# EDGAR Filing Document

**Accession Number:** 0000038721
**File Stem:** 0002071691-26-003968
**Filing Date:** 2026-2
**Character Count:** 263674
**Document Hash:** b1ceed1149c0b6288546669b6445c6ce
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-003968.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0002071691-26-003968

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Franklin Custodian Funds
- **CENTRAL INDEX KEY:** 0000038721

**ORGANIZATION NAME:**
- **EIN:** 132573775
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00537
- **FILM NUMBER:** 26675120

**BUSINESS ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906
- **BUSINESS PHONE:** 650-312-2000

**MAIL ADDRESS:**
- **STREET 1:** ONE FRANKLIN PARKWAY
- **CITY:** SAN MATEO
- **STATE:** CA
- **ZIP:** 94403-1906

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN CUSTODIAN FUNDS
- **DATE OF NAME CHANGE:** 20080128

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FRANKLIN CUSTODIAN FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### FRANKLIN INCOME FUND (Series ID: S000006756)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000018329 | Class A1      | FKINX           |
| C000018332 | Class C       | FCISX           |
| C000018333 | Advisor Class | FRIAX           |
| C000018334 | Class R       | FISRX           |
| C000128787 | Class R6      | FNCFX           |
| C000199719 | Class A       | FKIQX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Franklin Custodian Funds

- **b. Investment Company Act file number:** 811-00537

- **c. CIK number of Registrant:** 0000038721

- **d. LEI of Registrant:** 549300PYEMTLTOE2MK86

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

  - **Street Address 1:** One Franklin Parkway

  - **City:** San Mateo

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 94403-1906

  - **Telephone number:** 650-312-2000

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

- **a. Name of Series:** Franklin Income Fund

- **b. EDGAR series identifier (if any):** S000006756

- **c. LEI of Series:** 2I64NSETYA60QJ4H0C97

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

- **a. Date of fiscal year-end:** 2026-09-30

- **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:** $77338150951.76

**Total Liabilities:** $88643612.18

**Net Assets:** $77249507339.58

**Delayed Delivery Securities:** $8063353.95

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -23409.35000000 | **1-Year:** -437296.86000000 | **5-Year:** -2820070.83000000 | **10-Year:** -3472335.53000000 | **30-Year:** -5288041.80000000

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

- **3-Month:** -1240.72000000 | **1-Year:** -517148.73000000 | **5-Year:** -2948469.68000000 | **10-Year:** -1029967.85000000 | **30-Year:** -180.54000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000018329 | 0.45%                | 1.26%                | 0.75%                |
| Class ID C000018332 | 0.40%                | 1.19%                | 0.70%                |
| Class ID C000018333 | 0.46%                | 1.28%                | 0.77%                |
| Class ID C000018334 | 0.43%                | 1.26%                | 0.74%                |
| Class ID C000128787 | 0.46%                | 1.27%                | 0.77%                |
| Class ID C000199719 | 0.44%                | 1.25%                | 0.74%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $307383440.68            | $-207521109.18                             |
| Month 2  | $192168899.43            | $505436414.94                              |
| Month 3  | $574664509.61            | $-260846438.45                             |

**Designated Index Information**

- **Index Name:** Custom Blend: 50% US High Div Yield + 25% High Yield Very Liquid + 25% US Agg Index

- **Index Identifier:** HB10288

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                              | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40583333 | PA      | $40662122.82   | 0.05%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                              | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  255000000 | PA      | $259830720.00  | 0.34%             | 2029-04-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                                 | Abbott Laboratories                                                                               | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |    2250000 | NS      | $281902500.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                                                        | AbbVie, Inc.                                                                                      | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |    2500000 | NS      | $571225000.00  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products and Chemicals, Inc.                                                    | Air Products and Chemicals, Inc.                                                                  | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |    2730000 | NS      | $674364600.00  | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp.                                                                     | Albemarle Corp.                                                                                   | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |    4500000 | NS      | $267255000.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Nederland Holding BV                                                          | Alcoa Nederland Holding BV                                                                        | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |  101547000 | PA      | $99634699.39   | 0.13%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                             | American Airlines, Inc.                                                                           | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |  150000000 | PA      | $156977550.00  | 0.20%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                                                   | American Electric Power Co., Inc.                                                                 | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $32276668.20   | 0.04%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                                                | American Tower Corp.                                                                              | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   80000000 | PA      | $84442697.60   | 0.11%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                                         | Amgen, Inc.                                                                                       | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |    1000000 | NS      | $327310000.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple, Inc.                                                                         | Apple, Inc.                                                                                       | CUSIP: 03785EAG9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | STIV             | CORP              | US        |   87500000 | PA      | $87359177.50   | 0.11%             | 2026-01-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                    | ArcelorMittal SA                                                                                  | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |   55000000 | PA      | $61620044.20   | 0.08%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ardagh Group SA                                                                     | Ardagh Group SA                                                                                   | CUSIP: 03969UAA4<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |  260000000 | PA      | $238550000.00  | 0.31%             | 2030-12-01      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc         | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance plc                       | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   60000000 | PA      | $56534742.00   | 0.07%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ares Management Corp.                                                               | Ares Management Corp., Series B                                                                   | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |    2250000 | NS      | $113400000.00  | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Capital, Inc.                                                               | Ashtead Capital, Inc.                                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25806680.25   | 0.03%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                               | Ashtead Capital, Inc.                                                                             | CUSIP: 045054AR4<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $37049683.30   | 0.05%             | 2033-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                                             | Asurion LLC and Asurion Co-Issuer, Inc.                                                           | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   75000000 | PA      | $77859481.50   | 0.10%             | 2032-12-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                   | BAT Capital Corp.                                                                                 | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   53500000 | PA      | $59096548.33   | 0.08%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                   | BAT Capital Corp.                                                                                 | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   37812000 | PA      | $36396700.62   | 0.05%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                                                   | BAT Capital Corp.                                                                                 | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23062045.50   | 0.03%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BP plc                                                                              | BP plc                                                                                            | CUSIP: 055622104<br>LEI: 213800LH1BZH3DI6G760 | Long             | EC               | CORP              | GB        |    2000000 | NS      | $69460000.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                             | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     500000 | NS      | $27500000.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $44448448.05   | 0.06%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  120000000 | PA      | $119742733.20  | 0.16%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                               | Bank of America Corp.                                                                             | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   90000000 | PA      | $92076840.00   | 0.12%             | 2035-08-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                        | Barclays plc                                                                                      | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   30000000 | PA      | $27788248.80   | 0.04%             | 2031-06-24      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                        | Barclays plc                                                                                      | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   80000000 | PA      | $81760908.80   | 0.11%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                        | Barclays plc                                                                                      | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |  100000000 | PA      | $105014917.00  | 0.14%             | 2033-08-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                        | Barclays plc                                                                                      | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   65000000 | PA      | $74350911.05   | 0.10%             | 2033-11-02      | Fixed         | 7.44%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                        | Barclays plc                                                                                      | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   55000000 | PA      | $61602612.50   | 0.08%             | 2034-06-27      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                        | Barclays plc                                                                                      | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   70000000 | PA      | $77528780.70   | 0.10%             | 2034-09-13      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                                                        | Barclays plc                                                                                      | CUSIP: 06738EDC6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   20000000 | PA      | $21422040.00   | 0.03%             | 2035-03-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                                            | Bausch Health Cos., Inc.                                                                          | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |   60928000 | PA      | $63158873.24   | 0.08%             | 2028-09-30      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                         | Beach Acquisition Bidco LLC                                                                       | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |  220000000 | PA      | $243019260.00  | 0.31%             | 2033-07-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BellRing Brands, Inc.                                                               | BellRing Brands, Inc.                                                                             | CUSIP: 07831CAA1<br>LEI: 549300S3BOK5CMTS8054 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31039541.70   | 0.04%             | 2030-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BlackRock, Inc.                                                                     | BlackRock, Inc.                                                                                   | CUSIP: 09290D101<br>LEI: 529900VBK42Y5HHRMD23 | Long             | EC               | CORP              | US        |     200000 | NS      | $214068000.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                                  | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |    5580000 | NS      | $385354800.00  | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                                  | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $22759847.25   | 0.03%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                                  | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $21943949.25   | 0.03%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                                  | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  243000000 | PA      | $249768998.28  | 0.32%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                                  | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $32570104.20   | 0.04%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                                                    | Boeing Co. (The)                                                                                  | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $38734853.85   | 0.05%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Bombardier, Inc.                                                                    | Bombardier, Inc.                                                                                  | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |   40000000 | PA      | $42675920.00   | 0.06%             | 2031-07-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                                            | Bristol-Myers Squibb Co.                                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |    4500000 | NS      | $242730000.00  | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom, Inc.                                                                      | Broadcom, Inc.                                                                                    | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   80000000 | PA      | $78959025.60   | 0.10%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                                                      | Broadcom, Inc.                                                                                    | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $31925754.70   | 0.04%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                       | CCO Holdings LLC / CCO Holdings Capital Corp.                                                     | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  207600000 | PA      | $207435036.89  | 0.27%             | 2027-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                       | CCO Holdings LLC / CCO Holdings Capital Corp.                                                     | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  165700000 | PA      | $164481690.75  | 0.21%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                       | CCO Holdings LLC / CCO Holdings Capital Corp.                                                     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   82500000 | PA      | $78842651.25   | 0.10%             | 2030-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                       | CCO Holdings LLC / CCO Holdings Capital Corp.                                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  102000000 | PA      | $103453582.62  | 0.13%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                                       | CCO Holdings LLC / CCO Holdings Capital Corp.                                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  100000000 | PA      | $102111755.00  | 0.13%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                  | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBJ8<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  518000000 | PA      | $461512100.00  | 0.60%             | 2029-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                  | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBL3<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  610000000 | PA      | $489307431.30  | 0.63%             | 2030-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                  | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  517498000 | PA      | $565464889.62  | 0.73%             | 2032-01-15      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                  | CHS/Community Health Systems, Inc.                                                                | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |  200000000 | PA      | $210315724.00  | 0.27%             | 2034-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Cigna Group (The)                                                                   | Cigna Group (The)                                                                                 | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |     400000 | NS      | $110092000.00  | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                                  | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   61925000 | PA      | $58478214.87   | 0.08%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                                                    | CVS Health Corp.                                                                                  | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   95000000 | PA      | $97839147.20   | 0.13%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                         | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  124000000 | PA      | $119026823.76  | 0.15%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                         | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |   95000000 | PA      | $98432062.15   | 0.13%             | 2030-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                         | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  142500000 | PA      | $146056680.30  | 0.19%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                         | Caesars Entertainment, Inc.                                                                       | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |  145000000 | PA      | $141115290.50  | 0.18%             | 2032-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                       | Calpine Corp.                                                                                     | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   85175000 | PA      | $85271418.10   | 0.11%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                                       | Calpine Corp.                                                                                     | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |  135000000 | PA      | $135214785.00  | 0.18%             | 2028-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.                      | Calumet Specialty Products Partners LP / Calumet Finance Corp.                                    | CUSIP: 131477AV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  125000000 | PA      | $125188750.00  | 0.16%             | 2027-01-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.                      | Calumet Specialty Products Partners LP / Calumet Finance Corp.                                    | CUSIP: 131477AW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   73565000 | PA      | $74799420.70   | 0.10%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.                      | Calumet Specialty Products Partners LP / Calumet Finance Corp.                                    | CUSIP: 131477AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  140000000 | PA      | $143897460.00  | 0.19%             | 2029-07-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.                      | Calumet Specialty Products Partners LP / Calumet Finance Corp.                                    | CUSIP: 131477AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   72624000 | PA      | $73376457.26   | 0.09%             | 2026-04-15      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp.                      | Calumet Specialty Products Partners LP / Calumet Finance Corp.                                    | CUSIP: 131477AZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10167800.00   | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                                                     | Camelot Return Merger Sub, Inc.                                                                   | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   52600000 | PA      | $40803674.68   | 0.05%             | 2028-08-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                  | Canadian Imperial Bank of Commerce                                                                | CUSIP: 13608BAG9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | STIV             | CORP              | CA        |   87500000 | PA      | $87355257.50   | 0.11%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $51366304.00   | 0.07%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41267088.40   | 0.05%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                       | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   85000000 | PA      | $88999475.25   | 0.12%             | 2034-02-01      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $78725544.75   | 0.10%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                         | Capital One Financial Corp.                                                                       | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $45219226.80   | 0.06%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                    | CUSIP: 143658BX9<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |  115000000 | PA      | $118808216.95  | 0.15%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                                                      | Carnival Corp.                                                                                    | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   85000000 | PA      | $87340133.30   | 0.11%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                            | Celanese US Holdings LLC                                                                          | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41258295.20   | 0.05%             | 2027-07-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                            | Celanese US Holdings LLC                                                                          | CUSIP: 15089QAP9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |  105000000 | PA      | $109349023.35  | 0.14%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                            | Celanese US Holdings LLC                                                                          | CUSIP: 15089QAX2<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31634898.90   | 0.04%             | 2030-11-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                       | Centene Corp.                                                                                     | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   52000000 | PA      | $51726083.24   | 0.07%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                       | Centene Corp.                                                                                     | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |  141100000 | PA      | $136957826.07  | 0.18%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                                                       | Centene Corp.                                                                                     | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |   47000000 | PA      | $43325041.80   | 0.06%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                                            | CenterPoint Energy, Inc.                                                                          | CUSIP: 15189TBQ9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $45605250.00   | 0.06%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                         | Cheniere Energy Partners LP                                                                       | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31824111.60   | 0.04%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                               | Cheniere Energy, Inc.                                                                             | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41513832.40   | 0.05%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                                                       | Chevron Corp.                                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    7500000 | NS      | $1143075000.00 | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                                                       | Chevron Corp.                                                                                     | CUSIP: 16677KAG8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   75000000 | PA      | $74878462.50   | 0.10%             | 2026-01-16      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                 | Cisco Systems, Inc.                                                                               | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |    4000000 | NS      | $308120000.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                                                     | Citigroup, Inc.                                                                                   | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $81698965.50   | 0.11%             | 2033-11-17      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                     | Citigroup, Inc.                                                                                   | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   85000000 | PA      | $89063646.85   | 0.12%             | 2036-01-24      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                     | Citigroup, Inc.                                                                                   | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  155000000 | PA      | $164714917.95  | 0.21%             | 2034-05-25      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                     | Citigroup, Inc.                                                                                   | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30231191.10   | 0.04%             | 2039-09-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                                                     | Citigroup, Inc., Series GG                                                                        | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $77981259.00   | 0.10%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Clarion Partners Real Estate Income Fund, Inc.                                      | Clarion Partners Real Estate Income Fund, Inc., Class I                                           | CUSIP: 180567406<br>LEI: 549300HQZ8T32H6E5695 | Long             |  | RF                | US        |    7867833 | NS      | $90008007.12   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                | Clear Channel Outdoor Holdings, Inc.                                                              | CUSIP: 18453HAC0<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |  125000000 | PA      | $125184125.00  | 0.16%             | 2028-04-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                              | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 185899AL5<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24082972.50   | 0.03%             | 2031-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                              | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   97000000 | PA      | $99546295.59   | 0.13%             | 2032-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                              | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   59265000 | PA      | $61421454.22   | 0.08%             | 2029-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                              | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   55000000 | PA      | $57249648.50   | 0.07%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                                              | Cleveland-Cliffs, Inc.                                                                            | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |   55000000 | PA      | $57518228.35   | 0.07%             | 2034-01-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                               | Clydesdale Acquisition Holdings, Inc.                                                             | CUSIP: 18972EAD7<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41157777.20   | 0.05%             | 2032-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co. (The)                                                                 | Coca-Cola Co. (The)                                                                               | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |    5000000 | NS      | $349550000.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp.                                                                       | Comcast Corp., Class A                                                                            | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |   10000000 | NS      | $298900000.00  | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope LLC                                                                       | CommScope LLC                                                                                     | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |  220000000 | PA      | $221331440.00  | 0.29%             | 2028-07-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                       | CommScope LLC                                                                                     | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |  150000000 | PA      | $149906250.00  | 0.19%             | 2029-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                       | CommScope LLC                                                                                     | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |  155000000 | PA      | $156689532.55  | 0.20%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| CommScope LLC                                                                       | CommScope LLC                                                                                     | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |  292000000 | PA      | $294473491.12  | 0.38%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Connect Holding II LLC                                                              | Connect Holding II LLC                                                                            | CUSIP: 20753PAD3<br>LEI: 254900LCX7S2QHYUOI31 | Long             | DBT              | CORP              | US        |  135000000 | PA      | $128012406.75  | 0.17%             | 2031-04-03      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                      | ConocoPhillips                                                                                    | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |    2500000 | NS      | $234025000.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreWeave, Inc.                                                                     | CoreWeave, Inc.                                                                                   | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   82000000 | PA      | $76326223.20   | 0.10%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CoreWeave, Inc.                                                                     | CoreWeave, Inc.                                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $68832750.00   | 0.09%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                                                  | Crown Castle, Inc.                                                                                | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $60529262.40   | 0.08%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                        | DaVita, Inc.                                                                                      | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |  150000000 | PA      | $145959750.00  | 0.19%             | 2030-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                        | DaVita, Inc.                                                                                      | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   70000000 | PA      | $72909620.00   | 0.09%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DaVita, Inc.                                                                        | DaVita, Inc.                                                                                      | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41506918.00   | 0.05%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                  | Dell International LLC / EMC Corp.                                                                | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40000000 | PA      | $42180791.60   | 0.05%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Dell Technologies, Inc.                                                             | Dell Technologies, Inc., Class C                                                                  | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | EC               | CORP              | US        |    1000000 | NS      | $125880000.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                  | Dell International LLC / EMC Corp.                                                                | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   55000000 | PA      | $56782134.75   | 0.07%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                               | Dominion Energy, Inc.                                                                             | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |    5856900 | NS      | $343155771.00  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| RR Donnelley & Sons Co.                                                             | RR Donnelley & Sons Co.                                                                           | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $51712250.00   | 0.07%             | 2029-08-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Dornoch Debt Merger Sub, Inc.                                                       | Dornoch Debt Merger Sub, Inc.                                                                     | CUSIP: 25830JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   85000000 | PA      | $73693545.65   | 0.10%             | 2029-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                              | Dow Chemical Co. (The)                                                                            | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $36896283.55   | 0.05%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                                                   | Duke Energy Corp.                                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |    3500000 | NS      | $410235000.00  | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                         | EMRLD Borrower LP / Emerald Co-Issuer, Inc.                                                       | CUSIP: 29103CAA6<br>LEI: 5493000GJYE7GAQCUC61 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $52138104.00   | 0.07%             | 2030-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                  | Energy Transfer LP                                                                                | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31544697.90   | 0.04%             | 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        |   25000000 | PA      | $27412221.50   | 0.04%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                  | Energy Transfer LP                                                                                | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   24400000 | PA      | $25123088.88   | 0.03%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings, Inc.                                                         | Endo Finance Holdings, Inc.                                                                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   50000000 | PA      | $52909550.00   | 0.07%             | 2031-04-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                 | Expedia Group, Inc.                                                                               | CUSIP: 30212PAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   36500000 | PA      | $36331929.18   | 0.05%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                 | Expedia Group, Inc.                                                                               | CUSIP: 30212PAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   60000000 | PA      | $57570380.40   | 0.07%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                   | Exxon Mobil Corp.                                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |   13000000 | NS      | $1564420000.00 | 2.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                        | Fortescue Treasury Pty. Ltd.                                                                      | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |  155500000 | PA      | $150527719.56  | 0.19%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                        | Fortescue Treasury Pty. Ltd.                                                                      | CUSIP: 30251GBD8<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   62035000 | PA      | $63850031.82   | 0.08%             | 2030-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fortescue Treasury Pty. Ltd.                                                        | Fortescue Treasury Pty. Ltd.                                                                      | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |   75000000 | PA      | $78328773.75   | 0.10%             | 2032-04-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                          | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWG80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  148945821 | PA      | $149210479.99  | 0.19%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                          | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWHG1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   69048940 | PA      | $70239841.72   | 0.09%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                          | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   72828666 | PA      | $74101364.65   | 0.10%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                          | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWJR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   72343545 | PA      | $73412940.56   | 0.10%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                          | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWMX8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  549962460 | PA      | $548897898.13  | 0.71%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                          | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  240715294 | PA      | $244266171.51  | 0.32%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                          | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWNG4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  244593214 | PA      | $244201757.00  | 0.32%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                          | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWNJ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  236850466 | PA      | $240344368.18  | 0.31%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                          | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWNK5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  179225373 | PA      | $181869239.89  | 0.24%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                          | FHLMC Pool, 30 Year                                                                               | CUSIP: 3132DWNX7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  177710902 | PA      | $180332437.81  | 0.23%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                | FNMA, Series S                                                                                    | CUSIP: 313586752<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |    4000000 | NS      | $60920000.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FNMA                                                                                | FNMA                                                                                              | CUSIP: 313586810<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | EP               | CORP              | US        |       4220 | NS      | $208890000.00  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| FNMA                                                                                | FNMA, 30 Year                                                                                     | CUSIP: 3140QBMZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   20831306 | PA      | $20145557.35   | 0.03%             | 2049-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                | FNMA, 30 Year                                                                                     | CUSIP: 3140XPBW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  180097221 | PA      | $180324446.18  | 0.23%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                | FNMA, 30 Year                                                                                     | CUSIP: 31418ER77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  148133765 | PA      | $148580308.57  | 0.19%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                | FNMA, 30 Year                                                                                     | CUSIP: 31418ET67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   68894473 | PA      | $70114307.16   | 0.09%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                | FNMA, 30 Year                                                                                     | CUSIP: 31418FED5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  206728078 | PA      | $209798789.77  | 0.27%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA                                                                                | FNMA, 30 Year                                                                                     | CUSIP: 31418FNK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  255773386 | PA      | $262835511.71  | 0.34%             | 2055-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FHLMC Pool                                                                          | FHLMC Pool, 30 Year                                                                               | CUSIP: 3142J6BU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  112858354 | PA      | $115974460.77  | 0.15%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.               | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                             | CUSIP: 31556TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   95000000 | PA      | $92373544.50   | 0.12%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.               | Fertitta Entertainment LLC / Fertitta Entertainment Finance Co., Inc.                             | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   82500000 | PA      | $78498741.75   | 0.10%             | 2030-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                 | Fifth Third Bancorp                                                                               | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |    6000000 | NS      | $280860000.00  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Five Corners Funding Trust III                                                      | Five Corners Funding Trust III                                                                    | CUSIP: 33830GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31655129.10   | 0.04%             | 2033-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                      | Ford Motor Co.                                                                                    | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34969269.30   | 0.05%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                      | Ford Motor Co.                                                                                    | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  120000000 | PA      | $105791263.20  | 0.14%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co.                                                                      | Ford Motor Co.                                                                                    | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |  155000000 | PA      | $159776259.90  | 0.21%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   85000000 | PA      | $85360658.40   | 0.11%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $48316414.95   | 0.06%             | 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        |   92000000 | PA      | $96026202.44   | 0.12%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397D26<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35311009.65   | 0.05%             | 2026-06-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   65000000 | PA      | $66079239.85   | 0.09%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   80000000 | PA      | $83697010.40   | 0.11%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                                           | Ford Motor Credit Co. LLC                                                                         | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $45083453.85   | 0.06%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                              | Freeport-McMoRan, Inc.                                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |    6888708 | NS      | $349877479.32  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Freeport-McMoRan, Inc.                                                              | Freeport-McMoRan, Inc.                                                                            | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $40684796.40   | 0.05%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 36179X2L9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   63533629 | PA      | $64641235.37   | 0.08%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N53Y3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  200000000 | PA      | $202388676.00  | 0.26%             | 2055-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N5MQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  197540448 | PA      | $199666346.72  | 0.26%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N5MR7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   96585242 | PA      | $98524612.81   | 0.13%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N5PJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  124158055 | PA      | $125487357.10  | 0.16%             | 2055-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N5PK9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  122390245 | PA      | $124853270.35  | 0.16%             | 2055-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N5RF8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   83062796 | PA      | $83952123.15   | 0.11%             | 2055-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N5RG6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   82728297 | PA      | $84486590.19   | 0.11%             | 2055-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N5TP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  360436361 | PA      | $368106277.56  | 0.48%             | 2055-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                                                | GNMA II, Single-family, 30 Year                                                                   | CUSIP: 3618N5XQ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  288611054 | PA      | $291701171.85  | 0.38%             | 2055-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                                                    | GE HealthCare Technologies, Inc.                                                                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  105000000 | PA      | $113164321.20  | 0.15%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                                  | General Motors Co.                                                                                | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |  140000000 | PA      | $135029741.00  | 0.17%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                                                  | General Motors Co.                                                                                | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $26159355.50   | 0.03%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $54006065.00   | 0.07%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $51844295.50   | 0.07%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                                                  | General Motors Financial Co., Inc.                                                                | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $78215655.75   | 0.10%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Genmab A/S / Genmab Finance LLC                                                     | Genmab A/S / Genmab Finance LLC                                                                   | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   80000000 | PA      | $82043323.20   | 0.11%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Genmab A/S / Genmab Finance LLC                                                     | Genmab A/S / Genmab Finance LLC                                                                   | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |   20000000 | PA      | $21025037.40   | 0.03%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $83620245.75   | 0.11%             | 2034-10-24      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   65000000 | PA      | $69129747.05   | 0.09%             | 2035-04-25      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The), Series Y                                                         | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25363300.00   | 0.03%             | 2034-11-10      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GC28<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10439393.60   | 0.01%             | 2030-02-10      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $67026711.60   | 0.09%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                                                     | Goldman Sachs Group, Inc. (The)                                                                   | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $27089513.70   | 0.04%             | 2032-10-21      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                                                    | Goodyear Tire & Rubber Co. (The)                                                                  | CUSIP: 382550BG5<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |   34757000 | PA      | $34947922.98   | 0.05%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                           | HCA, Inc.                                                                                         | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   90000000 | PA      | $93703288.50   | 0.12%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                                           | HCA, Inc.                                                                                         | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  115000000 | PA      | $118569271.10  | 0.15%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HP, Inc.                                                                            | HP, Inc.                                                                                          | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $36127479.85   | 0.05%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co.                                                                     | Halliburton Co.                                                                                   | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | EC               | CORP              | US        |    5000000 | NS      | $141300000.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                                                 | Herc Holdings, Inc.                                                                               | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $36855820.40   | 0.05%             | 2030-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Herc Holdings, Inc.                                                                 | Herc Holdings, Inc.                                                                               | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31829223.60   | 0.04%             | 2033-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                           | Hilcorp Energy I LP / Hilcorp Finance Co.                                                         | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27000000 | PA      | $26341580.70   | 0.03%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co.                                           | Hilcorp Energy I LP / Hilcorp Finance Co.                                                         | CUSIP: 431318BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  107000000 | PA      | $101754544.35  | 0.13%             | 2035-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                                                 | Hilton Domestic Operating Co., Inc.                                                               | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41444520.00   | 0.05%             | 2032-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                                              | Home Depot, Inc. (The)                                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |    2000000 | NS      | $688200000.00  | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International, Inc.                                                       | Honeywell International, Inc.                                                                     | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |    2000000 | NS      | $390180000.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                                                        | Humana, Inc.                                                                                      | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |     300000 | NS      | $76839000.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana, Inc.                                                                        | Humana, Inc.                                                                                      | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $36782930.45   | 0.05%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                          | Huntsman International LLC                                                                        | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $23981835.50   | 0.03%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works, Inc.                                                           | Illinois Tool Works, Inc.                                                                         | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |     600000 | NS      | $147780000.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Franklin Institutional U.S. Government Money Market Fund                            | Franklin Institutional U.S. Government Money Market Fund                                          | CUSIP: 457756500<br>LEI: 549300M4TP89K77LG374 | Long             | STIV             | RF                | US        |  291000297 | NS      | $291000296.59  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corp.                                               | International Business Machines Corp.                                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |    1250000 | NS      | $370262500.00  | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| International Flavors & Fragrances, Inc.                                            | International Flavors & Fragrances, Inc.                                                          | CUSIP: 459506AQ4<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   24549000 | PA      | $22166408.83   | 0.03%             | 2030-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| International Paper Co.                                                             | International Paper Co.                                                                           | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |    5100000 | NS      | $200889000.00  | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                      | JBS USA Holding Lux SARL / JBS USA Food Co. / JBS Lux Co. SARL                                    | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   85000000 | PA      | $88853730.00   | 0.12%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co.                                                                              | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   90000000 | PA      | $98972347.50   | 0.13%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corp. / JetBlue Loyalty LP                                          | JetBlue Airways Corp. / JetBlue Loyalty LP                                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  100000000 | PA      | $100833621.00  | 0.13%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                   | Johnson & Johnson                                                                                 | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |    2000000 | NS      | $413900000.00  | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series OO                                                                   | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  100000000 | PA      | $103987116.00  | 0.13%             | 2030-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KB Home                                                                             | KB Home                                                                                           | CUSIP: 48666KBA6<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20685400.00   | 0.03%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Kedrion SpA                                                                         | Kedrion SpA                                                                                       | CUSIP: 49272YAB9<br>LEI: 81560047FA58E1BEDF67 | Long             | DBT              | CORP              | IT        |   50000000 | PA      | $49301717.50   | 0.06%             | 2029-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                          | KeyBank NA                                                                                        | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $51542998.00   | 0.07%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| KeyBank NA                                                                          | KeyBank NA                                                                                        | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34939103.85   | 0.05%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                               | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30982115.70   | 0.04%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                 | Kinder Morgan, Inc.                                                                               | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |   67000000 | PA      | $68964478.19   | 0.09%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                             | BASF SE                                                                                           | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |    2500000 | NS      | $131546505.80  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp.                                                               | Lockheed Martin Corp.                                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |    1000000 | NS      | $483670000.00  | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                                                   | Lowe's Cos., Inc.                                                                                 | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |     500000 | NS      | $120580000.00  | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                                                   | Lowe's Cos., Inc.                                                                                 | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $36743994.00   | 0.05%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                   | Lowe's Cos., Inc.                                                                                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   48000000 | PA      | $46012675.20   | 0.06%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                                                   | Lowe's Cos., Inc.                                                                                 | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   17000000 | PA      | $17414193.95   | 0.02%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                                              | Mercedes-Benz Group AG                                                                            | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |    2500000 | NS      | $173305229.46  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                        | MPH Acquisition Holdings LLC                                                                      | CUSIP: 553283AF9<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |   49792145 | PA      | $52704487.56   | 0.07%             | 2030-12-31      | Fixed         | 11.50%                | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                               | Matador Resources Co.                                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30773280.00   | 0.04%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                               | Matador Resources Co.                                                                             | CUSIP: 576485AG1<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35518521.50   | 0.05%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co.                                                               | Matador Resources Co.                                                                             | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $40206000.00   | 0.05%             | 2033-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                              | Mauser Packaging Solutions Holding Co.                                                            | CUSIP: 57763RAE7<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |  250000000 | PA      | $248258837.50  | 0.32%             | 2030-04-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                              | Mauser Packaging Solutions Holding Co.                                                            | CUSIP: 57763RAF4<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |  250000000 | PA      | $241250000.00  | 0.31%             | 2030-04-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| McAfee Corp.                                                                        | McAfee Corp.                                                                                      | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $43657128.50   | 0.06%             | 2030-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                    | McDonald's Corp.                                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |    1000000 | NS      | $305630000.00  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower LP / Medline Co-Issuer, Inc.                                       | Medline Borrower LP / Medline Co-Issuer, Inc.                                                     | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   75000000 | PA      | $77625846.75   | 0.10%             | 2029-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                                                   | Merck & Co., Inc.                                                                                 | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |    4800000 | NS      | $505248000.00  | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology, Inc.                                                             | Micron Technology, Inc.                                                                           | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $42630754.80   | 0.06%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                                                 | Stagwell Global LLC                                                                               | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |   55000000 | PA      | $53675209.50   | 0.07%             | 2029-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                                                           | Millrose Properties, Inc.                                                                         | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   50000000 | PA      | $51193450.00   | 0.07%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                              | Mineral Resources Ltd.                                                                            | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   20000000 | PA      | $20460500.00   | 0.03%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                              | Mineral Resources Ltd.                                                                            | CUSIP: 603051AD5<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |   25000000 | PA      | $26020954.25   | 0.03%             | 2030-05-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                        | Mondelez International, Inc., Class A                                                             | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |     500000 | NS      | $26915000.00   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                    | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $38371812.85   | 0.05%             | 2033-10-18      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                    | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   67095000 | PA      | $70625601.97   | 0.09%             | 2038-01-19      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                    | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  220000000 | PA      | $226571868.60  | 0.29%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                      | Morgan Stanley                                                                                    | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $33557183.70   | 0.04%             | 2034-11-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                 | Medline Borrower LP                                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |  110000000 | PA      | $107470445.50  | 0.14%             | 2029-04-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                 | Medline Borrower LP                                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   90000000 | PA      | $90539640.00   | 0.12%             | 2029-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Claritev Corp.                                                                      | Claritev Corp.                                                                                    | CUSIP: 62548MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   27072269 | PA      | $21657815.20   | 0.03%             | 2031-03-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                                                      | NCL Corp. Ltd.                                                                                    | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   35000000 | PA      | $35858807.25   | 0.05%             | 2032-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                                  | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $29017476.30   | 0.04%             | 2027-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                                  | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   48300000 | PA      | $46241468.49   | 0.06%             | 2029-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                                  | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   65000000 | PA      | $60778417.70   | 0.08%             | 2031-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                                  | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $33267270.00   | 0.04%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                                  | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $61307040.00   | 0.08%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10279550.00   | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                                  | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  100000000 | PA      | $100010474.00  | 0.13%             | 2029-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                                  | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  150000000 | PA      | $152065254.00  | 0.20%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nestle SA                                                                           | Nestle SA                                                                                         | CUSIP: 641069406<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |    4000000 | NS      | $395120000.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle Finance International Ltd.                                                   | Nestle Finance International Ltd.                                                                 | CUSIP: 64106HAN1<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |  155000000 | PA      | $154654148.50  | 0.20%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                       | Netflix, Inc.                                                                                     | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   43000000 | PA      | $43232145.82   | 0.06%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                       | Netflix, Inc.                                                                                     | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   70000000 | PA      | $71515173.80   | 0.09%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                                                 | Newell Brands, Inc.                                                                               | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |   65000000 | PA      | $68240120.00   | 0.09%             | 2028-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy, Inc.                                                                | NextEra Energy, Inc.                                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |    1000000 | NS      | $80280000.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                                | NextEra Energy, Inc.                                                                              | CUSIP: 65339F119<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    4500000 | NS      | $219375000.00  | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy, Inc.                                                                | NextEra Energy, Inc.                                                                              | CUSIP: 65339F663<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EP               | CORP              | US        |    3500000 | NS      | $181195000.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                                               | NextEra Energy Capital Holdings, Inc.                                                             | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $61638738.00   | 0.08%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp.                                                              | Norfolk Southern Corp.                                                                            | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |     150000 | NS      | $43308000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp.                                                              | Northrop Grumman Corp.                                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |     250000 | NS      | $142552500.00  | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                        | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $62884441.20   | 0.08%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                        | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   80000000 | PA      | $86181520.00   | 0.11%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                                                          | Occidental Petroleum Corp.                                                                        | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   52000000 | PA      | $54995564.00   | 0.07%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| 1261229 BC Ltd.                                                                     | 1261229 BC Ltd.                                                                                   | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  122853000 | PA      | $127861334.74  | 0.17%             | 2032-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                      | Opal Bidco SAS                                                                                    | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |   65000000 | PA      | $66619719.40   | 0.09%             | 2032-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                      | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   95000000 | PA      | $99082384.65   | 0.13%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $57506392.20   | 0.07%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                        | Oracle Corp.                                                                                      | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $45181330.00   | 0.06%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV                                   | Organon & Co. / Organon Foreign Debt Co-Issuer BV                                                 | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   65000000 | PA      | $52986831.95   | 0.07%             | 2034-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV                                   | Organon & Co. / Organon Foreign Debt Co-Issuer BV                                                 | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   60000000 | PA      | $58716280.80   | 0.08%             | 2028-04-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV                                   | Organon & Co. / Organon Foreign Debt Co-Issuer BV                                                 | CUSIP: 68622TAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   20000000 | PA      | $16578700.40   | 0.02%             | 2031-04-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                                                          | PG&E Corp.                                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |  107284000 | PA      | $107316238.84  | 0.14%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                          | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |     750000 | NS      | $156547500.00  | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                                            | PNC Financial Services Group, Inc. (The)                                                          | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   70000000 | PA      | $75694927.00   | 0.10%             | 2033-10-28      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |  116500000 | PA      | $116048277.08  | 0.15%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $53094515.50   | 0.07%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   49000000 | PA      | $51316068.79   | 0.07%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co.                                                        | Pacific Gas and Electric Co.                                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $32410127.40   | 0.04%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                       | PepsiCo, Inc.                                                                                     | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |    7000000 | NS      | $1004640000.00 | 1.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer, Inc.                                                                        | Pfizer, Inc.                                                                                      | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |   17000000 | NS      | $423300000.00  | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                                                   | Philip Morris International, Inc.                                                                 | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   41000000 | PA      | $43888855.90   | 0.06%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                                                   | Philip Morris International, Inc.                                                                 | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $26157709.00   | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                                               | Pilgrim's Pride Corp.                                                                             | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   68000000 | PA      | $72777714.68   | 0.09%             | 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        |   40000000 | PA      | $44411578.80   | 0.06%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                 | Post Holdings, Inc.                                                                               | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $46292618.70   | 0.06%             | 2032-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                                                          | Procter & Gamble Co. (The)                                                                        | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |    8000000 | NS      | $1146480000.00 | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential Financial, Inc.                                                          | Prudential Financial, Inc.                                                                        | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |   65000000 | PA      | $65883870.00   | 0.09%             | 2048-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                             | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35829360.00   | 0.05%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics, Inc.                                                             | Qnity Electronics, Inc.                                                                           | CUSIP: 74743LAB6<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20756030.80   | 0.03%             | 2033-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM, Inc.                                                                      | QUALCOMM, Inc.                                                                                    | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |    1100000 | NS      | $188155000.00  | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Quikrete Holdings, Inc.                                                             | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $31246050.00   | 0.04%             | 2032-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                             | Quikrete Holdings, Inc.                                                                           | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20899623.40   | 0.03%             | 2033-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Rain Carbon, Inc.                                                                   | Rain Carbon, Inc.                                                                                 | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |   38000000 | PA      | $39618249.00   | 0.05%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                           | RTX Corp.                                                                                         | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $27365308.25   | 0.04%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                                 | Regal Rexnord Corp.                                                                               | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $26506370.25   | 0.03%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp.                                                                 | Regal Rexnord Corp.                                                                               | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $64571298.60   | 0.08%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Rivian Holdings LLC / Rivian LLC / Rivian Automotive LLC                            | Rivian Holdings LLC / Rivian LLC / Rivian Automotive LLC                                          | CUSIP: 76954LAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   73000000 | PA      | $71816239.30   | 0.09%             | 2031-01-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                        | Rockies Express Pipeline LLC                                                                      | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $21131403.80   | 0.03%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                        | Royal Caribbean Cruises Ltd.                                                                      | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   50000000 | PA      | $50922177.00   | 0.07%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell plc                                                                           | Shell plc                                                                                         | CUSIP: 780259305<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |    3974000 | NS      | $292009520.00  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                            | SCIH Salt Holdings, Inc.                                                                          | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   65000000 | PA      | $65249470.00   | 0.08%             | 2028-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                            | SCIH Salt Holdings, Inc.                                                                          | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  100000000 | PA      | $100514500.00  | 0.13%             | 2029-05-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc., First Lien, CME Term Loan, J                                                     | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   19798995 | PA      | $19895713.07   | 0.03%             | 2031-02-28      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| SLB Ltd.                                                                            | SLB Ltd.                                                                                          | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | CW        |    7000000 | NS      | $268660000.00  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The)                                                                        | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $32151195.90   | 0.04%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                                                          | Charles Schwab Corp. (The)                                                                        | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $42322650.00   | 0.05%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sempra, Inc.                                                                        | Sempra, Inc.                                                                                      | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |    4500000 | NS      | $397305000.00  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra, Inc.                                                                        | Sempra, Inc.                                                                                      | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20932344.00   | 0.03%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shea Homes LP / Shea Homes Funding Corp.                                            | Shea Homes LP / Shea Homes Funding Corp.                                                          | CUSIP: 82088KAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40000000 | PA      | $39551680.00   | 0.05%             | 2029-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Shea Homes LP / Shea Homes Funding Corp.                                            | Shea Homes LP / Shea Homes Funding Corp.                                                          | CUSIP: 82088KAK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   25000000 | PA      | $24837000.00   | 0.03%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc. / SkyMiles IP Ltd.                                            | Delta Air Lines, Inc. / SkyMiles IP Ltd.                                                          | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  125000000 | PA      | $125779966.25  | 0.16%             | 2028-10-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                                | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |    8500000 | NS      | $741200000.00  | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The), Series A                                                                      | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EP               | CORP              | US        |    3500000 | NS      | $176260000.00  | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                                | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $47747161.35   | 0.06%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                                | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41114897.60   | 0.05%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The), Series 2025                                                                   | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |  100000000 | PA      | $104426069.00  | 0.14%             | 2055-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                                                  | Southern Co. (The)                                                                                | CUSIP: 842587EC7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   90000000 | PA      | $90045000.00   | 0.12%             | 2028-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                                                   | EMRLD Borrower LP, First Lien, Second Amendment Incremental CME Term Loan                         | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |   54500656 | PA      | $54675875.86   | 0.07%             | 2031-08-04      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                                                  | Tronox Finance LLC, First Lien, 2024 CME Term Loan, B                                             | CUSIP: N/A<br>LEI: 549300LMZ1DX1PWSP524       | Long             | LON              | CORP              | US        |    9974811 | PA      | $7764791.93    | 0.01%             | 2031-09-30      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Target Corp.                                                                        | Target Corp.                                                                                      | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |    1500000 | NS      | $146625000.00  | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                                              | Tenet Healthcare Corp.                                                                            | CUSIP: 88033GAV2<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   55258000 | PA      | $60640902.81   | 0.08%             | 2031-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                              | Tenet Healthcare Corp.                                                                            | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  356996000 | PA      | $358810253.67  | 0.46%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                              | Tenet Healthcare Corp.                                                                            | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   95000000 | PA      | $93663841.15   | 0.12%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                              | Tenet Healthcare Corp.                                                                            | CUSIP: 88033GDQ0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  425000000 | PA      | $435430949.25  | 0.56%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                              | Tenet Healthcare Corp.                                                                            | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |  159775000 | PA      | $166333603.98  | 0.22%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                                              | Tenet Healthcare Corp.                                                                            | CUSIP: 88033GDV9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20604380.00   | 0.03%             | 2033-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                      | Teva Pharmaceutical Finance Netherlands III BV                                                    | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   26000000 | PA      | $27003273.44   | 0.03%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                      | Teva Pharmaceutical Finance Netherlands III BV                                                    | CUSIP: 88167AAR2<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   30000000 | PA      | $34580702.70   | 0.04%             | 2031-09-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                      | Teva Pharmaceutical Finance Netherlands III BV                                                    | CUSIP: 88167AAS0<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   25000000 | PA      | $27531950.00   | 0.04%             | 2029-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                                                | Charter Communications Operating LLC, First Lien, CME Term Loan B5                                | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   19850000 | PA      | $19887218.75   | 0.03%             | 2031-12-15      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| Texas Instruments, Inc.                                                             | Texas Instruments, Inc.                                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |    2000000 | NS      | $346980000.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron, Inc.                                                                       | Textron, Inc.                                                                                     | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $36318837.60   | 0.05%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CommScope, Inc.                                                                     | CommScope, Inc., First Lien, Initial CME Term Loan                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   20000000 | PA      | $20063600.00   | 0.03%             | 2029-12-18      | Variable      | 8.47%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                            | TotalEnergies Capital SA                                                                          | CUSIP: 89152FA54<br>LEI: 529900QI55ZLJVCMPA71 | Long             | STIV             | CORP              | FR        |  168700000 | PA      | $168612073.56  | 0.22%             | 2026-01-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TransDigm Group, Inc.                                                               | TransDigm Group, Inc.                                                                             | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     200000 | NS      | $265970000.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                                   | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  100000000 | PA      | $101886593.00  | 0.13%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                                   | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $52351334.00   | 0.07%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                                   | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  100000000 | PA      | $103251895.00  | 0.13%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                                   | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  100000000 | PA      | $104166900.00  | 0.13%             | 2032-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                                   | CUSIP: 893647BW6<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  105000000 | PA      | $107549400.00  | 0.14%             | 2033-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                                   | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30804210.00   | 0.04%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                     | TransDigm, Inc.                                                                                   | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |  100000000 | PA      | $104231921.00  | 0.13%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                                             | Quikrete Holdings, Inc., First Lien, CME Term Loan, B3                                            | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   39700000 | PA      | $39867335.50   | 0.05%             | 2032-02-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Tronox, Inc.                                                                        | Tronox, Inc.                                                                                      | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |  265668000 | PA      | $186211079.41  | 0.24%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tronox, Inc.                                                                        | Tronox, Inc.                                                                                      | CUSIP: 897051AD0<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |  207000000 | PA      | $206845534.53  | 0.27%             | 2030-09-30      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                                            | CUSIP: 89788MAN2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $45368345.70   | 0.06%             | 2027-06-08      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                              | Truist Financial Corp.                                                                            | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   95000000 | PA      | $95570135.85   | 0.12%             | 2033-07-28      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| MPH Acquisition Holdings LLC                                                        | MPH Acquisition Holdings LLC, First Lien, Exchange First Out CME Term Loan                        | CUSIP: 55328HAP6<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   30224331 | PA      | $30345227.88   | 0.04%             | 2030-12-31      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| X Corp.                                                                             | X Corp., First Lien, CME Term Loan, B1                                                            | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  178163265 | PA      | $175427568.37  | 0.23%             | 2029-10-26      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| US Bancorp                                                                          | US Bancorp                                                                                        | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |    6500000 | NS      | $346840000.00  | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                               | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Closing Date CME Term Loan, B | CUSIP: 18972FAE2<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |   90240500 | PA      | $90272535.37   | 0.12%             | 2032-04-01      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                               | Clydesdale Acquisition Holdings, Inc., First Lien, 2025 Incremental Delayed Draw CME Term Loan, B | CUSIP: 18972FAF9<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    1269979 | PA      | $1270430.23    | 0.00%             | 2032-04-01      | Variable      | 7.03%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                                                 | Union Pacific Corp.                                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |    3000000 | NS      | $693960000.00  | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series 2020-1, Class A                                        | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   34005833 | PA      | $34892549.01   | 0.05%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                               | United Airlines, Inc.                                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |  107762000 | PA      | $107692040.91  | 0.14%             | 2026-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United Airlines, Inc.                                                               | United Airlines, Inc.                                                                             | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |  161643000 | PA      | $161055847.97  | 0.21%             | 2029-04-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                                                  | United Airlines Pass-Through Trust, Series 2023-1, Class A                                        | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   46648550 | PA      | $48895764.86   | 0.06%             | 2036-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                         | United Parcel Service, Inc., Class B                                                              | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |     500000 | NS      | $49595000.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United Rentals North America, Inc.                                                  | United Rentals North America, Inc.                                                                | CUSIP: 911363AM1<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $28636960.50   | 0.04%             | 2031-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                                  | United Rentals North America, Inc.                                                                | CUSIP: 911365BG8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |  140000000 | PA      | $140096740.00  | 0.18%             | 2028-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                                  | United Rentals North America, Inc.                                                                | CUSIP: 911365BP8<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   31000000 | PA      | $29171905.20   | 0.04%             | 2032-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Rentals North America, Inc.                                                  | United Rentals North America, Inc.                                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   73800000 | PA      | $75871419.88   | 0.10%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                          | US Bancorp                                                                                        | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $48207610.35   | 0.06%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                          | US Bancorp                                                                                        | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41592023.60   | 0.05%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                          | US Bancorp                                                                                        | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $37360719.55   | 0.05%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                                 | U.S. Treasury Bills                                                                               | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  250000000 | PA      | $249904167.50  | 0.32%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                            | U.S. Treasury Bills                                                                               | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  250000000 | PA      | $249732740.00  | 0.32%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                            | U.S. Treasury Bills                                                                               | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  250000000 | PA      | $249558837.50  | 0.32%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| U.S. Treasury Bills                                                                 | U.S. Treasury Bills                                                                               | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  200000000 | PA      | $199510504.00  | 0.26%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                            | U.S. Treasury Bonds                                                                               | CUSIP: 912803HF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1000000000 | PA      | $242459030.00  | 0.31%             | 2054-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                                            | U.S. Treasury Bonds                                                                               | CUSIP: 912810EX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  250000000 | PA      | $254829977.50  | 0.33%             | 2026-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                            | U.S. Treasury Bonds                                                                               | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  250000000 | PA      | $256386302.50  | 0.33%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                            | U.S. Treasury Bonds                                                                               | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  250000000 | PA      | $259013672.50  | 0.34%             | 2027-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                            | U.S. Treasury Bonds                                                                               | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  250000000 | PA      | $261347655.00  | 0.34%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| United States of America                                                            | U.S. Treasury Bonds                                                                               | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  200000000 | PA      | $209500000.00  | 0.27%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                            | U.S. Treasury Bonds                                                                               | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  750000000 | PA      | $664160160.00  | 0.86%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                                            | U.S. Treasury Bonds                                                                               | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  600000000 | PA      | $578015628.00  | 0.75%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States of America                                                            | U.S. Treasury Bonds                                                                               | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  250000000 | PA      | $235878905.00  | 0.31%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                                            | U.S. Treasury Bonds                                                                               | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  750000000 | PA      | $737167965.00  | 0.95%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States of America                                                            | U.S. Treasury Notes                                                                               | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1500000000 | PA      | $1487871090.00 | 1.93%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States of America                                                            | U.S. Treasury Notes                                                                               | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 1250000000 | PA      | $1260644525.00 | 1.63%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                                            | UnitedHealth Group, Inc.                                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |     500000 | NS      | $165055000.00  | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Univision Communications, Inc.                                                      | Univision Communications, Inc.                                                                    | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   45000000 | PA      | $48398760.00   | 0.06%             | 2032-08-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp.                         | USA Compression Partners LP / USA Compression Finance Corp.                                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   40000000 | PA      | $41423254.00   | 0.05%             | 2029-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                  | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $54052800.00   | 0.07%             | 2033-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                  | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $27387212.00   | 0.04%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                  | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AE6<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $40756977.20   | 0.05%             | 2030-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                                  | Venture Global Plaquemines LNG LLC                                                                | CUSIP: 922966AF3<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $51113882.50   | 0.07%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                                   | Venture Global Calcasieu Pass LLC                                                                 | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   46445000 | PA      | $47053900.45   | 0.06%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                            | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  183000000 | PA      | $185460176.97  | 0.24%             | 2028-06-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                            | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  230000000 | PA      | $228851357.00  | 0.30%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                            | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25927550.00   | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                            | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $77527307.25   | 0.10%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                            | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  140000000 | PA      | $134840210.40  | 0.17%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                            | Venture Global LNG, Inc.                                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |  350000000 | PA      | $276661245.00  | 0.36%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                                        | Verizon Communications, Inc.                                                                      | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |    8000000 | NS      | $325840000.00  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Viatris, Inc.                                                                       | Viatris, Inc.                                                                                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $36576958.40   | 0.05%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP / VICI Note Co., Inc.                                            | VICI Properties LP / VICI Note Co., Inc.                                                          | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  100000000 | PA      | $100011864.00  | 0.13%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                  | VICI Properties LP                                                                                | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $50362160.00   | 0.07%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                         | Beach Acquisition Bidco LLC, First Lien, CME Term Loan, B1                                        | CUSIP: 07337FAB1<br>LEI: 254900F2FNX3GBTB6202 | Long             | LON              | CORP              | US        |   45000000 | PA      | $45422100.00   | 0.06%             | 2032-09-13      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                        | Vistra Corp.                                                                                      | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10290122.20   | 0.01%             | 2026-10-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Vistra Corp.                                                                        | Vistra Corp.                                                                                      | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |   97750000 | PA      | $99822658.74   | 0.13%             | 2026-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $34771743.30   | 0.05%             | 2029-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   28500000 | PA      | $28335840.00   | 0.04%             | 2027-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  137000000 | PA      | $135347738.90  | 0.18%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   79000000 | PA      | $83712127.22   | 0.11%             | 2031-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   75000000 | PA      | $83805225.00   | 0.11%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                                           | Vistra Operations Co. LLC                                                                         | CUSIP: 92840VAR3<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  100000000 | PA      | $105389024.00  | 0.14%             | 2032-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                 | Medline Borrower LP, First Lien, 2030 Refinancing CME Term Loan                                   | CUSIP: 58503UAJ2<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   19800251 | PA      | $19896182.84   | 0.03%             | 2030-10-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                      | Weatherford International Ltd.                                                                    | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   89812000 | PA      | $92120168.40   | 0.12%             | 2030-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Weatherford International Ltd.                                                      | Weatherford International Ltd.                                                                    | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |   55000000 | PA      | $56355310.00   | 0.07%             | 2033-10-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $50791892.00   | 0.07%             | 2033-07-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   70000000 | PA      | $73428095.30   | 0.10%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                   | Wells Fargo & Co.                                                                                 | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   60000000 | PA      | $66451803.60   | 0.09%             | 2034-10-23      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                                                         | OPAL US LLC, First Lien, CME Term Loan, B4                                                        | CUSIP: F7000QAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |  139650000 | PA      | $140697375.00  | 0.18%             | 2032-04-28      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                                              | Mauser Packaging Solutions Holding Co., First Lien, 2025 CME Term Loan                            | CUSIP: 57763TAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   19847328 | PA      | $19504167.95   | 0.03%             | 2030-04-15      | Variable      | 7.23%                 | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                                            | SCIH Salt Holdings, Inc., First Lien, CME Term Loan, B1                                           | CUSIP: 78397GAM3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   19850000 | PA      | $19913123.00   | 0.03%             | 2029-01-31      | Variable      | 6.52%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                         | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   90000000 | PA      | $86390642.70   | 0.11%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                                           | Williams Cos., Inc. (The)                                                                         | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   40000000 | PA      | $42154050.80   | 0.05%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.                                   | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp.                                                 | CUSIP: 983130AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  125000000 | PA      | $125558250.00  | 0.16%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                               | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                             | CUSIP: 983133AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   75000000 | PA      | $81202722.75   | 0.11%             | 2031-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                               | Wynn Resorts Finance LLC / Wynn Resorts Capital Corp.                                             | CUSIP: 983133AD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  110000000 | PA      | $112540534.70  | 0.15%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Wynn Macau Ltd.                                                                     | Wynn Macau Ltd.                                                                                   | CUSIP: 98313RAD8<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |   51457000 | PA      | $51452521.18   | 0.07%             | 2027-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                                                   | Xcel Energy, Inc.                                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |    3000000 | NS      | $221580000.00  | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| CHS/Community Health Systems, Inc.                                                  | CHS/Community Health Systems, Inc.                                                                | CUSIP: N/A<br>LEI: 5493007X5NC5XI1BB106       | Long             | DBT              | CORP              | US        |  600000000 | PA      | $644985000.00  | 0.83%             | 2033-06-15      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Yeoman Capital SA                                                                   | Yeoman Capital SA                                                                                 | CUSIP: N/A<br>LEI: 549300ORV6YW6ESSNQ21       | Long             |  | CORP              | LU        |   14303778 | NS      | $125367487.62  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Par Health, Inc.                                                                    | Par Health, Inc.                                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    1154712 | NS      | $10825425.00   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                | American Airlines, Inc. / AAdvantage Loyalty IP Ltd.                                              | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     833333 | PA      | $834951.19     | 0.00%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                | JPMorgan Chase & Co., Series NN                                                                   | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   50000000 | PA      | $53063291.50   | 0.07%             | 2029-06-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA into Truist Financial Corp.                                  | JPMorgan Chase Bank NA into Truist Financial Corp.                                                | CUSIP: 4662AA448<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | SN               | CORP              | US        |    5400000 | NS      | $254584044.36  | 0.33%             | 2026-03-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into Starbucks Corp.                                    | Toronto-Dominion Bank (The) into Starbucks Corp.                                                  | CUSIP: 891160A52<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |    1700000 | NS      | $143551103.54  | 0.19%             | 2026-01-12      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA into Boeing Co. (The)                                        | JPMorgan Chase Bank NA into Boeing Co. (The)                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |    1275000 | NS      | $251414479.55  | 0.33%             | 2026-01-22      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UBS AG into Bank of America Corp.                                                   | UBS AG into Bank of America Corp.                                                                 | CUSIP: 90301T830<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | SN               | CORP              | CH        |    5000000 | NS      | $257590892.60  | 0.33%             | 2026-01-28      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc. into Intel Corp.                            | Citigroup Global Markets Holdings, Inc. into Intel Corp.                                          | CUSIP: 17332B207<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    6500000 | NS      | $215844552.69  | 0.28%             | 2026-03-03      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into Caterpillar, Inc.                                  | Toronto-Dominion Bank (The) into Caterpillar, Inc.                                                | CUSIP: 89116B646<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |     480000 | NS      | $194968568.83  | 0.25%             | 2026-02-25      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA into Citigroup, Inc.                                            | Wells Fargo Bank NA into Citigroup, Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |    2900000 | NS      | $277648581.61  | 0.36%             | 2026-02-25      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch BV into Microsoft Corp.                                               | Merrill Lynch BV into Microsoft Corp.                                                             | CUSIP: 59027W328<br>LEI: 549300RQ1D1WIE085245 | Long             | SN               | CORP              | NL        |     725000 | NS      | $320947683.50  | 0.42%             | 2026-03-09      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada into Cisco Systems, Inc.                                       | Royal Bank of Canada into Cisco Systems, Inc.                                                     | CUSIP: 779942879<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | SN               | CORP              | CA        |    4100000 | NS      | $290060110.28  | 0.38%             | 2026-03-18      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc into Amazon.com, Inc.                                             | Barclays Bank plc into Amazon.com, Inc.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |    1150000 | NS      | $251212592.95  | 0.33%             | 2026-03-25      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs International Bank into NIKE, Inc.                                    | Goldman Sachs International Bank into NIKE, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |    2450000 | NS      | $158742740.78  | 0.21%             | 2026-03-31      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA into RTX Corp.                                               | Goldman Sachs Bank USA into RTX Corp.                                                             | CUSIP: 38151L308<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | SN               | CORP              | US        |    1560000 | NS      | $224209086.97  | 0.29%             | 2026-03-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into Medtronic plc                                      | Toronto-Dominion Bank (The) into Medtronic plc                                                    | CUSIP: 89116B620<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |    1850000 | NS      | $177520861.09  | 0.23%             | 2026-04-13      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc into Salesforce, Inc.                                             | Barclays Bank plc into Salesforce, Inc.                                                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | SN               | CORP              | US        |     450000 | NS      | $120617929.98  | 0.16%             | 2026-04-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP into Exxon Mobil Corp.                                     | Mizuho Markets Cayman LP into Exxon Mobil Corp.                                                   | CUSIP: 60701E246<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |    2225000 | NS      | $265298210.75  | 0.34%             | 2026-04-07      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA into CVS Health Corp.                                           | Wells Fargo Bank NA into CVS Health Corp.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |    3500000 | NS      | $265585392.10  | 0.34%             | 2026-04-09      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV into Taiwan Semiconductor Manufacturing Co. Ltd. | J.P. Morgan Structured Products BV into Taiwan Semiconductor Manufacturing Co. Ltd.               | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     615000 | NS      | $131652068.77  | 0.17%             | 2026-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP into Microchip Technology, Inc.                            | Mizuho Markets Cayman LP into Microchip Technology, Inc.                                          | CUSIP: 60701E287<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |    3010000 | NS      | $186281398.48  | 0.24%             | 2026-04-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UBS AG into Marvell Technology, Inc.                                                | UBS AG into Marvell Technology, Inc.                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |    4500000 | NS      | $332077781.03  | 0.43%             | 2026-05-14      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA into Boeing Co. (The)                                           | Wells Fargo Bank NA into Boeing Co. (The)                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     865000 | NS      | $176386526.12  | 0.23%             | 2026-05-14      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP into Analog Devices, Inc.                                  | Mizuho Markets Cayman LP into Analog Devices, Inc.                                                | CUSIP: 60701E345<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     800000 | NS      | $182969122.48  | 0.24%             | 2026-05-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada into Oracle Corp.                                              | Royal Bank of Canada into Oracle Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |    1625000 | NS      | $258896505.73  | 0.34%             | 2026-05-13      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA into Home Depot, Inc. (The)                                  | Goldman Sachs Bank USA into Home Depot, Inc. (The)                                                | CUSIP: 38151L506<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | SN               | CORP              | US        |     850000 | NS      | $302111111.71  | 0.39%             | 2027-05-18      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc. into Freeport-McMoRan, Inc.                 | Citigroup Global Markets Holdings, Inc. into Freeport-McMoRan, Inc.                               | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |    2575000 | NS      | $113081008.25  | 0.15%             | 2026-06-09      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP into Amgen, Inc.                                           | Mizuho Markets Cayman LP into Amgen, Inc.                                                         | CUSIP: 60701E352<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     855000 | NS      | $260283759.92  | 0.34%             | 2026-06-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA into Salesforce, Inc.                                           | Wells Fargo Bank NA into Salesforce, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |     880000 | NS      | $232092402.43  | 0.30%             | 2026-06-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch BV into Comcast Corp.                                                 | Merrill Lynch BV into Comcast Corp.                                                               | CUSIP: N/A<br>LEI: 549300RQ1D1WIE085245       | Long             | SN               | CORP              | NL        |    6900000 | NS      | $208556693.34  | 0.27%             | 2026-06-22      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into Target Corp.                                       | Toronto-Dominion Bank (The) into Target Corp.                                                     | CUSIP: 89112B103<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |    1615000 | NS      | $156869969.21  | 0.20%             | 2026-06-30      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| BNP Paribas SA into Texas Instruments, Inc.                                         | BNP Paribas SA into Texas Instruments, Inc.                                                       | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | SN               | CORP              | FR        |    1300000 | NS      | $229378819.28  | 0.30%             | 2026-07-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch BV into UnitedHealth Group, Inc.                                      | Merrill Lynch BV into UnitedHealth Group, Inc.                                                    | CUSIP: N/A<br>LEI: 549300RQ1D1WIE085245       | Long             | SN               | CORP              | NL        |     520000 | NS      | $170682511.43  | 0.22%             | 2026-07-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada into Texas Instruments, Inc.                                   | Royal Bank of Canada into Texas Instruments, Inc.                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     674000 | NS      | $120700129.48  | 0.16%             | 2026-07-21      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into United Parcel Service, Inc.                        | Toronto-Dominion Bank (The) into United Parcel Service, Inc.                                      | CUSIP: 89112B145<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |    1380000 | NS      | $138019433.44  | 0.18%             | 2026-08-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Merrill Lynch BV into NIKE, Inc.                                                    | Merrill Lynch BV into NIKE, Inc.                                                                  | CUSIP: 59027W377<br>LEI: 549300RQ1D1WIE085245 | Long             | SN               | CORP              | NL        |    2400000 | NS      | $159252792.53  | 0.21%             | 2026-08-10      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA into Starbucks Corp.                                            | Wells Fargo Bank NA into Starbucks Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |    2250000 | NS      | $194666908.79  | 0.25%             | 2026-08-10      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into Lowe's Cos., Inc.                                  | Toronto-Dominion Bank (The) into Lowe's Cos., Inc.                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | SN               | CORP              | CA        |    1255000 | NS      | $298371500.58  | 0.39%             | 2026-08-19      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc. into International Business Machines Corp.  | Citigroup Global Markets Holdings, Inc. into International Business Machines Corp.                | CUSIP: N/A<br>LEI: 82VOJDD5PTRDMVVMGV31       | Long             | SN               | CORP              | US        |     975000 | NS      | $261294529.37  | 0.34%             | 2026-08-21      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada into Texas Instruments, Inc.                                   | Royal Bank of Canada into Texas Instruments, Inc.                                                 | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |    1560000 | NS      | $270037998.67  | 0.35%             | 2026-08-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV into Freeport-McMoRan, Inc.                                 | BNP Paribas Issuance BV into Freeport-McMoRan, Inc.                                               | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |    3750000 | NS      | $170073956.10  | 0.22%             | 2026-08-28      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BofA Finance LLC into Albemarle Corp.                                               | BofA Finance LLC into Albemarle Corp.                                                             | CUSIP: N/A<br>LEI: 549300CGZYSEY3ZSIW16       | Long             | SN               | CORP              | US        |     825000 | NS      | $83097477.95   | 0.11%             | 2026-08-28      | Fixed         | 12.50%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into Intel Corp.                                        | Toronto-Dominion Bank (The) into Intel Corp.                                                      | CUSIP: 89112B160<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |    8450000 | NS      | $248589637.82  | 0.32%             | 2026-09-01      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Bank of America NA into Microchip Technology, Inc.                                  | Bank of America NA into Microchip Technology, Inc.                                                | CUSIP: 59027W401<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | SN               | CORP              | US        |    3200000 | NS      | $204941252.26  | 0.27%             | 2026-09-03      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Barclays Bank plc into Micron Technology, Inc.                                      | Barclays Bank plc into Micron Technology, Inc.                                                    | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | SN               | CORP              | GB        |    2050000 | NS      | $301037403.09  | 0.39%             | 2026-09-08      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Merrill Lynch BV into UnitedHealth Group, Inc.                                      | Merrill Lynch BV into UnitedHealth Group, Inc.                                                    | CUSIP: 59028A119<br>LEI: 549300RQ1D1WIE085245 | Long             | SN               | CORP              | NL        |     950000 | NS      | $310239876.93  | 0.40%             | 2026-09-25      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc into Merck & Co., Inc.                                            | Barclays Bank plc into Merck & Co., Inc.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |    3100000 | NS      | $291960009.61  | 0.38%             | 2026-10-02      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch BV into Halliburton Co.                                               | Merrill Lynch BV into Halliburton Co.                                                             | CUSIP: 59028A127<br>LEI: 549300RQ1D1WIE085245 | Long             | SN               | CORP              | NL        |    7650000 | NS      | $195716554.02  | 0.25%             | 2026-09-21      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA into Schlumberger NV                                            | Wells Fargo Bank NA into Schlumberger NV                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | US        |    8600000 | NS      | $321203997.89  | 0.42%             | 2026-10-02      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Barclays Bank plc into Microchip Technology, Inc.                                   | Barclays Bank plc into Microchip Technology, Inc.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | SN               | CORP              | GB        |    3100000 | NS      | $197833701.02  | 0.26%             | 2026-10-05      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Citigroup Global Markets Holdings, Inc. into NextEra Energy, Inc.                   | Citigroup Global Markets Holdings, Inc. into NextEra Energy, Inc.                                 | CUSIP: 17333F769<br>LEI: 82VOJDD5PTRDMVVMGV31 | Long             | SN               | CORP              | US        |    3500000 | NS      | $262163710.20  | 0.34%             | 2026-10-05      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada into BP plc                                                    | Royal Bank of Canada into BP plc                                                                  | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |    3830000 | NS      | $131960702.60  | 0.17%             | 2026-10-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| BNP Paribas Issuance BV into Target Corp.                                           | BNP Paribas Issuance BV into Target Corp.                                                         | CUSIP: N/A<br>LEI: 7245009UXRIGIRYOBR48       | Long             | SN               | CORP              | NL        |    3000000 | NS      | $281430483.69  | 0.36%             | 2026-10-07      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley Finance LLC into International Business Machines Corp.               | Morgan Stanley Finance LLC into International Business Machines Corp.                             | CUSIP: 61772E198<br>LEI: 5493003FCPSE9RKT4B56 | Long             | SN               | CORP              | US        |     850000 | NS      | $242577022.03  | 0.31%             | 2027-04-08      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV into Home Depot, Inc. (The)                      | J.P. Morgan Structured Products BV into Home Depot, Inc. (The)                                    | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |    1000000 | NS      | $356946624.80  | 0.46%             | 2026-10-20      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA into NextEra Energy, Inc.                                       | Wells Fargo Bank NA into NextEra Energy, Inc.                                                     | CUSIP: 95004P449<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | SN               | CORP              | US        |    2500000 | NS      | $204632610.93  | 0.26%             | 2026-10-22      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP into Dell Technologies, Inc.                               | Mizuho Markets Cayman LP into Dell Technologies, Inc.                                             | CUSIP: 60701E485<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |    1100000 | NS      | $147780661.93  | 0.19%             | 2026-11-09      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Royal Bank of Canada into Microsoft Corp.                                           | Royal Bank of Canada into Microsoft Corp.                                                         | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     445000 | NS      | $221944260.33  | 0.29%             | 2026-11-16      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada into Analog Devices, Inc.                                      | Royal Bank of Canada into Analog Devices, Inc.                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | SN               | CORP              | CA        |     890000 | NS      | $220892084.17  | 0.29%             | 2026-11-16      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into QUALCOMM, Inc.                                     | Toronto-Dominion Bank (The) into QUALCOMM, Inc.                                                   | CUSIP: 89112B194<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |    1400000 | NS      | $244549572.68  | 0.32%             | 2026-11-25      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP into Meta Platforms, Inc.                                  | Mizuho Markets Cayman LP into Meta Platforms, Inc.                                                | CUSIP: 60701B523<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     535000 | NS      | $338094377.51  | 0.44%             | 2026-12-07      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| UBS AG into Marvell Technology, Inc.                                                | UBS AG into Marvell Technology, Inc.                                                              | CUSIP: N/A<br>LEI: BFM8T61CT2L1QCEMIK50       | Long             | SN               | CORP              | CH        |    2050000 | NS      | $181304995.91  | 0.23%             | 2026-12-16      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The) into Albemarle Corp.                                    | Toronto-Dominion Bank (The) into Albemarle Corp.                                                  | CUSIP: 89112B202<br>LEI: PT3QB789TSUIDF371261 | Long             | SN               | CORP              | CA        |    2680000 | NS      | $364481145.16  | 0.47%             | 2026-12-23      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| UBS AG into Oracle Corp.                                                            | UBS AG into Oracle Corp.                                                                          | CUSIP: 90304M386<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | SN               | CORP              | CH        |     740000 | NS      | $141367203.58  | 0.18%             | 2027-01-11      | Fixed         | 12.00%                | No            |                  2 | On Loan: No      |
| Mizuho Markets Cayman LP into Microsoft Corp.                                       | Mizuho Markets Cayman LP into Microsoft Corp.                                                     | CUSIP: 60701B747<br>LEI: 549300KHUXLS6Q30KT26 | Long             | SN               | CORP              | KY        |     650000 | NS      | $313796571.21  | 0.41%             | 2027-01-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Structured Products BV into Amazon.com, Inc.                            | J.P. Morgan Structured Products BV into Amazon.com, Inc.                                          | CUSIP: N/A<br>LEI: XZYUUT6IYN31D9K77X08       | Long             | SN               | CORP              | NL        |     725000 | NS      | $165730788.55  | 0.21%             | 2027-01-11      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| EURO                                                                                | EURO                                                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |        962 | OU      | $1129.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                                                                    | TotalEnergies SE                                                                                  | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |    4000000 | NS      | $261680000.00  | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture plc                                                                       | Accenture plc, Class A                                                                            | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |    1652000 | NS      | $443231600.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic plc                                                                       | Medtronic plc                                                                                     | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |    2000000 | NS      | $192120000.00  | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Keenova Therapeutics plc                                                            | Keenova Therapeutics plc                                                                          | CUSIP: N/A<br>LEI: 549300LMDE3RUP8Z3L60       | Long             | EC               | CORP              | IE        |    1154712 | NS      | $103288988.40  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                 | AbbVie, Inc.                                                                                      | CUSIP: 00PC145V5<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5000 | NC      | $-605000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Abbott Laboratories                                                                               | CUSIP: 00PC14735<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5000 | NC      | $-480000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Abbott Laboratories                                                                               | CUSIP: 00CC0XRQ3<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5000 | NC      | $-450000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Union Pacific Corp.                                                                               | CUSIP: 00CC1KPL3<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5000 | NC      | $-2050000.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Alphabet, Inc.                                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3000 | NC      | $-855000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | NVIDIA Corp.                                                                                      | CUSIP: 00PC2BUS7<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5000 | NC      | $-550000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Amazon.com, Inc.                                                                                  | CUSIP: 00PC2EXA7<br>LEI: N/A                  | N/A              | DE               |  | US        |     -10000 | NC      | $-2090000.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | UnitedHealth Group, Inc.                                                                          | CUSIP: 00PC3FGP9<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5000 | NC      | $-4100000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Chevron Corp.                                                                                     | CUSIP: 00CC3PTH5<br>LEI: N/A                  | N/A              | DE               |  | US        |     -10000 | NC      | $-330000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Texas Instruments, Inc.                                                                           | CUSIP: 00CC3V521<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5000 | NC      | $-1260000.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Dell Technologies, Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -10000 | NC      | $-1260000.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Dell Technologies, Inc.                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -10000 | NC      | $-2110000.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ashtead Capital, Inc.                                                               | Ashtead Capital, Inc.                                                                             | CUSIP: 045054AQ6<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   30000000 | PA      | $30968016.30   | 0.04%             | 2033-05-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Analog Devices, Inc.                                                                              | CUSIP: 00PAVF756<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5000 | NC      | $0.00          | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | McDonald's Corp.                                                                                  | CUSIP: 00CAVFUG0<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5000 | NC      | $-150000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Chevron Corp.                                                                                     | CUSIP: 00CAVB9E8<br>LEI: N/A                  | N/A              | DE               |  | US        |     -10000 | NC      | $-50000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Abbott Laboratories                                                                               | CUSIP: 00CAV9A76<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5000 | NC      | $-5000.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | PepsiCo, Inc.                                                                                     | CUSIP: 00CAVH2W2<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5000 | NC      | $-130000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Exxon Mobil Corp.                                                                                 | CUSIP: 00PAVHS34<br>LEI: N/A                  | N/A              | DE               |  | US        |     -20000 | NC      | $-160000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Meta Platforms, Inc.                                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -3000 | NC      | $-33000.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Exxon Mobil Corp.                                                                                 | CUSIP: 00CAVC302<br>LEI: N/A                  | N/A              | DE               |  | US        |     -20000 | NC      | $-620000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Texas Instruments, Inc.                                                                           | CUSIP: 00CAVLYN8<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5000 | NC      | $-365000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | TotalEnergies SE                                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -10000 | NC      | $-200000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Texas Instruments, Inc.                                                                           | CUSIP: 00PAVQ950<br>LEI: N/A                  | N/A              | DE               |  | US        |     -10000 | NC      | $-540000.00    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                                  | CUSIP: 629377CW0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   65000000 | PA      | $66415960.00   | 0.09%             | 2033-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                    | NRG Energy, Inc.                                                                                  | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   65000000 | PA      | $66817075.00   | 0.09%             | 2034-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Oracle Corp.                                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |     -10000 | NC      | $-1990000.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Cigna Group (The)                                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |      -4000 | NC      | $-1340000.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | International Business Machines Corp.                                                             | CUSIP: 00CBSTB99<br>LEI: N/A                  | N/A              | DE               |  | US        |     -10000 | NC      | $-5650000.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Bristol-Myers Squibb Co.                                                                          | CUSIP: 00CBSQWX9<br>LEI: N/A                  | N/A              | DE               |  | US        |     -10000 | NC      | $-1160000.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | AbbVie, Inc.                                                                                      | CUSIP: 00CBSRJS3<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5000 | NC      | $-1750000.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                 | Air Products and Chemicals, Inc.                                                                  | CUSIP: 00CBSXYN4<br>LEI: N/A                  | N/A              | DE               |  | US        |      -2500 | NC      | $-1087500.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Ardagh Group SA                                                                     | Ardagh Group SA                                                                                   | CUSIP: 039959AA9<br>LEI: 6354006L1NWUUOPYX274 | Long             | DBT              | CORP              | LU        |  169278000 | PA      | $183760213.65  | 0.24%             | 2030-12-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                 | Amgen, Inc.                                                                                       | CUSIP: 00PCA0303<br>LEI: N/A                  | N/A              | DE               |  | US        |      -5000 | NC      | $-3250000.00   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Yeoman Capital SA                                                                   | Yeoman Capital SA                                                                                 | CUSIP: 985923101<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |    3030000 | NS      | $26556864.03   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

**Name of Applicant:** Franklin Custodian Funds

**Signature:** Monica Krogh

**Name of Signer:** Monica Krogh

**Title:** Assistant Treasurer