $164164.80    | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| STRYKER CORP                               | Stryker Corp                                                                    | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    135000 | PA      | $138750.30    | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $91059.00     | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    270000 | PA      | $287423.10    | 0.02%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $315513.00    | 0.02%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDB3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    750000 | PA      | $781732.50    | 0.04%             | 2028-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDG2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    450000 | PA      | $468729.00    | 0.03%             | 2028-09-14      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    244000 | PA      | $261050.72    | 0.01%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1815000 | PA      | $1895858.25   | 0.11%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDU1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    264000 | PA      | $279541.68    | 0.02%             | 2035-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MDY3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1010160.00   | 0.06%             | 2031-07-08      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | Sumitomo Mitsui Financial Group Inc                                             | CUSIP: 86562MDZ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1229000 | PA      | $1250446.05   | 0.07%             | 2033-07-08      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                   | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MEA4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1024320.00   | 0.06%             | 2036-07-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| SUMITOMO MITSUI FINL GRP                   | SUMITOMO MITSUI FINL GRP                                                        | CUSIP: 86562MEB2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    600000 | PA      | $608082.00    | 0.03%             | 2046-07-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| SUNCOR ENERGY INC                          | Suncor Energy Inc                                                               | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     93000 | PA      | $70679.07     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy Inc                                                               | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $17814.00     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| SUNCOR ENERGY INC                          | Suncor Energy Inc                                                               | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $336858.00    | 0.02%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| SUNCOR ENERGY INC                          | Suncor Energy Inc                                                               | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $166794.00    | 0.01%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194881.05    | 0.01%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    569000 | PA      | $517055.99    | 0.03%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     47000 | PA      | $42582.47     | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224695.00    | 0.01%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                              | Sutter Health                                                                   | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99260.00     | 0.01%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                              | Sutter Health                                                                   | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    345000 | PA      | $317368.95    | 0.02%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                              | Sutter Health                                                                   | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    892000 | PA      | $917734.20    | 0.05%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                              | Sutter Health                                                                   | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    570000 | PA      | $590907.60    | 0.03%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| SUTTER HEALTH                              | Sutter Health                                                                   | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    125000 | PA      | $130548.75    | 0.01%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| SUZANO NETHERLANDS BV                      | Suzano Netherlands BV                                                           | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |    145000 | PA      | $143503.60    | 0.01%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                        | Suzano Austria GmbH                                                             | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    559000 | PA      | $559117.39    | 0.03%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                        | Suzano Austria GmbH                                                             | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |   1216000 | PA      | $1146396.16   | 0.06%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                        | Suzano Austria GmbH                                                             | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    200000 | PA      | $178640.00    | 0.01%             | 2032-01-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: —       |
| SUZANO AUSTRIA GMBH                        | Suzano Austria GmbH                                                             | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     50000 | PA      | $47239.50     | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                               | Synopsys Inc                                                                    | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    196000 | PA      | $197387.68    | 0.01%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                               | Synopsys Inc                                                                    | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    510000 | PA      | $517032.90    | 0.03%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                               | Synopsys Inc                                                                    | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    168000 | PA      | $171541.44    | 0.01%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                               | Synopsys Inc                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   1064000 | PA      | $1056349.84   | 0.06%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                             | TD SYNNEX Corp                                                                  | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95181.00     | 0.01%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                             | TD SYNNEX Corp                                                                  | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    751000 | PA      | $793393.95    | 0.04%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                             | TD SYNNEX Corp                                                                  | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    160000 | PA      | $159652.80    | 0.01%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                             | TD SYNNEX Corp                                                                  | CUSIP: 87162WAN0<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247837.50    | 0.01%             | 2035-10-10      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| SYNOVUS BANK GA                            | Synovus Bank/Columbus GA                                                        | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |   1027000 | PA      | $1047981.61   | 0.06%             | 2028-02-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                                             | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    192000 | PA      | $199764.48    | 0.01%             | 2030-08-02      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                                             | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204930.00    | 0.01%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                                             | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    118000 | PA      | $119456.12    | 0.01%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| SYNCHRONY FINANCIAL                        | Synchrony Financial                                                             | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    522000 | PA      | $535890.42    | 0.03%             | 2036-07-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                          | Sysco Corp                                                                      | CUSIP: 871829AY3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9033.00      | 0.00%             | 2045-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                          | Sysco Corp                                                                      | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    148000 | PA      | $127055.04    | 0.01%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                          | Sysco Corp                                                                      | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     41000 | PA      | $40598.61     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                          | Sysco Corp                                                                      | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    275000 | PA      | $191488.00    | 0.01%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                          | Sysco Corp                                                                      | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    103000 | PA      | $95851.80     | 0.01%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                          | Sysco Corp                                                                      | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    380000 | PA      | $397179.80    | 0.02%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| SYSCO CORPORATION                          | Sysco Corp                                                                      | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    210000 | PA      | $227091.90    | 0.01%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                          | Sysco Corp                                                                      | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103188.00    | 0.01%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                    | Carlyle Secured Lending Inc                                                     | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    189000 | PA      | $193602.15    | 0.01%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CARLYLE SECURED LENDING                    | Carlyle Secured Lending Inc                                                     | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206952.90    | 0.01%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TCI COMMUNICATIONS INC                     | TCI Communications Inc                                                          | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    513000 | PA      | $544934.25    | 0.03%             | 2028-02-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $269148.00    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    865000 | PA      | $862223.35    | 0.05%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2266000 | PA      | $2227228.74   | 0.12%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148988.00    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    192000 | PA      | $183438.72    | 0.01%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $929160.00    | 0.05%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1170060.00   | 0.06%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $199380.00    | 0.01%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    773000 | PA      | $742358.28    | 0.04%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    750000 | PA      | $710280.00    | 0.04%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    255000 | PA      | $263226.30    | 0.01%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206843.70    | 0.01%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    700000 | PA      | $714189.00    | 0.04%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147724.55    | 0.01%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343486.50    | 0.02%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    800000 | PA      | $847136.00    | 0.05%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADD4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203382.00    | 0.01%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    215000 | PA      | $219594.55    | 0.01%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1232000 | PA      | $1259732.32   | 0.07%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADG7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189562.00    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    300000 | PA      | $300570.00    | 0.02%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    193000 | PA      | $189690.05    | 0.01%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $182324.00    | 0.01%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102883.00    | 0.01%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205072.00    | 0.01%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399372.00    | 0.02%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADW2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139209.00    | 0.01%             | 2033-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124346.25    | 0.01%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA Inc                                                                | CUSIP: 87264ADY8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243862.50    | 0.01%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                     | TPG Operating Group II LP                                                       | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    686000 | PA      | $716328.06    | 0.04%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TPG OPERATING GROUP II                     | TPG Operating Group II LP                                                       | CUSIP: 872652AB8<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99778.00     | 0.01%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                          | TSMC Arizona Corp                                                               | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |   1368000 | PA      | $1245878.64   | 0.07%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                          | TSMC Arizona Corp                                                               | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    589000 | PA      | $588558.25    | 0.03%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                          | TSMC Arizona Corp                                                               | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    301000 | PA      | $301412.37    | 0.02%             | 2029-04-22      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                          | TSMC Arizona Corp                                                               | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199984.00    | 0.01%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                   | Take-Two Interactive Software Inc                                               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    216000 | PA      | $220062.96    | 0.01%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                   | Take-Two Interactive Software Inc                                               | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    348000 | PA      | $359842.44    | 0.02%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                      | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    130000 | PA      | $133003.00    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                      | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    735000 | PA      | $671672.40    | 0.04%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                      | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $76585.00     | 0.00%             | 2040-07-09      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                      | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $66780.00     | 0.00%             | 2050-07-09      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                      | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    122000 | PA      | $77915.30     | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| TAKEDA PHARMACEUTICAL                      | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206388.00    | 0.01%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                      | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $201408.00    | 0.01%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                      | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BM7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $196352.00    | 0.01%             | 2054-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TAKEDA PHARMACEUTICAL                      | Takeda Pharmaceutical Co Ltd                                                    | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $295737.00    | 0.02%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| TAKEDA US FIN                              | Takeda US Financing Inc                                                         | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101818.00    | 0.01%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TAKEDA US FIN                              | Takeda US Financing Inc                                                         | CUSIP: 87406BAB8<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    215000 | PA      | $217960.55    | 0.01%             | 2055-07-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| TAMPA ELECTRIC CO                          | Tampa Electric Co                                                               | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    125000 | PA      | $91290.00     | 0.01%             | 2050-06-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: —       |
| TAMPA ELECTRIC CO                          | Tampa Electric Co                                                               | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45565.00     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| TAMPA ELECTRIC CO                          | Tampa Electric Co                                                               | CUSIP: 875127BJ0<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    165000 | PA      | $117404.10    | 0.01%             | 2051-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                          | Tampa Electric Co                                                               | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $36323.60     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| TAMPA ELECTRIC CO                          | Tampa Electric Co                                                               | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76597.50     | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| TANGER PROPERTIES LP                       | Tanger Properties LP                                                            | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              |  | US        |    100000 | PA      | $90478.00     | 0.01%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                               | Tapestry Inc                                                                    | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $511600.00    | 0.03%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $151795.50    | 0.01%             | 2029-01-15      | Fixed         | 6.88%                 | 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        |    100000 | PA      | $100665.00    | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                   | Targa Resources Partners LP / Targa Resources Partners Finance Corp             | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $506266.60    | 0.03%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                | Target Corp                                                                     | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |   1898000 | PA      | $1490480.42   | 0.08%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                | Target Corp                                                                     | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    650000 | PA      | $608445.50    | 0.03%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| TARGET CORP                                | Target Corp                                                                     | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $159610.00    | 0.01%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                | Target Corp                                                                     | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    230000 | PA      | $204902.40    | 0.01%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                | Target Corp                                                                     | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91011.60     | 0.01%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| TARGET CORP                                | Target Corp                                                                     | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154057.50    | 0.01%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                       | Targa Resources Corp                                                            | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    390000 | PA      | $373276.80    | 0.02%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                       | Targa Resources Corp                                                            | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |   1401000 | PA      | $1464016.98   | 0.08%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                       | Targa Resources Corp                                                            | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    410000 | PA      | $447867.60    | 0.02%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                       | Targa Resources Corp                                                            | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     82000 | PA      | $84000.80     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                       | Targa Resources Corp                                                            | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336448.20    | 0.02%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                       | Targa Resources Corp                                                            | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    145000 | PA      | $149100.60    | 0.01%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| TARGA RESOURCES CORP                       | Targa Resources Corp                                                            | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    155000 | PA      | $155387.50    | 0.01%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                       | Targa Resources Corp                                                            | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    245000 | PA      | $245543.90    | 0.01%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                   | Teledyne Technologies Inc                                                       | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    153000 | PA      | $141607.62    | 0.01%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                                         | CUSIP: 87938WAC7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    392000 | PA      | $437789.52    | 0.02%             | 2036-06-20      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                                         | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    310000 | PA      | $309900.80    | 0.02%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                                         | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    800000 | PA      | $707272.00    | 0.04%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                   | Telefonica Emisiones SA                                                         | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    725000 | PA      | $609935.25    | 0.03%             | 2048-03-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TENCENT MUSIC ENT GRP                      | Tencent Music Entertainment Group                                               | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $812745.00    | 0.05%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| TENNESSEE GAS PIPELINE                     | Tennessee Gas Pipeline Co LLC                                                   | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $536990.00    | 0.03%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments Inc                                                           | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     68000 | PA      | $55954.48     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments Inc                                                           | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     94000 | PA      | $85580.42     | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments Inc                                                           | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    155000 | PA      | $137591.95    | 0.01%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments Inc                                                           | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1238700.00   | 0.07%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| TEXAS INSTRUMENTS INC                      | Texas Instruments Inc                                                           | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    900000 | PA      | $825453.00    | 0.05%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments Inc                                                           | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     75000 | PA      | $76232.25     | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments Inc                                                           | CUSIP: 882508CM4<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102892.00    | 0.01%             | 2035-05-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                      | Texas Instruments Inc                                                           | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    309000 | PA      | $276264.54    | 0.02%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                | Textron Inc                                                                     | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     89000 | PA      | $88502.49     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                | Textron Inc                                                                     | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    365000 | PA      | $359598.00    | 0.02%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                | Textron Inc                                                                     | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    827000 | PA      | $891845.07    | 0.05%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TEXTRON INC                                | Textron Inc                                                                     | CUSIP: 883203CF6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    210000 | PA      | $208551.00    | 0.01%             | 2036-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos Inc/The                                                            | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    323000 | PA      | $329815.30    | 0.02%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    424000 | PA      | $417703.60    | 0.02%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556BY7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83148.00     | 0.00%             | 2047-08-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147647.70    | 0.01%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311235.00    | 0.02%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    222000 | PA      | $228557.88    | 0.01%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DB5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78041.25     | 0.00%             | 2034-01-31      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DC3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249910.00    | 0.01%             | 2031-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DD1<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250622.50    | 0.01%             | 2032-10-07      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DE9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351078.00    | 0.02%             | 2035-10-07      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                   | Thermo Fisher Scientific Inc                                                    | CUSIP: 883556DF6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248580.00    | 0.01%             | 2037-10-07      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                 | 3M Co                                                                           | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     25000 | PA      | $17318.00     | 0.00%             | 2046-09-19      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                 | 3M Co                                                                           | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    401000 | PA      | $298500.39    | 0.02%             | 2047-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                 | 3M Co                                                                           | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    165000 | PA      | $113600.85    | 0.01%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                 | 3M Co                                                                           | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    685000 | PA      | $654496.95    | 0.04%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                 | 3M Co                                                                           | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    761000 | PA      | $560362.35    | 0.03%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                 | 3M Co                                                                           | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    440000 | PA      | $450001.20    | 0.02%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                 | 3M Co                                                                           | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306735.00    | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                   | Time Warner Cable Enterprises LLC                                               | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    724000 | PA      | $835677.00    | 0.05%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                      | Time Warner Cable LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    600000 | PA      | $612042.00    | 0.03%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                      | Time Warner Cable LLC                                                           | CUSIP: 88732JAN8<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    525000 | PA      | $563031.00    | 0.03%             | 2038-07-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                      | Time Warner Cable LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353965.50    | 0.02%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                      | Time Warner Cable LLC                                                           | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    328000 | PA      | $303691.92    | 0.02%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                      | Time Warner Cable LLC                                                           | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    406000 | PA      | $356139.14    | 0.02%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                      | Time Warner Cable LLC                                                           | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    482000 | PA      | $370976.12    | 0.02%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TIMKEN CO                                  | Timken Co/The                                                                   | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |    906000 | PA      | $870258.30    | 0.05%             | 2032-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| TOLEDO HOSPITAL/THE                        | Toledo Hospital/The                                                             | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |    587000 | PA      | $593885.51    | 0.03%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $186290.00    | 0.01%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    226000 | PA      | $225604.50    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: —       |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     30000 | PA      | $30380.10     | 0.00%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    419000 | PA      | $428729.18    | 0.02%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1050000 | PA      | $1088440.50   | 0.06%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    324000 | PA      | $328147.20    | 0.02%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    593000 | PA      | $602920.89    | 0.03%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    327000 | PA      | $341430.51    | 0.02%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAB6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    587000 | PA      | $599068.72    | 0.03%             | 2030-06-03      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAE0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $501015.00    | 0.03%             | 2028-10-13      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $499975.00    | 0.03%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                      | Toronto-Dominion Bank/The                                                       | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $608850.00    | 0.03%             | 2034-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                   | TotalEnergies Capital SA                                                        | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    180000 | PA      | $180228.60    | 0.01%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                     | TotalEnergies Capital International SA                                          | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    100000 | PA      | $98466.00     | 0.01%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                     | TotalEnergies Capital International SA                                          | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    269000 | PA      | $192074.07    | 0.01%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                     | TotalEnergies Capital International SA                                          | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $378175.00    | 0.02%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                   | TotalEnergies Capital SA                                                        | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    680000 | PA      | $658899.60    | 0.04%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                   | TotalEnergies Capital SA                                                        | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    419000 | PA      | $407117.16    | 0.02%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                   | TotalEnergies Capital SA                                                        | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $235282.50    | 0.01%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                   | TotalEnergies Capital SA                                                        | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |   1332000 | PA      | $1247897.52   | 0.07%             | 2064-09-10      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                          | Toyota Motor Corp                                                               | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |    467000 | PA      | $484960.82    | 0.03%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CORP                          | Toyota Motor Corp                                                               | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     30000 | PA      | $30176.10     | 0.00%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CORP                          | Toyota Motor Corp                                                               | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $50551.00     | 0.00%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1039458.00   | 0.06%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     79000 | PA      | $75810.77     | 0.00%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    426000 | PA      | $376285.80    | 0.02%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     34000 | PA      | $30443.94     | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TJZ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297423.00    | 0.02%             | 2027-03-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: —       |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TKJ3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151843.50    | 0.01%             | 2027-09-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91296.90     | 0.01%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207604.00    | 0.01%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1918810.00   | 0.11%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TMY8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201696.00    | 0.01%             | 2027-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    540000 | PA      | $556248.60    | 0.03%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104679.00    | 0.01%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNR2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    645000 | PA      | $648121.80    | 0.04%             | 2028-09-05      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                   | Toyota Motor Credit Corp                                                        | CUSIP: 89236TNT8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1160327.00   | 0.06%             | 2032-09-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                         | Trane Technologies Financing Ltd                                                | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    170000 | PA      | $177099.20    | 0.01%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TRANE TECH FIN LTD                         | Trane Technologies Financing Ltd                                                | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    250000 | PA      | $256050.00    | 0.01%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSATLANTIC HOLDINGS                     | Transatlantic Holdings Inc                                                      | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |    873000 | PA      | $1091625.39   | 0.06%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd                                                       | CUSIP: 8935268Z9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    491000 | PA      | $583288.36    | 0.03%             | 2039-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    709000 | PA      | $736920.42    | 0.04%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd                                                       | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     10000 | PA      | $10526.80     | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    184000 | PA      | $196304.08    | 0.01%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    422000 | PA      | $484645.90    | 0.03%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $292437.00    | 0.02%             | 2034-03-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                      | TransCanada PipeLines Ltd                                                       | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    410000 | PA      | $410902.00    | 0.02%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                    | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AP8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    445000 | PA      | $426283.30    | 0.02%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                    | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AS2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226739.25    | 0.01%             | 2036-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TRANSCONT GAS PIPE LINE                    | Transcontinental Gas Pipe Line Co LLC                                           | CUSIP: 893574AT0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247832.50    | 0.01%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos Inc/The                                                           | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    314000 | PA      | $282452.42    | 0.02%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos Inc/The                                                           | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    150000 | PA      | $121780.50    | 0.01%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos Inc/The                                                           | CUSIP: 89417EAN9<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    250000 | PA      | $202745.00    | 0.01%             | 2048-03-07      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos Inc/The                                                           | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     89000 | PA      | $72250.20     | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| TRAVELERS COS INC                          | Travelers Cos Inc/The                                                           | CUSIP: 89417EAT6<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     55000 | PA      | $55910.80     | 0.00%             | 2035-07-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRIMBLE INC                                | Trimble Inc                                                                     | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    850000 | PA      | $915637.00    | 0.05%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| TRINITY HEALTH CORP                        | Trinity Health Corp                                                             | CUSIP: 896517AA7<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    150000 | PA      | $112702.50    | 0.01%             | 2048-12-01      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| TRINITY HEALTH CORP                        | Trinity Health Corp                                                             | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    135000 | PA      | $99134.55     | 0.01%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| TRITON CONTAINER/TAL INT                   | Triton Container International Ltd / TAL International Container Corp           | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    118000 | PA      | $107042.52    | 0.01%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                | Truist Bank                                                                     | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    310000 | PA      | $311742.20    | 0.02%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                | Truist Bank                                                                     | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349580.00    | 0.02%             | 2029-10-23      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                | Truist Bank                                                                     | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    550000 | PA      | $504080.50    | 0.03%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                                           | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    121000 | PA      | $130676.37    | 0.01%             | 2033-10-28      | Fixed         | 6.12%                 | No            |                  2 | On Loan: —       |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                                           | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    676000 | PA      | $688566.84    | 0.04%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                                           | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    689000 | PA      | $732469.01    | 0.04%             | 2034-06-08      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                                           | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    400000 | PA      | $431396.00    | 0.02%             | 2029-10-30      | Fixed         | 7.16%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                                           | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    645000 | PA      | $678991.50    | 0.04%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                                           | CUSIP: 89788MAT9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    600000 | PA      | $620064.00    | 0.03%             | 2032-08-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                                           | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308127.00    | 0.02%             | 2031-05-20      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                                           | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346297.00    | 0.02%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                      | Truist Financial Corp                                                           | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402588.00    | 0.02%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: —       |
| TRUSTEES PRINCETON UNIV                    | Trustees of Princeton University/The                                            | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83231.00     | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                   | Tucson Electric Power Co                                                        | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96174.00     | 0.01%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                   | Tucson Electric Power Co                                                        | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     34000 | PA      | $34792.88     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                   | Tucson Electric Power Co                                                        | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305814.00    | 0.02%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| TYCO ELECTRONICS GROUP S                   | Tyco Electronics Group SA                                                       | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    405000 | PA      | $401371.20    | 0.02%             | 2027-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| TYCO ELECTRONICS GROUP S                   | Tyco Electronics Group SA                                                       | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |   1350000 | PA      | $1364998.50   | 0.08%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                            | Tyson Foods Inc                                                                 | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140728.50    | 0.01%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                            | Tyson Foods Inc                                                                 | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $300674.50    | 0.02%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TYSON FOODS INC                            | Tyson Foods Inc                                                                 | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1303172.00   | 0.07%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| TYSON FOODS INC                            | Tyson Foods Inc                                                                 | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    301000 | PA      | $317458.68    | 0.02%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| UBS GROUP AG                               | UBS Group AG                                                                    | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    750000 | PA      | $692647.50    | 0.04%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| UDR INC                                    | UDR Inc                                                                         | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    285000 | PA      | $286296.75    | 0.02%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UPMC                                       | UPMC                                                                            | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    169000 | PA      | $172336.06    | 0.01%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| UPMC                                       | UPMC                                                                            | CUSIP: 90320WAH6<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |    500000 | PA      | $486285.00    | 0.03%             | 2043-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                      | US Bank NA/Cincinnati OH                                                        | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    385000 | PA      | $388799.95    | 0.02%             | 2028-05-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                      | Uber Technologies Inc                                                           | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199596.00    | 0.01%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                      | Uber Technologies Inc                                                           | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190122.00    | 0.01%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| UBER TECHNOLOGIES INC                      | Uber Technologies Inc                                                           | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179164.80    | 0.01%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                      | Uber Technologies Inc                                                           | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153851.45    | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UL SOLUTIONS INC                           | UL Solutions Inc                                                                | CUSIP: 903731AC1<br>LEI: 549300F7CUV5ESKV9P71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $422548.00    | 0.02%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UMASS MEM HEALTH CARE                      | UMass Memorial Health Care Obligated Group                                      | CUSIP: 90407JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $93560.00     | 0.01%             | 2052-07-01      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                      | Unilever Capital Corp                                                           | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    947000 | PA      | $1033555.80   | 0.06%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                      | Unilever Capital Corp                                                           | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316812.80    | 0.02%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                      | Unilever Capital Corp                                                           | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    379000 | PA      | $376456.91    | 0.02%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNILEVER CAPITAL CORP                      | Unilever Capital Corp                                                           | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    249000 | PA      | $233868.27    | 0.01%             | 2029-09-06      | Fixed         | 2.13%                 | No            |                  2 | On Loan: —       |
| UNION ELECTRIC CO                          | Union Electric Co                                                               | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $136786.00    | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                          | Union Electric Co                                                               | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    282000 | PA      | $272536.08    | 0.02%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                          | Union Electric Co                                                               | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    925000 | PA      | $864412.50    | 0.05%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                          | Union Electric Co                                                               | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1272346.40   | 0.07%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818CF3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $215594.00    | 0.01%             | 2029-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818EF1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    782000 | PA      | $641451.14    | 0.04%             | 2045-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818EJ3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $203997.50    | 0.01%             | 2046-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    346000 | PA      | $251777.28    | 0.01%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818EM6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151180.00    | 0.01%             | 2051-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    274000 | PA      | $203055.92    | 0.01%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818EW4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171910.00    | 0.01%             | 2048-09-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    191000 | PA      | $141750.65    | 0.01%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    591000 | PA      | $426979.77    | 0.02%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    193000 | PA      | $180686.60    | 0.01%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69205.00     | 0.00%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    637000 | PA      | $430694.81    | 0.02%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $234808.00    | 0.01%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $167575.00    | 0.01%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $137697.00    | 0.01%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818FY9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     30000 | PA      | $23605.20     | 0.00%             | 2042-02-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    800000 | PA      | $566648.00    | 0.03%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION PACIFIC CORP                         | Union Pacific Corp                                                              | CUSIP: 907818GD4<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    618000 | PA      | $567422.88    | 0.03%             | 2063-01-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2018-1 AA PTT                   | United Airlines 2018-1 Class AA Pass Through Trust                              | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150938 | PA      | $145869.74    | 0.01%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2019-1 AA PTT                   | United Airlines 2019-1 Class AA Pass Through Trust                              | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     95169 | PA      | $93312.14     | 0.01%             | 2031-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2020-1 A PTT                    | United Airlines 2020-1 Class A Pass Through Trust                               | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     15983 | PA      | $16351.46     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-1 AA PTT                   | United Airlines 2016-1 Class AA Pass Through Trust                              | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     41029 | PA      | $39957.30     | 0.00%             | 2028-07-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                   | United Airlines 2016-2 Class AA Pass Through Trust                              | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120443 | PA      | $115834.61    | 0.01%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2023-1 A PTT                    | United Airlines 2023-1 Class A Pass Through Trust                               | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1066386 | PA      | $1113264.18   | 0.06%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 AA PTT                   | United Airlines 2024-1 Class AA Pass Through Trust                              | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     96552 | PA      | $99266.23     | 0.01%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 A PTT                    | United Airlines 2024-1 Class A Pass Through Trust                               | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    968418 | PA      | $990081.42    | 0.05%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service Inc                                                       | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    400000 | PA      | $385048.00    | 0.02%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service Inc                                                       | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     80000 | PA      | $64086.40     | 0.00%             | 2042-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service Inc                                                       | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    450000 | PA      | $333409.50    | 0.02%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service Inc                                                       | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    500000 | PA      | $412465.00    | 0.02%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service Inc                                                       | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147583.90    | 0.01%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service Inc                                                       | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103883.00    | 0.01%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                      | United Parcel Service Inc                                                       | CUSIP: 911312CE4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97497.00     | 0.01%             | 2054-05-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                      | United Parcel Service Inc                                                       | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    800000 | PA      | $772280.00    | 0.04%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service Inc                                                       | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207376.00    | 0.01%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| UNITED PARCEL SERVICE                      | United Parcel Service Inc                                                       | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1033370.00   | 0.06%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE                      | United Parcel Service Inc                                                       | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    480000 | PA      | $495331.20    | 0.03%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                                      | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   1993000 | PA      | $1740985.15   | 0.10%             | 2036-11-03      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                                      | CUSIP: 91159HJC5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $343717.50    | 0.02%             | 2028-01-27      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                                      | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504045.00    | 0.03%             | 2028-07-22      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                                      | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    549000 | PA      | $554220.99    | 0.03%             | 2033-07-22      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                                      | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2201000 | PA      | $2356258.54   | 0.13%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                                      | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    927000 | PA      | $938466.99    | 0.05%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                                      | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    471000 | PA      | $489580.95    | 0.03%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                                      | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    152000 | PA      | $162063.92    | 0.01%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                                      | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    190000 | PA      | $196720.30    | 0.01%             | 2030-01-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                 | US Bancorp                                                                      | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    739000 | PA      | $780302.71    | 0.04%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                   | RTX Corp                                                                        | CUSIP: 913017BA6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1174573.70   | 0.07%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                   | RTX Corp                                                                        | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     79000 | PA      | $86065.76     | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                   | RTX Corp                                                                        | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    900000 | PA      | $813609.00    | 0.05%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                   | RTX Corp                                                                        | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    881000 | PA      | $735934.54    | 0.04%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                   | RTX Corp                                                                        | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    119000 | PA      | $103675.18    | 0.01%             | 2048-11-16      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    715000 | PA      | $805862.20    | 0.04%             | 2037-11-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    315000 | PA      | $283443.30    | 0.02%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    550000 | PA      | $450857.00    | 0.02%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $164930.00    | 0.01%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    400000 | PA      | $327208.00    | 0.02%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    269000 | PA      | $226159.06    | 0.01%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $143622.00    | 0.01%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $811224.00    | 0.04%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1383360.00   | 0.08%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1027820.00   | 0.06%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2038000 | PA      | $2123779.42   | 0.12%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    728000 | PA      | $735047.04    | 0.04%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1493000 | PA      | $1482071.24   | 0.08%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    508000 | PA      | $459232.00    | 0.03%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   2147000 | PA      | $2028528.54   | 0.11%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    650000 | PA      | $611455.00    | 0.03%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205078.00    | 0.01%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    331000 | PA      | $328467.85    | 0.02%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1048000 | PA      | $1028989.28   | 0.06%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    690000 | PA      | $674095.50    | 0.04%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    750000 | PA      | $758385.00    | 0.04%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $117409.25    | 0.01%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                     | UnitedHealth Group Inc                                                          | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102878.00    | 0.01%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| UNITYPOINT HEALTH                          | Iowa Health System                                                              | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |    100000 | PA      | $74436.00     | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                      | Universal Health Services Inc                                                   | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91148.00     | 0.01%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                      | Universal Health Services Inc                                                   | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    340000 | PA      | $300311.80    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                      | Universal Health Services Inc                                                   | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    486000 | PA      | $488031.48    | 0.03%             | 2029-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                      | University of Chicago/The                                                       | CUSIP: 91412NBD1<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    125000 | PA      | $99441.25     | 0.01%             | 2045-04-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF CHICAGO                      | University of Chicago/The                                                       | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |    300000 | PA      | $196383.00    | 0.01%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| UNIV OF NOTRE DAME                         | University of Notre Dame du Lac                                                 | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77914.00     | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF PENNSYLVAN                   | Trustees of the University of Pennsylvania/The                                  | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |    500000 | PA      | $318940.00    | 0.02%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: —       |
| UNIV SOUTHERN CALIFORNIA                   | University of Southern California                                               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    100000 | PA      | $83324.00     | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                   | University of Southern California                                               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80105.00     | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| UNIV SOUTHERN CALIFORNIA                   | University of Southern California                                               | CUSIP: 914886AE6<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     40000 | PA      | $25468.40     | 0.00%             | 2050-10-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                 | Unum Group                                                                      | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158361.60    | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                 | Unum Group                                                                      | CUSIP: 91529YAU0<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    235000 | PA      | $233385.55    | 0.01%             | 2035-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                      | Vale Overseas Ltd                                                               | CUSIP: 91911TAE3<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    190000 | PA      | $228286.90    | 0.01%             | 2034-01-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                      | Vale Overseas Ltd                                                               | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    900000 | PA      | $867123.00    | 0.05%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                      | Vale Overseas Ltd                                                               | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |   1276000 | PA      | $1363750.52   | 0.08%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                      | Vale Overseas Ltd                                                               | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    200000 | PA      | $203960.00    | 0.01%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: —       |
| VALERO ENERGY CORP                         | Valero Energy Corp                                                              | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    265000 | PA      | $303621.10    | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                         | Valero Energy Corp                                                              | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    835000 | PA      | $920687.70    | 0.05%             | 2037-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                         | Valero Energy Corp                                                              | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    110000 | PA      | $81236.10     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                         | Valero Energy Corp                                                              | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    245000 | PA      | $252264.25    | 0.01%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VALMONT INDUSTRIES INC                     | Valmont Industries Inc                                                          | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |    173000 | PA      | $160869.24    | 0.01%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                                                | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    150000 | PA      | $150936.00    | 0.01%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                                                | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     30000 | PA      | $25195.50     | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                                                | CUSIP: 92277GAN7<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    245000 | PA      | $246087.80    | 0.01%             | 2029-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                                                | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    210000 | PA      | $183804.60    | 0.01%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                                                | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     36000 | PA      | $36488.88     | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                                                | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    659000 | PA      | $688266.19    | 0.04%             | 2034-07-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                                                | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    180000 | PA      | $184908.60    | 0.01%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                           | Ventas Realty LP                                                                | CUSIP: 92277GBC0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     90000 | PA      | $89470.80     | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                               | Veralto Corp                                                                    | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73090.50     | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    267000 | PA      | $243618.81    | 0.01%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VBT0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1280000 | PA      | $1407705.60   | 0.08%             | 2043-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1068408.00   | 0.06%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VCM4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    548000 | PA      | $481505.68    | 0.03%             | 2054-08-21      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1181451.60   | 0.07%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $80088.00     | 0.00%             | 2046-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    313000 | PA      | $297243.58    | 0.02%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VDS0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89697.00     | 0.00%             | 2049-04-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    298000 | PA      | $300121.76    | 0.02%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1221000 | PA      | $1224125.76   | 0.07%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1260000 | PA      | $1239562.80   | 0.07%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    300000 | PA      | $228558.00    | 0.01%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    225000 | PA      | $160825.50    | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    180000 | PA      | $159625.80    | 0.01%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    500000 | PA      | $337780.00    | 0.02%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3144000 | PA      | $3019308.96   | 0.17%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    270000 | PA      | $211412.70    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $90050.00     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VGW8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2148000 | PA      | $2063003.64   | 0.11%             | 2054-02-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    347000 | PA      | $341690.90    | 0.02%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101126.00    | 0.01%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239820.00    | 0.01%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    375000 | PA      | $371898.75    | 0.02%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VHH0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273325.25    | 0.02%             | 2045-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VHJ6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197724.00    | 0.01%             | 2055-11-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92343VHK3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    335000 | PA      | $331006.80    | 0.02%             | 2065-11-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications Inc                                                      | CUSIP: 92344GAM8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1671000 | PA      | $1915968.60   | 0.11%             | 2030-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors               | State Street Institutional US Government Money Market Fund                      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  14816685 | NS      | $14816684.81  | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $378231.00    | 0.02%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190630.00    | 0.01%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    900000 | PA      | $888147.00    | 0.05%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    150000 | PA      | $113367.00    | 0.01%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                           | Paramount Global                                                                | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    415000 | PA      | $398329.45    | 0.02%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                | Viatris Inc                                                                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    400000 | PA      | $388440.00    | 0.02%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                | Viatris Inc                                                                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    648000 | PA      | $497288.16    | 0.03%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| VIATRIS INC                                | Viatris Inc                                                                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    922000 | PA      | $614282.50    | 0.03%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                         | VICI Properties LP                                                              | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    769000 | PA      | $719807.07    | 0.04%             | 2052-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES LP                         | VICI Properties LP                                                              | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |    191000 | PA      | $190438.46    | 0.01%             | 2054-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| VICI PROPERTIES LP                         | VICI Properties LP                                                              | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     85000 | PA      | $86803.70     | 0.00%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: —       |
| VIPER ENERGY PARTNERS LL                   | Viper Energy Partners LLC                                                       | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101138.00    | 0.01%             | 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        |    331000 | PA      | $336742.85    | 0.02%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FA7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    170000 | PA      | $182445.70    | 0.01%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    182000 | PA      | $200003.44    | 0.01%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FG4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    550000 | PA      | $734954.00    | 0.04%             | 2038-11-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    600000 | PA      | $460008.00    | 0.03%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric and Power Co                                                  | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $1062860.04   | 0.06%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GH1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    261000 | PA      | $260491.05    | 0.01%             | 2027-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    680000 | PA      | $572974.80    | 0.03%             | 2052-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190772.00    | 0.01%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $259470.00    | 0.01%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $140625.00    | 0.01%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    509000 | PA      | $494366.25    | 0.03%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GV0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199218.00    | 0.01%             | 2035-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                   | Virginia Electric and Power Co                                                  | CUSIP: 927804GW8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    115000 | PA      | $111891.55    | 0.01%             | 2055-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| VISA INC                                   | Visa Inc                                                                        | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    981000 | PA      | $856334.52    | 0.05%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| VISA INC                                   | Visa Inc                                                                        | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     74000 | PA      | $73115.70     | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| VISA INC                                   | Visa Inc                                                                        | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1067000 | PA      | $833049.58    | 0.05%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| VISA INC                                   | Visa Inc                                                                        | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |   1066000 | PA      | $1044786.60   | 0.06%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| VISA INC                                   | Visa Inc                                                                        | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87185.00     | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: —       |
| VMWARE LLC                                 | VMware LLC                                                                      | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260054.60    | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                                 | VMware LLC                                                                      | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133296.00    | 0.01%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                         | Vodafone Group PLC                                                              | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    338000 | PA      | $367426.28    | 0.02%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                         | Vodafone Group PLC                                                              | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    216000 | PA      | $206688.24    | 0.01%             | 2053-02-10      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                         | Vodafone Group PLC                                                              | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    718000 | PA      | $682695.94    | 0.04%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                         | Vodafone Group PLC                                                              | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    279000 | PA      | $270551.88    | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| VODAFONE GROUP PLC                         | Vodafone Group PLC                                                              | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    728000 | PA      | $705089.84    | 0.04%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| VONTIER CORP                               | Vontier Corp                                                                    | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    374000 | PA      | $343189.88    | 0.02%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| VOYA FINANCIAL INC                         | Voya Financial Inc                                                              | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    125000 | PA      | $118177.50    | 0.01%             | 2048-01-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| VULCAN MATERIALS CO                        | Vulcan Materials Co                                                             | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $171300.00    | 0.01%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                        | Vulcan Materials Co                                                             | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17540.60     | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                        | Vulcan Materials Co                                                             | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96879.00     | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                        | Vulcan Materials Co                                                             | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    227000 | PA      | $233001.88    | 0.01%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                        | Vulcan Materials Co                                                             | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103720.00    | 0.01%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| VULCAN MATERIALS CO                        | Vulcan Materials Co                                                             | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199578.00    | 0.01%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                               | WP Carey Inc                                                                    | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    140000 | PA      | $137991.00    | 0.01%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                               | WP Carey Inc                                                                    | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    169000 | PA      | $152385.61    | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                               | WP Carey Inc                                                                    | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    300000 | PA      | $253101.00    | 0.01%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                       | WEC Energy Group Inc                                                            | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95071.00     | 0.01%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                       | WEC Energy Group Inc                                                            | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503210.00    | 0.03%             | 2056-05-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| WRKCO INC                                  | WRKCo Inc                                                                       | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $1000206.15   | 0.06%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                | Walmart Inc                                                                     | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86524.00     | 0.00%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                | Walmart Inc                                                                     | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    870000 | PA      | $725075.40    | 0.04%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                | Walmart Inc                                                                     | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    350000 | PA      | $237170.50    | 0.01%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                | Walmart Inc                                                                     | CUSIP: 931142ES8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    400000 | PA      | $378260.00    | 0.02%             | 2028-09-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                | Walmart Inc                                                                     | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    500000 | PA      | $445445.00    | 0.02%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                | Walmart Inc                                                                     | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   1141000 | PA      | $719457.55    | 0.04%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                | Walmart Inc                                                                     | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    135000 | PA      | $119128.05    | 0.01%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                | Walmart Inc                                                                     | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    815000 | PA      | $819115.75    | 0.05%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WALMART INC                                | Walmart Inc                                                                     | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    595000 | PA      | $526366.75    | 0.03%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| WALMART INC                                | Walmart Inc                                                                     | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   2104000 | PA      | $2138337.28   | 0.12%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                    | Washington Gas Light Co                                                         | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    100000 | PA      | $77729.00     | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WASHINGTON GAS LIGHT CO                    | Washington Gas Light Co                                                         | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |    230000 | PA      | $167833.30    | 0.01%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| WASHINGTON UNIVERSITY                      | Washington University/The                                                       | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |    200000 | PA      | $151206.00    | 0.01%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                      | Waste Connections Inc                                                           | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    358000 | PA      | $360577.60    | 0.02%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                      | Waste Connections Inc                                                           | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $323755.00    | 0.02%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                      | Waste Connections Inc                                                           | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     61000 | PA      | $56749.52     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                      | Waste Connections Inc                                                           | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |   1197000 | PA      | $1221358.95   | 0.07%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                      | Waste Connections Inc                                                           | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $150154.75    | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                       | Waste Management Inc                                                            | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113693.60    | 0.01%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                       | Waste Management Inc                                                            | CUSIP: 94106LBK4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    140000 | PA      | $115894.80    | 0.01%             | 2049-07-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                       | Waste Management Inc                                                            | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $59799.00     | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                       | Waste Management Inc                                                            | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    590000 | PA      | $584654.60    | 0.03%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                       | Waste Management Inc                                                            | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1256454.80   | 0.07%             | 2033-02-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| WASTE MANAGEMENT INC                       | Waste Management Inc                                                            | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    429000 | PA      | $438781.20    | 0.02%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                       | Waste Management Inc                                                            | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    267000 | PA      | $271218.60    | 0.02%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                       | Waste Management Inc                                                            | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97392.00     | 0.01%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                     | Webster Financial Corp                                                          | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295098.00    | 0.02%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WEBSTER FINANCIAL CORP                     | Webster Financial Corp                                                          | CUSIP: 947890AK5<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    155000 | PA      | $154950.40    | 0.01%             | 2035-09-11      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| WEIBO CORP                                 | Weibo Corp                                                                      | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |    350000 | PA      | $331782.50    | 0.02%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179752.00    | 0.01%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                        | Elevance Health Inc                                                             | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    850000 | PA      | $800963.50    | 0.04%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1198000 | PA      | $1186499.20   | 0.07%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1453305.00   | 0.08%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    714000 | PA      | $625813.86    | 0.03%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    788000 | PA      | $709657.04    | 0.04%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    738000 | PA      | $648362.52    | 0.04%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1567000 | PA      | $1556548.11   | 0.09%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1464608.00   | 0.08%             | 2051-04-04      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    195000 | PA      | $190518.90    | 0.01%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1588000 | PA      | $1481064.08   | 0.08%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1495051.95   | 0.08%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    402000 | PA      | $345949.14    | 0.02%             | 2053-04-25      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    714000 | PA      | $721846.86    | 0.04%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    705000 | PA      | $716146.05    | 0.04%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2078740.00   | 0.12%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1306000 | PA      | $1351409.62   | 0.07%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2817558.45   | 0.16%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    600000 | PA      | $634110.00    | 0.04%             | 2029-10-23      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2179000 | PA      | $2413068.18   | 0.13%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2085080.00   | 0.12%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1377769.50   | 0.08%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    790000 | PA      | $796825.60    | 0.04%             | 2028-01-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1614576.10   | 0.09%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U4A8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    147000 | PA      | $146845.65    | 0.01%             | 2029-09-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                      | Wells Fargo & Co                                                                | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328944.00    | 0.02%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: —       |
| WELLTOWER OP LLC                           | Welltower OP LLC                                                                | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    629000 | PA      | $633296.07    | 0.04%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                                                | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    325000 | PA      | $306501.00    | 0.02%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                                                | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    279000 | PA      | $254049.03    | 0.01%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                           | Welltower OP LLC                                                                | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |    365000 | PA      | $372730.70    | 0.02%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WEST VA HEALTH SYS OBL                     | West Virginia United Health System Obligated Group                              | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    301000 | PA      | $189440.37    | 0.01%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                      | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    320000 | PA      | $265465.60    | 0.01%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                      | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $249450.00    | 0.01%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                      | Evergy Kansas Central Inc                                                       | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     94000 | PA      | $64019.64     | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                       | Western Digital Corp                                                            | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95635.00     | 0.01%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                       | Western Digital Corp                                                            | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    600000 | PA      | $553116.00    | 0.03%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                   | Western Midstream Operating LP                                                  | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    900000 | PA      | $776700.00    | 0.04%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                   | Western Midstream Operating LP                                                  | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88182.00     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                   | Western Midstream Operating LP                                                  | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    306000 | PA      | $324369.18    | 0.02%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                   | Western Midstream Operating LP                                                  | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    617000 | PA      | $649534.41    | 0.04%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                   | Western Midstream Operating LP                                                  | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249932.50    | 0.01%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| WESTERN MIDSTREAM OPERAT                   | Western Midstream Operating LP                                                  | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    180000 | PA      | $179393.40    | 0.01%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTERN UNION CO/THE                       | Western Union Co/The                                                            | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    276000 | PA      | $287939.76    | 0.02%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| WESTERN UNION CO/THE                       | Western Union Co/The                                                            | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |    175000 | PA      | $159313.00    | 0.01%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| WESTINGHOUSE AIR BRAKE                     | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    103000 | PA      | $104294.71    | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                     | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    593000 | PA      | $606555.98    | 0.03%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                     | Westinghouse Air Brake Technologies Corp                                        | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    800000 | PA      | $834360.00    | 0.05%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp                                                                   | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    450000 | PA      | $387432.00    | 0.02%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| WESTLAKE CORP                              | Westlake Corp                                                                   | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    125000 | PA      | $75548.75     | 0.00%             | 2051-08-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp                                                                   | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    200000 | PA      | $117742.00    | 0.01%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp                                                                   | CUSIP: 960413BB7<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125116.25    | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| WESTLAKE CORP                              | Westlake Corp                                                                   | CUSIP: 960413BC5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246247.50    | 0.01%             | 2055-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp                                                            | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    700000 | PA      | $688891.00    | 0.04%             | 2034-07-24      | Fixed         | 4.11%                 | No            |                  2 | On Loan: —       |
| WESTPAC BANKING CORP                       | Westpac Banking Corp                                                            | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1247000 | PA      | $1128958.98   | 0.06%             | 2035-11-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp                                                            | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1857000 | PA      | $1676239.62   | 0.09%             | 2036-11-18      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp                                                            | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    374000 | PA      | $386278.42    | 0.02%             | 2033-08-10      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp                                                            | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    539000 | PA      | $602542.71    | 0.03%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                       | Westpac Banking Corp                                                            | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $619878.00    | 0.03%             | 2035-11-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTROCK MWV LLC                           | WestRock MWV LLC                                                                | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |    200000 | PA      | $228798.00    | 0.01%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| WEYERHAEUSER CO                            | Weyerhaeuser Co                                                                 | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              |  | US        |    210000 | PA      | $239288.70    | 0.01%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| RICE UNIVERSITY                            | William Marsh Rice University                                                   | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |    150000 | PA      | $118980.00    | 0.01%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos Inc/The                                                            | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     68000 | PA      | $77198.36     | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos Inc/The                                                            | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1088000 | PA      | $1320146.56   | 0.07%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos Inc/The                                                            | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    101000 | PA      | $100505.10    | 0.01%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos Inc/The                                                            | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138778.50    | 0.01%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos Inc/The                                                            | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    357000 | PA      | $375510.45    | 0.02%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos Inc/The                                                            | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51948.50     | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos Inc/The                                                            | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101795.00    | 0.01%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos Inc/The                                                            | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    270000 | PA      | $272924.10    | 0.02%             | 2030-06-30      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos Inc/The                                                            | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $918740.00    | 0.05%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos Inc/The                                                            | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    635000 | PA      | $632434.60    | 0.04%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos Inc/The                                                            | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $107874.00    | 0.01%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos Inc/The                                                            | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95894.00     | 0.01%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                   | Willis North America Inc                                                        | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    320000 | PA      | $287273.60    | 0.02%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                   | Willis North America Inc                                                        | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    200000 | PA      | $148570.00    | 0.01%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                   | Willis North America Inc                                                        | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257960.00    | 0.01%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                   | Willis North America Inc                                                        | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175334.25    | 0.01%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                   | Willis North America Inc                                                        | CUSIP: 970648AQ4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180167.40    | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WILLIS-KNIGHTON MED CTR                    | Willis-Knighton Medical Center                                                  | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1134000 | PA      | $997409.70    | 0.06%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WINTRUST FINANCIAL CORP                    | Wintrust Financial Corp                                                         | CUSIP: 97650WAG3<br>LEI: Q774KI4AW80FHFW33O61 | Long             | DBT              | CORP              | US        |    243000 | PA      | $241823.88    | 0.01%             | 2029-06-06      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                   | Wisconsin Electric Power Co                                                     | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    200000 | PA      | $184116.00    | 0.01%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| WISCONSIN ELECTRIC POWER                   | Wisconsin Electric Power Co                                                     | CUSIP: 976656CU0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    310000 | PA      | $309773.70    | 0.02%             | 2030-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                   | Wisconsin Electric Power Co                                                     | CUSIP: 976656CV8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    235000 | PA      | $235056.40    | 0.01%             | 2029-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                    | Wisconsin Power and Light Co                                                    | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    212000 | PA      | $218499.92    | 0.01%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                    | Wisconsin Power and Light Co                                                    | CUSIP: 976826BT3<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245572.50    | 0.01%             | 2055-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                   | Wisconsin Public Service Corp                                                   | CUSIP: 976843BJ0<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179516.00    | 0.01%             | 2044-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WISCONSIN PUBLIC SERVICE                   | Wisconsin Public Service Corp                                                   | CUSIP: 976843BM3<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $104448.00    | 0.01%             | 2049-09-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                       | Woodside Finance Ltd                                                            | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    505000 | PA      | $518640.05    | 0.03%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                       | Woodside Finance Ltd                                                            | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    600000 | PA      | $624582.00    | 0.03%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                       | Woodside Finance Ltd                                                            | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $260532.50    | 0.01%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WORKDAY INC                                | Workday Inc                                                                     | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    555000 | PA      | $531196.05    | 0.03%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WYETH LLC                                  | Wyeth LLC                                                                       | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    325000 | PA      | $349781.25    | 0.02%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                            | Xcel Energy Inc                                                                 | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97352.00     | 0.01%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                            | Xcel Energy Inc                                                                 | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    624000 | PA      | $684434.40    | 0.04%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                            | Xcel Energy Inc                                                                 | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     30000 | PA      | $21542.10     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                            | Xcel Energy Inc                                                                 | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75415.57     | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                            | Xcel Energy Inc                                                                 | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    325000 | PA      | $335461.75    | 0.02%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| XILINX INC                                 | Xilinx Inc                                                                      | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |     70000 | PA      | $65054.50     | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| XYLEM INC                                  | Xylem Inc/NY                                                                    | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    318000 | PA      | $270131.46    | 0.01%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| XL GROUP LTD                               | XL Group Ltd                                                                    | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $189034.00    | 0.01%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| YALE-NEW HAVEN HLTH SRVC                   | Yale-New Haven Health Services Corp                                             | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |    158000 | PA      | $92918.22     | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| YALE UNIVERSITY                            | Yale University                                                                 | CUSIP: 98459LAD5<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |    750000 | PA      | $772320.00    | 0.04%             | 2032-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                     | Zimmer Biomet Holdings Inc                                                      | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1038000 | PA      | $1071496.26   | 0.06%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                           | Zions Bancorp NA                                                                | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    900000 | PA      | $847188.00    | 0.05%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                           | Zions Bancorp NA                                                                | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    575000 | PA      | $611334.25    | 0.03%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                 | Zoetis Inc                                                                      | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    293000 | PA      | $268021.75    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                 | Zoetis Inc                                                                      | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    210000 | PA      | $211155.00    | 0.01%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                 | Zoetis Inc                                                                      | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283147.20    | 0.02%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-16

**Name of Applicant:** SPDR SERIES TRUST

**Signature:** Arthur Jensen

**Name of Signer:** Arthur Jensen

**Title:** Deputy Treasurer