# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0001193125-26-071030
**Filing Date:** 2026-2
**Character Count:** 443805
**Document Hash:** 962727db42aa63b2eaa35a2c6eef9cab
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-071030.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001193125-26-071030

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 26677594

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/PIMCO Investment Grade Credit Bond Fund (Series ID: S000068114)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000218186 | JNL/PIMCO Investment Grade Credit Bond Fund (I) |  |
| C000218187 | JNL/PIMCO Investment Grade Credit Bond Fund (A) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/PIMCO Investment Grade Credit Bond Fund

- **b. EDGAR series identifier (if any):** S000068114

- **c. LEI of Series:** 03HIFFV5LBCCS2H8ZB47

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $883299964.32

**Total Liabilities:** $93360542.60

**Net Assets:** $789939421.72

**Delayed Delivery Securities:** $80998636.48

**Cash Not Reported:** $14313453.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -449.291385143498 | **1-Year:** -25219.811110482281 | **5-Year:** -122426.672239297480 | **10-Year:** -114594.303815323642 | **30-Year:** -111838.000471596967

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

- **3-Month:** -57.112517724612 | **1-Year:** -1213.003915502279 | **5-Year:** -4071.087753866006 | **10-Year:** -5585.780548821801 | **30-Year:** -9175.112338427056

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000218186 | 0.67%                | 0.74%                | -0.29%               |
| Class ID C000218187 | 0.68%                | 0.60%                | -0.22%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $651774.68               | $995854.93                                 |
| Month 2  | $158393.88               | $2154221.31                                |
| Month 3  | $63271.15                | $-3579232.91                               |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Credit

- **Index Identifier:** LHMN0011

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Jackson National Asset Management, LLC                                                   | JNL Government Money Market Fund - Class SL                                              | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    7545454 | NS      | $7545453.55   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      30000 | PA      | $231.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      70607 | PA      | $-161.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |    1491222 | PA      | $-19069.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    2472147 | PA      | $-136416.24   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     579229 | PA      | $-8360.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     219912 | PA      | $463.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    1016592 | PA      | $-56788.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |     316249 | PA      | $-509.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | NEW TURKISH LIRA                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | TR        |   97171722 | PA      | $91850.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | TW        |     404734 | PA      | $-23.48       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    1703524 | PA      | $-9652.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |     150000 | PA      | $-376.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     330183 | PA      | $-3674.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |     160000 | PA      | $1352.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    5714700 | PA      | $-121579.79   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | NEW TURKISH LIRA                                                                         | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | TR        |     377000 | PA      | $54.06        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | INDIAN RUPEE                                                                             | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | IN        |    1801955 | PA      | $2.38         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | CHINESE YUAN RENMINBI                                                                    | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | CN        |     349541 | PA      | $19.17        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | MX        |    1696773 | PA      | $1312.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |    1281007 | PA      | $-11780.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |      20000 | PA      | $-165.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | POLISH ZLOTY                                                                             | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | PL        |    1039834 | PA      | $783.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      90000 | PA      | $409.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    3960797 | PA      | $20580.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | TW        |     404725 | PA      | $-23.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |      31689 | PA      | $-959.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    1346527 | PA      | $-46681.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      20000 | PA      | $34.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | TW        |     607006 | PA      | $-37.26       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | NEW TURKISH LIRA                                                                         | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | TR        |   72332428 | PA      | $21748.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |       5000 | PA      | $11.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | MX        |    1041271 | PA      | $761.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    1030005 | PA      | $-30030.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | MX        |       3067 | PA      | $5.39         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | NEW ZEALAND DOLLAR                                                                       | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | NZ        |    2969000 | PA      | $5083.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | CHINESE YUAN RENMINBI                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CN        |    2897000 | PA      | $3920.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | INDIAN RUPEE                                                                             | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | IN        |    8106109 | PA      | $-19.13       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | TW        |     599767 | PA      | $-19.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | US        |    1474648 | PA      | $-71688.73    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |     201567 | PA      | $-1985.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |     201114 | PA      | $964.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | EURO DOLLAR                                                                              | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |     377000 | PA      | $4748.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     808306 | PA      | $-74318.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |      10000 | PA      | $-145.85      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      20000 | PA      | $96.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |       9164 | PA      | $1.67         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |     570976 | PA      | $-1895.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | CHINESE YUAN RENMINBI                                                                    | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | CN        |    1680000 | PA      | $-196.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |    2000252 | PA      | $-7285.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |     738404 | PA      | $9377.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | POLISH ZLOTY                                                                             | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | PL        |    8276446 | PA      | $42043.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | TW        |    5348485 | PA      | $401.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | BRAZILIAN REAL                                                                           | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | BR        |   27200478 | PA      | $-56182.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |   30017652 | PA      | $-389890.38   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | TW        |    7548070 | PA      | $648.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |     848141 | PA      | $-37672.45    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      90647 | PA      | $-653.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |     119714 | PA      | $233.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | BRITISH POUND STERLING                                                                   | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | GB        |      81469 | PA      | $2001.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |    5029267 | PA      | $-36371.01    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | INDIAN RUPEE                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | IN        |  437577068 | PA      | $40137.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Securities, LLC                                                                      | POLISH ZLOTY                                                                             | CUSIP: N/A<br>LEI: T6FIZBDPKLYJKFCRVK44       | N/A              | DFE              | CORP              | PL        |    1042826 | PA      | $-59.06       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |     139271 | PA      | $-1717.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     741517 | PA      | $-33161.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | NEW TURKISH LIRA                                                                         | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | TR        |   85429547 | PA      | $37396.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     193411 | PA      | $-548.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | CHINESE YUAN RENMINBI                                                                    | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | CN        |    1676455 | PA      | $-100.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | MX        |    2906227 | PA      | $2470.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | CHINESE YUAN RENMINBI                                                                    | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | CN        |     141118 | PA      | $8.95         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | MX        |    2599729 | PA      | $1792.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |     259795 | PA      | $2303.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | INDIAN RUPEE                                                                             | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | IN        |    8130646 | PA      | $275.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |     317686 | PA      | $2070.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     639315 | PA      | $-4885.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |       3845 | PA      | $10.96        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | TW        |    1344450 | PA      | $217.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | ZA        |    3545929 | PA      | $2551.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |     160824 | PA      | $-1449.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | NEW TURKISH LIRA                                                                         | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | TR        |   39523075 | PA      | $25469.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |     259916 | PA      | $1785.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | MX        |    3487483 | PA      | $2560.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | TW        |    7526244 | PA      | $3.51         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |        279 | PA      | $0.07         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | ISRAELI SHEKEL                                                                           | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | IL        |    1008961 | PA      | $571.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                               | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | JP        |     973859 | PA      | $-32.33       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    1217481 | PA      | $-3597.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | CHINESE YUAN RENMINBI                                                                    | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | CN        |    2189000 | PA      | $2656.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      20000 | PA      | $43.09        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | TW        |    2073663 | PA      | $371.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | TW        |    7165809 | PA      | $-1826.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     783039 | PA      | $-30919.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Banking Group LTD.                                                                   | JAPANESE YEN                                                                             | CUSIP: N/A<br>LEI: HZSN7FQBPO5IEWYIGC72       | N/A              | DFE              | CORP              | JP        |  176184235 | PA      | $-7739.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | ZA        |    2685415 | PA      | $2228.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |    2697927 | PA      | $-69720.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |    1273309 | PA      | $-11542.28    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | INDIAN RUPEE                                                                             | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | IN        |     730077 | PA      | $2.13         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      89514 | PA      | $-1040.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | TW        |    9383383 | PA      | $1608.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | TW        |   10379714 | PA      | $696.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | NEW ZEALAND DOLLAR                                                                       | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | NZ        |    4295000 | PA      | $-11968.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     161318 | PA      | $277.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | BRITISH POUND STERLING                                                                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | GB        |    1834531 | PA      | $42229.36     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | CHINESE YUAN RENMINBI                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | CN        |    1830000 | PA      | $1464.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      12003 | PA      | $72.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |     210643 | PA      | $795.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |     531873 | PA      | $-7698.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | ZA        |    2667685 | PA      | $813.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |    8183986 | PA      | $-194773.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | BRAZILIAN REAL                                                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | BR        |   22258169 | PA      | $-7414.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |     134321 | PA      | $1422.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | MX        |    1676453 | PA      | $1150.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     150005 | PA      | $825.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    1330099 | PA      | $-12032.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | MX        |    2436997 | PA      | $2110.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | CHINESE YUAN RENMINBI                                                                    | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | CN        |    1826000 | PA      | $1662.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      55862 | PA      | $309.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |     219629 | PA      | $756.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | BRAZILIAN REAL                                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | BR        |   27261889 | PA      | $62432.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    2730357 | PA      | $-69149.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | SOUTH AFRICAN RAND                                                                       | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | ZA        |    2691308 | PA      | $1445.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | POLISH ZLOTY                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | PL        |     216000 | PA      | $48.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |    1502610 | PA      | $-75983.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     317686 | PA      | $-4182.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      22057 | PA      | $197.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      50000 | PA      | $-135.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |    4873852 | PA      | $-64261.29    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | TW        |     141633 | PA      | $-8.48        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |     190899 | PA      | $-1901.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |     160407 | PA      | $1436.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |     127509 | PA      | $-1391.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      60000 | PA      | $149.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                    | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | MX        |    2717517 | PA      | $2167.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                   | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | TW        |    1422476 | PA      | $246.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                      | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | MX        |   67457000 | PA      | $89469.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |     149988 | PA      | $-1508.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | MX        |    5822000 | PA      | $3768.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | MEXICAN PESO                                                                             | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | MX        |     586279 | PA      | $910.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank Alex Brown Inc.                                                            | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DFE              | CORP              | US        |     675910 | PA      | $-43662.41    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                                                                  | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | N/A              | DFE              | CORP              | US        |      10000 | PA      | $-154.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                           | TAIWAN NEW DOLLAR                                                                        | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | TW        |    1555485 | PA      | $286.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| J.P. Morgan                                                                              | UNITED STATES DOLLAR                                                                     | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DFE              | CORP              | US        |    1329533 | PA      | $-10846.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | OPTION                                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | KR        |    2691000 | NC      | $16003.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | OPTION                                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | KR        |   -2691000 | NC      | $-4767.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | OPTION                                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | KR        |    5530000 | NC      | $30022.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | OPTION                                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | KR        |   -5530000 | NC      | $-9797.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | OPTION                                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |    1409000 | NC      | $7754.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | OPTION                                                                                   | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DFE              | CORP              | US        |   -1409000 | NC      | $-1971.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | OPTION                                                                                   | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |     928000 | NC      | $5038.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                             | OPTION                                                                                   | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |    -928000 | NC      | $-1339.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | OPTION                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | US        |      89000 | NC      | $483.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | OPTION                                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DFE              | CORP              | US        |     -89000 | NC      | $-128.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   -1000000 | PA      | $-320.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   -1000000 | PA      | $-0.01        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | US        |   -1000000 | PA      | $-1392.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | US        |   -1000000 | PA      | $-1.29        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   -1100000 | PA      | $-363.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   -1100000 | PA      | $-113.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | US        |    -500000 | PA      | $-165.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | US        |    -500000 | PA      | $-51.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   -1000000 | PA      | $-122.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   -1000000 | PA      | $-1432.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   -1100000 | PA      | $-816.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                           | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DIR              | CORP              | US        |   -1100000 | PA      | $-404.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   -1000000 | PA      | $-910.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DIR              | CORP              | US        |   -1000000 | PA      | $-634.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | US        |   -1000000 | PA      | $-3262.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | SWAPTION INTEREST RATE                                                                   | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DIR              | CORP              | US        |   -1000000 | PA      | $-1315.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |       -632 | NC      | $242071.60    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          4 | NC      | $-3851.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BARCLAYS PLC                                                                             | FOREIGN REVERSE REPO                                                                     | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | RA               | CORP              | XX        |    -187296 | PA      | $-220110.26   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| EUREX EXCHANGE                                                                           | OPTION BOOKED AS A FUTURE                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -5 | NC      | $2496.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | OPTION BOOKED AS A FUTURE                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -5 | NC      | $-919.72      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                           | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          2 | NC      | $-4108.21     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        330 | NC      | $646550.33    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | US        |        231 | NC      | $470330.59    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |   12110000 | PA      | $1179923.21   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |    8200000 | PA      | $-332.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |   36700000 | PA      | $343074.14    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |   60600000 | PA      | $-265841.37   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |      20000 | PA      | $181.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |    1300000 | PA      | $15802.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |    1400000 | PA      | $21465.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |     200000 | PA      | $2902.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | AU        |   31200000 | PA      | $-403730.55   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |   13400000 | PA      | $9979.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |   10600000 | PA      | $-69156.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |   10700000 | PA      | $-72238.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |    1400000 | PA      | $-19237.24    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |    3400000 | PA      | $-1017.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |   32000000 | PA      | $-13321.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |   45000000 | PA      | $6613.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | AU        |    7200000 | PA      | $-207607.72   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                              | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DIR              | CORP              | BR        |   20100000 | PA      | $2093.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |      10000 | PA      | $-85.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |     100000 | PA      | $-2165.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | XX        |    4660000 | PA      | $368198.42    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | GB        |   22800000 | PA      | $259785.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |     600000 | PA      | $11458.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |   10601500 | PA      | $48523.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |    3700000 | PA      | $32709.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |    3700000 | PA      | $25893.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |   13996400 | PA      | $3004.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH CLEARNET                                                                             | EXCHANGE CLEARED IRS                                                                     | CUSIP: N/A<br>LEI: 213800WAVVOPS85N2205       | N/A              | DIR              | CORP              | US        |    6432000 | PA      | $15407.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | GB        |   -1700000 | PA      | $32656.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -1000000 | PA      | $-4051.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -2100000 | PA      | $-24368.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -1400000 | PA      | $-23345.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -320000 | PA      | $-38351.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -1000000 | PA      | $-13217.26    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -800000 | PA      | $-3838.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -1800000 | PA      | $39726.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -1000000 | PA      | $44748.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -800000 | PA      | $27697.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -500000 | PA      | $9607.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -300000 | PA      | $-385.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | XX        |    -600000 | PA      | $-2467.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -200000 | PA      | $-1246.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | FR        |    -700000 | PA      | $5532.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS                                                                            | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DCR              | CORP              | JP        |    -200000 | PA      | $-657.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - INDEX                                                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |  -30200000 | PA      | $54523.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    1400000 | PA      | $-1599.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |   -1700000 | PA      | $-2630.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        |    -400000 | PA      | $-14668.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - INDEX                                                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | US        | -136660000 | PA      | $18713.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                | EXCHANGE CLEARED CDS - SINGLE NAME                                                       | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DCR              | CORP              | FR        |   -1400000 | PA      | $4747.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                              | CREDIT DEFAULT SWAP INDEX                                                                | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | N/A              | DCR              | CORP              | XX        |    -600000 | PA      | $140333.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC.                                                                           | CREDIT DEFAULT SWAP INDEX                                                                | CUSIP: N/A<br>LEI: MBNUM2BPBDO7JBLYG310       | N/A              | DCR              | CORP              | XX        |    -200000 | PA      | $46777.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORPORATION                                                              | CREDIT DEFAULT SWAP INDEX                                                                | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | N/A              | DCR              | CORP              | XX        |   -1700000 | PA      | $397610.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & CO                                                                     | CREDIT DEFAULT SWAP INDEX                                                                | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | N/A              | DCR              | CORP              | XX        |    -600000 | PA      | $140333.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                                                         | CREDIT DEFAULT SWAP SINGLE NAME                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | N/A              | DCR              | CORP              | MX        |    -535340 | PA      | $-2662.09     | -0.00%            |  |  |  | No            |                  3 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        747 | NC      | $-27255.09    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | OPTION                                                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -65 | NC      | $-7109.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | OPTION                                                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -47 | NC      | $-5875.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | OPTION                                                                                   | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -18 | NC      | $-4781.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        400 | NC      | $-151723.41   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        -44 | NC      | $26064.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                            | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        902 | NC      | $-1706829.34  | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE                                                           | FUTURE - CASH SETTLED                                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |         37 | NC      | $5402.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 225401BH0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |     800000 | PA      | $818000.00    | 0.10%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                        | Crown Castle Inc.                                                                        | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     500000 | PA      | $447240.90    | 0.06%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio, L.P.                                                                    | Essex Portfolio, L.P.                                                                    | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    3862000 | PA      | $3445853.28   | 0.44%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3464614.53   | 0.44%             | 2032-01-27      | Fixed         | 1.99%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YFH3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2543010.00   | 0.32%             | 2029-11-01      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| NXP B.V.                                                                                 | NXP B.V.                                                                                 | CUSIP: 62954HAY4<br>LEI: 724500RKKW4NOJ9YQF60 | Long             | DBT              | CORP              | US        |     899000 | PA      | $866965.84    | 0.11%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                         | Welltower OP LLC                                                                         | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1314190.93   | 0.17%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Grifols, S.A.                                                                            | Grifols, S.A.                                                                            | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | DBT              | CORP              | ES        |     800000 | PA      | $985964.59    | 0.12%             | 2030-05-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AES Corporation, The                                                                     | AES Corporation, The                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2969945.39   | 0.38%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Aviation Capital Group LLC                                                               | Aviation Capital Group LLC                                                               | CUSIP: 05369AAA9<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1378858.18   | 0.17%             | 2027-11-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    4100000 | PA      | $4042081.35   | 0.51%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                                 | American Express Company                                                                 | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1352154.70   | 0.17%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-43                                                           | Alternative Loan Trust 2005-43                                                           | CUSIP: 12667GRG0<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    1592032 | PA      | $973312.29    | 0.12%             | 2035-07-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                       | Canadian Natural Resources Limited                                                       | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |     500000 | PA      | $539289.10    | 0.07%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: —       |
| CBRE Services, Inc.                                                                      | CBRE Services, Inc.                                                                      | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     200000 | PA      | $207217.88    | 0.03%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fortitude Group Holdings, LLC                                                            | Fortitude Group Holdings, LLC                                                            | CUSIP: 34966XAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $313002.90    | 0.04%             | 2030-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: —       |
| DrillCo Holding Lux S.A.                                                                 | DrillCo Holding Lux S.A.                                                                 | CUSIP: 262051AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      50691 | PA      | $49808.10     | 0.01%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                             | Marriott International, Inc.                                                             | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202920.18    | 0.03%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Meiji Yasuda Life Insurance Company                                                      | Meiji Yasuda Life Insurance Company                                                      | CUSIP: 585270AE1<br>LEI: 549300SLU4LP6YMRLK07 | Long             | DBT              | CORP              | US        |     600000 | PA      | $622317.24    | 0.08%             | 2055-06-11      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Rio Oil Finance Trust                                                                    | Rio Oil Finance Trust                                                                    | CUSIP: 76716XAB8<br>LEI: 549300V5D1W52HY8NO65 | Long             | DBT              | CORP              | US        |      38333 | PA      | $39387.75     | 0.00%             | 2027-01-06      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| SBL Holdings, Inc.                                                                       | SBL Holdings, Inc.                                                                       | CUSIP: 78397DAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $199074.30    | 0.03%             | 2028-09-26      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Structured Asset Securities Corporation                                                  | Structured Asset Securities Corporation                                                  | CUSIP: 86359DMZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       1043 | PA      | $1243.98      | 0.00%             | 2035-08-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                                    | Haleon US Capital LLC                                                                    | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1189413.00   | 0.15%             | 2032-03-24      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                                                                  | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3242680.35   | 0.41%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |      29439 | PA      | $13983.53     | 0.00%             | 2034-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810RR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     300000 | PA      | $310575.43    | 0.04%             | 2046-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    3575000 | PA      | $3587771.69   | 0.45%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                            | Sixth Street Lending Partners                                                            | CUSIP: 829932AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $101329.86    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1040000 | PA      | $1018481.49   | 0.13%             | 2055-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                 | Venture Global LNG, Inc.                                                                 | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1135486.00   | 0.14%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3456546.29   | 0.44%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| JDE Peet's N.V.                                                                          | JDE Peet's N.V.                                                                          | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |     100000 | PA      | $96348.77     | 0.01%             | 2033-06-16      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| HM Treasury                                                                              | HM Treasury                                                                              | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |    1227000 | PA      | $1450832.02   | 0.18%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Anglian Water Services Financing PLC                                                     | Anglian Water Services Financing PLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | GB        |     100000 | PA      | $131449.44    | 0.02%             | 2039-06-20      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |     365992 | PA      | $7319.84      | 0.00%             | 2029-12-28      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2260923.69   | 0.29%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2014000 | PA      | $1849182.50   | 0.23%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3800000 | PA      | $3544836.08   | 0.45%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                                | Realty Income Corporation                                                                | CUSIP: 756109CV4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     700000 | PA      | $811213.52    | 0.10%             | 2035-06-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                          | Live Nation Entertainment, Inc.                                                          | CUSIP: 53803HAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    1000000 | PA      | $1000000.00   | 0.13%             | 2032-10-19      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Joint Stock Company Alrosa (Public Joint Stock Company)                                  | Joint Stock Company Alrosa (Public Joint Stock Company)                                  | CUSIP: 02109TAD4<br>LEI: 894500DKUWVBYZLLE651 | Long             | DBT              | CORP              | US        |     900000 | PA      | $0.01         | 0.00%             | 2049-04-09      | Fixed         | 4.65%                 | Yes           |                  3 | On Loan: No      |
| Becton, Dickinson and Company                                                            | Becton, Dickinson and Company                                                            | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2314752.18   | 0.29%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Beignet Investments, LLC                                                                 | Beignet Investments, LLC                                                                 | CUSIP: 076912AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7129000 | PA      | $7547716.82   | 0.96%             | 2049-05-30      | Fixed         | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                    | Cheniere Corpus Christi Holdings, LLC                                                    | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     800000 | PA      | $781829.20    | 0.10%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                                       | Diageo Capital PLC                                                                       | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | US        |     950000 | PA      | $868135.65    | 0.11%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro, Inc.                                                                       | Evergy Metro, Inc.                                                                       | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $922000.20    | 0.12%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ferguson Finance PLC                                                                     | Ferguson Finance PLC                                                                     | CUSIP: 314890AB0<br>LEI: 2138003A7ZEU931DZL61 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3722652.96   | 0.47%             | 2030-06-02      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a r.l.                                                       | GreenSaif Pipelines Bidco S.a r.l.                                                       | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1569739.50   | 0.20%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                      | Intesa Sanpaolo SPA                                                                      | CUSIP: 46115HCF2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |     600000 | PA      | $733860.78    | 0.09%             | 2053-11-28      | Fixed         | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Israel, State of                                                                         | Israel, State of                                                                         | CUSIP: 46514Y8A8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | US        |     400000 | PA      | $412553.60    | 0.05%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                                    | Las Vegas Sands Corp.                                                                    | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1071802.71   | 0.14%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I, L.P.                             | Phillips Edison Grocery Center Operating Partnership I, L.P.                             | CUSIP: 71845JAD0<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     925000 | PA      | $945815.00    | 0.12%             | 2032-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                         | San Diego Gas & Electric Company                                                         | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1554069.30   | 0.20%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: 715638BE1<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    2543000 | PA      | $839501.72    | 0.11%             | 2031-08-12      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |     168544 | PA      | $3581.56      | 0.00%             | 2027-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     200000 | PA      | $119357.54    | 0.02%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eni S.P.A.                                                                               | Eni S.P.A.                                                                               | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | US        |     700000 | PA      | $695136.61    | 0.09%             | 2054-05-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                               | Encore Capital Group, Inc.                                                               | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |     300000 | PA      | $321465.00    | 0.04%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Eversource Energy                                                                        | Eversource Energy                                                                        | CUSIP: 30040WBB3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     800000 | PA      | $796738.88    | 0.10%             | 2030-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| First American Financial Corporation                                                     | First American Financial Corporation                                                     | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     400000 | PA      | $401109.76    | 0.05%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                           | Illumina, Inc.                                                                           | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103020.33    | 0.01%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 48128BAH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4700541.44   | 0.60%             | 2500-12-31      | Floating      | 6.73%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                                    | Las Vegas Sands Corp.                                                                    | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    3225000 | PA      | $3368468.96   | 0.43%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Company                                                                | Mississippi Power Company                                                                | CUSIP: 605417CB8<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2198820.14   | 0.28%             | 2028-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Home Equity Loan Trust 2007-2                                             | Morgan Stanley Home Equity Loan Trust 2007-2                                             | CUSIP: 61752UAA3<br>LEI: 549300C5U61AIRK1S645 | Long             | ABS-CBDO         | CORP              | US        |       8048 | PA      | $4038.82      | 0.00%             | 2037-04-25      | Floating      | 1.75%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: 715638BY7<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1922000 | PA      | $616435.85    | 0.08%             | 2032-08-12      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Southern California Gas Company                                                          | Southern California Gas Company                                                          | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1413916.50   | 0.18%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2063509.56   | 0.26%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Yango Justice International Limited                                                      | Yango Justice International Limited                                                      | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | US        |     400000 | PA      | $500.00       | 0.00%             | 2049-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                               | Ares Strategic Income Fund                                                               | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200809.76    | 0.03%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     900000 | PA      | $1012499.28   | 0.13%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                                | CNA Financial Corporation                                                                | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     300000 | PA      | $269909.85    | 0.03%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Loans, Inc.                                                             | Countrywide Home Loans, Inc.                                                             | CUSIP: 12669UCC2<br>LEI: 5493008WNOU8I3M5WW38 | Long             | ABS-MBS          | CORP              | US        |     245015 | PA      | $228427.48    | 0.03%             | 2034-11-25      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| DC Office Trust 2019-MTC                                                                 | DC Office Trust 2019-MTC                                                                 | CUSIP: 23312BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2250000 | PA      | $2043750.60   | 0.26%             | 2029-10-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                    | Air Lease Corporation                                                                    | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1106042.63   | 0.14%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1525000 | PA      | $1386751.74   | 0.18%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                            | Ford Motor Credit Company LLC                                                            | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     256000 | PA      | $256262.07    | 0.03%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress, LLC                                                                | Duke Energy Progress, LLC                                                                | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1731928.72   | 0.22%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132DWKQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |    2422430 | PA      | $2517449.22   | 0.32%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 3618N5RC5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    4670960 | PA      | $4409421.89   | 0.56%             | 2055-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GB52<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1017940.00   | 0.13%             | 2500-12-31      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | Pacific Gas and Electric Company                                                         | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     600000 | PA      | $501266.82    | 0.06%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | Pacific Gas and Electric Company                                                         | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     200000 | PA      | $158817.32    | 0.02%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Florida Gas Transmission Company, LLC                                                    | Florida Gas Transmission Company, LLC                                                    | CUSIP: 340711AY6<br>LEI: 549300Q0UQF87NXNOC32 | Long             | DBT              | CORP              | US        |     800000 | PA      | $739002.64    | 0.09%             | 2030-07-01      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                            | Ford Motor Credit Company LLC                                                            | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     300000 | PA      | $297851.28    | 0.04%             | 2027-08-17      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1768633.59   | 0.22%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd                                                                       | Santos Finance Ltd                                                                       | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2509918.24   | 0.32%             | 2033-09-19      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2500000 | PA      | $2530468.75   | 0.32%             | 2032-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                              | Verizon Communications Inc.                                                              | CUSIP: 92343VHG2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1887452.59   | 0.24%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: 105756CN8<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | US        |     700000 | PA      | $693875.00    | 0.09%             | 2056-01-12      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    2858000 | PA      | $2821747.70   | 0.36%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175CE2<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2078879.10   | 0.26%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                        | Enterprise Products Operating LLC                                                        | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     900000 | PA      | $915791.67    | 0.12%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                            | Ford Motor Credit Company LLC                                                            | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     500000 | PA      | $511121.05    | 0.06%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries, Inc.                                                      | Huntington Ingalls Industries, Inc.                                                      | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    1125000 | PA      | $1191566.25   | 0.15%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| North American Company for Life and Health Insurance                                     | North American Company for Life and Health Insurance                                     | CUSIP: 79588TAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1642789.80   | 0.21%             | 2034-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                    | Banco Santander, S.A.                                                                    | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | DBT              | CORP              | ES        |    2700000 | PA      | $3408923.76   | 0.43%             | 2031-10-18      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital, LLC                                                                      | BMW US Capital, LLC                                                                      | CUSIP: 05565ECX1<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1708140.45   | 0.22%             | 2028-03-21      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3305759.04   | 0.42%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1791736.40   | 0.23%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                             | Adventist Health System/West                                                             | CUSIP: 007944AF8<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $949168.20    | 0.12%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                                    | Ashtead Capital, Inc.                                                                    | CUSIP: 045054AS2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1153520.61   | 0.15%             | 2034-04-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2862543.88   | 0.36%             | 2030-01-27      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                     | VICI Properties Inc.                                                                     | CUSIP: 92564RAL9<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2451030.25   | 0.31%             | 2029-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                                     | Blue Owl Finance LLC                                                                     | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $2388606.76   | 0.30%             | 2051-10-07      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO XXX Ltd                                                                 | Bluemountain CLO XXX Ltd                                                                 | CUSIP: 09630AAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     858374 | PA      | $859485.76    | 0.11%             | 2030-10-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1606651.47   | 0.20%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Capital Power (US Holdings) Inc.                                                         | Capital Power (US Holdings) Inc.                                                         | CUSIP: 14041TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $419056.28    | 0.05%             | 2035-06-01      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Synthos Spolka Akcyjna                                                                   | Synthos Spolka Akcyjna                                                                   | CUSIP: N/A<br>LEI: 259400WX4QZCOHJVWM18       | Long             | DBT              | CORP              | PL        |     400000 | PA      | $437174.40    | 0.06%             | 2028-06-07      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1505255.20   | 0.19%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of India                                                              | Export-Import Bank of India                                                              | CUSIP: 30216JAE5<br>LEI: 335800OFZ8YEIVN1QI11 | Long             | DBT              | CORP              | US        |     600000 | PA      | $574244.22    | 0.07%             | 2030-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138X46Z8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     159757 | PA      | $146875.95    | 0.02%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                                                        | Fidelity National Financial, Inc.                                                        | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     400000 | PA      | $254048.76    | 0.03%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Global Atlantic Financial Company                                                        | Global Atlantic Financial Company                                                        | CUSIP: 37959GAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $204532.14    | 0.03%             | 2054-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Israel, State of                                                                         | Israel, State of                                                                         | CUSIP: 46514BRN9<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | US        |    2700000 | PA      | $2772470.70   | 0.35%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                          | Live Nation Entertainment, Inc.                                                          | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196726.00    | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Marsh & Mclennan Companies, Inc.                                                         | Marsh & Mclennan Companies, Inc.                                                         | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     900000 | PA      | $911825.46    | 0.12%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corporation                                 | National Rural Utilities Cooperative Finance Corporation                                 | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1399343.70   | 0.18%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | Pacific Gas and Electric Company                                                         | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2003237.67   | 0.25%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Company                                       | AerCap Ireland Capital Designated Activity Company                                       | CUSIP: 00774MAX3<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3420163.82   | 0.43%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi E Prestiti Societa Per Azioni                                             | Cassa Depositi E Prestiti Societa Per Azioni                                             | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | US        |    1000000 | PA      | $1048679.00   | 0.13%             | 2029-04-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer Operating, L.P.                                                          | Energy Transfer Operating, L.P.                                                          | CUSIP: 29279FAA7<br>LEI: 5493008K8W3OKZE54J59 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $2972974.80   | 0.38%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp.                                                                     | FS KKR Capital Corp.                                                                     | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1449667.24   | 0.18%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31329PTF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     128364 | PA      | $127414.35    | 0.02%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133BBPP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     430442 | PA      | $381779.45    | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2339319.42   | 0.30%             | 2033-08-11      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | Pacific Gas and Electric Company                                                         | CUSIP: 694308KX4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     400000 | PA      | $419917.32    | 0.05%             | 2035-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1147160.95   | 0.15%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409481.56    | 0.05%             | 2031-09-30      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corporation, The                                                          | Charles Schwab Corporation, The                                                          | CUSIP: 808513BJ3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2147366.02   | 0.27%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                      | Centene Corporation                                                                      | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1030022.40   | 0.13%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Company                                                            | Florida Power & Light Company                                                            | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2039768.60   | 0.26%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                               | PacifiCorp                                                                               | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     900000 | PA      | $926349.39    | 0.12%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                              | Block, Inc.                                                                              | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     300000 | PA      | $305709.00    | 0.04%             | 2030-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                                  | Nykredit Realkredit A/S                                                                  | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |      86839 | PA      | $10595.81     | 0.00%             | 2050-10-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| BGC Group, Inc.                                                                          | BGC Group, Inc.                                                                          | CUSIP: 088929AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $641004.78    | 0.08%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc.                                                                 | Booz Allen Hamilton Inc.                                                                 | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     600000 | PA      | $626112.90    | 0.08%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc.                                                                              | CWABS, Inc.                                                                              | CUSIP: 126670KJ6<br>LEI: 549300I38TM1UFUB6822 | Long             | ABS-CBDO         | CORP              | US        |      15109 | PA      | $14074.38     | 0.00%             | 2036-03-25      | Floating      | 3.35%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1082928.55   | 0.14%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                                      | CommonSpirit Health                                                                      | CUSIP: 20268JBD4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98927.78     | 0.01%             | 2035-09-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     650000 | PA      | $713072.75    | 0.09%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| GLP Financing, LLC                                                                       | GLP Financing, LLC                                                                       | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     700000 | PA      | $712050.22    | 0.09%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                                    | Massachusetts Institute of Technology                                                    | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     200000 | PA      | $169335.72    | 0.02%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                            | Sutter Health                                                                            | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     300000 | PA      | $308856.09    | 0.04%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Yango Justice International Limited                                                      | Yango Justice International Limited                                                      | CUSIP: N/A<br>LEI: 3003007ELD2HAYCXPT77       | Long             | DBT              | CORP              | US        |     200000 | PA      | $250.00       | 0.00%             | 2049-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns ALT-A Trust 2006-3                                                          | Bear Stearns ALT-A Trust 2006-3                                                          | CUSIP: 07386HQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     217311 | PA      | $201883.60    | 0.03%             | 2035-04-25      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust 2007-12                                            | CWABS Asset-Backed Certificates Trust 2007-12                                            | CUSIP: 126697AA9<br>LEI: 549300XF11BHS5IOB463 | Long             | ABS-CBDO         | CORP              | US        |     390715 | PA      | $386666.26    | 0.05%             | 2037-06-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                                                           | Cheniere Energy Partners, L.P.                                                           | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    1850000 | PA      | $1891857.18   | 0.24%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| DrillCo Holding Lux S.A.                                                                 | DrillCo Holding Lux S.A.                                                                 | CUSIP: 262051204<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       3457 | NS      | $76054.00     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Electricite de France                                                                    | Electricite de France                                                                    | CUSIP: 268317AV6<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1028652.90   | 0.13%             | 2038-09-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems PLC                                                                          | BAE Systems PLC                                                                          | CUSIP: 05523RAD9<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | US        |     300000 | PA      | $290015.94    | 0.04%             | 2030-04-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                    | Elevance Health, Inc.                                                                    | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3415121.84   | 0.43%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GSAMP Trust 2006-FM2                                                                     | GSAMP Trust 2006-FM2                                                                     | CUSIP: 36245DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2482986 | PA      | $803682.46    | 0.10%             | 2036-09-25      | Floating      | 1.11%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                     | Global Payments Inc.                                                                     | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     400000 | PA      | $370376.00    | 0.05%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1013476.50   | 0.13%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Lockheed Martin Corporation                                                              | Lockheed Martin Corporation                                                              | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     900000 | PA      | $909515.16    | 0.12%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     600000 | PA      | $606930.42    | 0.08%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| NVR, Inc.                                                                                | NVR, Inc.                                                                                | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4164067.16   | 0.53%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | Nomura Holdings, Inc.                                                                    | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | US        |     200000 | PA      | $211042.40    | 0.03%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                       | Southern California Edison Company                                                       | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     400000 | PA      | $288177.76    | 0.04%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2015000 | PA      | $1928181.91   | 0.24%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                      | Centene Corporation                                                                      | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     300000 | PA      | $258697.89    | 0.03%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                              | HA Sustainable Infrastructure Capital, Inc.                                              | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1338575.29   | 0.17%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  244800000 | PA      | $1446545.45   | 0.18%             | 2045-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                      | Kinder Morgan, Inc.                                                                      | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     900000 | PA      | $896489.46    | 0.11%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oi S.A. - Em Recuperacao Judicial                                                        | Oi S.A. - Em Recuperacao Judicial                                                        | CUSIP: 67117EAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     267841 | PA      | $2678.41      | 0.00%             | 2028-12-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | Philip Morris International Inc.                                                         | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     500000 | PA      | $502508.45    | 0.06%             | 2028-04-28      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust 2007-3                                                | Renaissance Home Equity Loan Trust 2007-3                                                | CUSIP: 75971FAF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     135208 | PA      | $51297.99     | 0.01%             | 2037-09-25      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Heathrow Finance PLC                                                                     | Heathrow Finance PLC                                                                     | CUSIP: N/A<br>LEI: 549300F740QSGMPHQJ60       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $379272.83    | 0.05%             | 2029-09-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                               | Ares Strategic Income Fund                                                               | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205171.22    | 0.03%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02376UAA3<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |     171581 | PA      | $168596.79    | 0.02%             | 2028-01-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 05565AGF4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204500.00    | 0.03%             | 2500-12-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103312.55    | 0.01%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty, L.P.                                                                      | Kilroy Realty, L.P.                                                                      | CUSIP: 49427RAS1<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     700000 | PA      | $724893.33    | 0.09%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Long Beach Mortgage Loan Trust 2006-8                                                    | Long Beach Mortgage Loan Trust 2006-8                                                    | CUSIP: 54251UAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     874577 | PA      | $216550.36    | 0.03%             | 2036-09-25      | Floating      | 0.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     900000 | PA      | $790249.14    | 0.10%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                         | Residential Accredit Loans, Inc.                                                         | CUSIP: 761118PZ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      21438 | PA      | $18814.87     | 0.00%             | 2035-12-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                            | Becton, Dickinson and Company                                                            | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     200000 | PA      | $205358.24    | 0.03%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                                                     | Conagra Brands, Inc.                                                                     | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     300000 | PA      | $303572.67    | 0.04%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                                       | Venture Global Calcasieu Pass, LLC                                                       | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1126743.24   | 0.14%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Company                                                                    | Georgia Power Company                                                                    | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1570613.42   | 0.20%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                                                                  | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    1638000 | PA      | $1460099.44   | 0.18%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                         | Occidental Petroleum Corporation                                                         | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10127.15     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | Pacific Gas and Electric Company                                                         | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     500000 | PA      | $423060.50    | 0.05%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                                                               | PacifiCorp                                                                               | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     700000 | PA      | $712806.36    | 0.09%             | 2055-09-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance B.V.                                                            | Petrobras Global Finance B.V.                                                            | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2158486.00   | 0.27%             | 2030-09-10      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | Sumitomo Mitsui Financial Group, Inc.                                                    | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2826579.24   | 0.36%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                                            | System Energy Resources, Inc.                                                            | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $707690.34    | 0.09%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Next Properties Trust 2401                                                               | Next Properties Trust 2401                                                               | CUSIP: 89834MAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     569000 | PA      | $631419.30    | 0.08%             | 2034-02-13      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc.                                                                              | AbbVie Inc.                                                                              | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     800000 | PA      | $828490.08    | 0.10%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                                  | Black Hills Corporation                                                                  | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     325000 | PA      | $346641.85    | 0.04%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                                      | CommonSpirit Health                                                                      | CUSIP: 20268JAY9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398129.24    | 0.05%             | 2030-09-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    9000000 | PA      | $8489557.80   | 1.07%             | 2056-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                            | Enbridge Inc.                                                                            | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1791516.27   | 0.23%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |     200000 | PA      | $180805.06    | 0.02%             | 2030-11-24      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    1100000 | PA      | $1093473.37   | 0.14%             | 2026-03-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     500000 | PA      | $517482.25    | 0.07%             | 2029-07-25      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |     100000 | PA      | $32072.63     | 0.00%             | 2032-08-12      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  164000000 | PA      | $762070.22    | 0.10%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |     337075 | PA      | $33.71        | 0.00%             | 2030-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Antares Holdings LP                                                                      | Antares Holdings LP                                                                      | CUSIP: 03666HAF8<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     600000 | PA      | $634675.98    | 0.08%             | 2028-08-11      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31329PMG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      60350 | PA      | $59904.05     | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140JHQX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      84565 | PA      | $83939.90     | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                                            | Gartner, Inc.                                                                            | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1207260.00   | 0.15%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                              | Host Hotels & Resorts, L.P.                                                              | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3454410.96   | 0.44%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Marex Group PLC                                                                          | Marex Group PLC                                                                          | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | US        |     200000 | PA      | $203307.76    | 0.03%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1421507.52   | 0.18%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Company                                                        | Oklahoma Gas and Electric Company                                                        | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     400000 | PA      | $418886.60    | 0.05%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                       | Southern California Edison Company                                                       | CUSIP: 842400HU0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    4200000 | PA      | $4289426.82   | 0.54%             | 2028-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                          | UnitedHealth Group Incorporated                                                          | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1643000 | PA      | $1683802.75   | 0.21%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                     | VICI Properties Inc.                                                                     | CUSIP: 92564RAE5<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1260084.67   | 0.16%             | 2030-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: —       |
| Weatherford International Ltd                                                            | Weatherford International Ltd                                                            | CUSIP: 947075AW7<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204528.00    | 0.03%             | 2033-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   73200000 | PA      | $4395387.27   | 0.56%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft                                                           | COMMERZBANK Aktiengesellschaft                                                           | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | DBT              | CORP              | DE        |    1400000 | PA      | $1850791.91   | 0.23%             | 2500-12-31      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |      63982 | PA      | $959.73       | 0.00%             | 2026-01-05      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Adani Electricity Mumbai Limited                                                         | Adani Electricity Mumbai Limited                                                         | CUSIP: 00654GAA1<br>LEI: 335800AIC1B5EBFVUC38 | Long             | DBT              | CORP              | US        |     524000 | PA      | $488765.93    | 0.06%             | 2030-02-12      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                                                    | Ashtead Capital, Inc.                                                                    | CUSIP: 045054AJ2<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |     400000 | PA      | $395882.40    | 0.05%             | 2028-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     800000 | PA      | $798723.44    | 0.10%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                                         | JNL Government Money Market Fund                                                         | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     197957 | NS      | $197956.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                     | Mitsubishi UFJ Financial Group, Inc.                                                     | CUSIP: 606822DQ4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |    3600000 | PA      | $3660295.32   | 0.46%             | 2036-09-12      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | Pacific Gas and Electric Company                                                         | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1303831.62   | 0.17%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RALI Series 2007-QS3 Trust                                                               | RALI Series 2007-QS3 Trust                                                               | CUSIP: 75116BAB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      28114 | PA      | $22560.97     | 0.00%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Transurban Finance Company Pty Ltd                                                       | Transurban Finance Company Pty Ltd                                                       | CUSIP: 89400PAK9<br>LEI: 54930081LPJMUMEA6E57 | Long             | DBT              | CORP              | US        |     950000 | PA      | $865017.28    | 0.11%             | 2031-03-16      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95002YAC7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1045679.20   | 0.13%             | 2500-12-31      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                               | Cooperatieve Rabobank U.A.                                                               | CUSIP: N/A<br>LEI: DG3RU1DBUFHT4ZF9WN62       | Long             | DBT              | CORP              | NL        |     800000 | PA      | $943685.59    | 0.12%             | 2500-12-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| AES Corporation, The                                                                     | AES Corporation, The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     700000 | PA      | $685608.00    | 0.09%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                               | Air Canada                                                                               | CUSIP: 00908PAB3<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-CBDO         | CORP              | CA        |     320800 | PA      | $299589.48    | 0.04%             | 2030-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-ADV                                                                            | CSMC 2021-ADV                                                                            | CUSIP: 12660WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1700000 | PA      | $1509642.33   | 0.19%             | 2038-07-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust 2007-HY3                                                 | CHL Mortgage Pass-Through Trust 2007-HY3                                                 | CUSIP: 17025JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     549299 | PA      | $255476.81    | 0.03%             | 2037-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                   | Extra Space Storage LP                                                                   | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     900000 | PA      | $814493.52    | 0.10%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                            | Ford Motor Credit Company LLC                                                            | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1330955.99   | 0.17%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group PLC                                                                 | Lloyds Banking Group PLC                                                                 | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1580325.60   | 0.20%             | 2035-01-05      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UN6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2043000 | PA      | $2066941.51   | 0.26%             | 2045-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp.                                                                       | CI Financial Corp.                                                                       | CUSIP: 125491AT7<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | US        |     500000 | PA      | $531470.35    | 0.07%             | 2029-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                                                            | Equinix, Inc.                                                                            | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1540909.24   | 0.20%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140QAE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       8123 | PA      | $8057.78      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                     | Global Payments Inc.                                                                     | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     500000 | PA      | $373169.25    | 0.05%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1599648.48   | 0.20%             | 2032-02-04      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Midwest Connector Capital Company LLC                                                    | Midwest Connector Capital Company LLC                                                    | CUSIP: 59833CAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $500665.15    | 0.06%             | 2029-04-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Residential Asset Mortgage Products, Inc.                                                | Residential Asset Mortgage Products, Inc.                                                | CUSIP: 76112BR85<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     122511 | PA      | $96232.61     | 0.01%             | 2035-12-25      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                       | Southern California Edison Company                                                       | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1138573.48   | 0.14%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $2349113.55   | 0.30%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     300000 | PA      | $315023.28    | 0.04%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   30000000 | PA      | $157344.87    | 0.02%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                      | Antares Holdings LP                                                                      | CUSIP: 03666HAE1<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     630000 | PA      | $616176.79    | 0.08%             | 2027-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Inc.                                                                          | Blackstone Inc.                                                                          | CUSIP: 09256BAL1<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $5335694.19   | 0.68%             | 2030-01-10      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CDW Finance Corporation                                                                  | CDW Finance Corporation                                                                  | CUSIP: 12513GBF5<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |     800000 | PA      | $769509.12    | 0.10%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Company                                                                       | DTE Energy Company                                                                       | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     500000 | PA      | $473691.20    | 0.06%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                                                    | Delta Air Lines, Inc.                                                                    | CUSIP: 247361ZV3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | ABS-CBDO         | CORP              | US        |     536907 | PA      | $515956.25    | 0.07%             | 2028-06-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                           | EPR Properties                                                                           | CUSIP: 26884UAC3<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200573.74    | 0.03%             | 2026-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $2752963.04   | 0.35%             | 2030-10-15      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99711.66     | 0.01%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Limited                                                                 | Woodside Finance Limited                                                                 | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | US        |     500000 | PA      | $494184.35    | 0.06%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |     155104 | PA      | $3102.08      | 0.00%             | 2027-12-28      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |      52368 | PA      | $3665.76      | 0.00%             | 2027-11-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XXXIV LLC                                                                     | Apidos CLO XXXIV LLC                                                                     | CUSIP: 03768UAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2500000 | PA      | $2501977.50   | 0.32%             | 2034-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE Electric Company                                                                     | DTE Electric Company                                                                     | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1115391.60   | 0.14%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140JL6M1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      13512 | PA      | $13403.66     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                                                   | GE Capital Funding LLC                                                                   | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |     537000 | PA      | $542480.78    | 0.07%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                      | Intesa Sanpaolo SPA                                                                      | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |     300000 | PA      | $330443.67    | 0.04%             | 2033-06-20      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Unigel Luxembourg S.A.                                                                   | Unigel Luxembourg S.A.                                                                   | CUSIP: 904752AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410912 | PA      | $51364.00     | 0.01%             | 2028-12-31      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| United Airlines, Inc.                                                                    | United Airlines, Inc.                                                                    | CUSIP: 90932PAA6<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | ABS-CBDO         | CORP              | US        |     386017 | PA      | $383547.12    | 0.05%             | 2026-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canary Wharf Group Investment Holdings PLC                                               | Canary Wharf Group Investment Holdings PLC                                               | CUSIP: N/A<br>LEI: 2138002C1D5FMEDILF18       | Long             | DBT              | CORP              | GB        |     637000 | PA      | $743167.54    | 0.09%             | 2026-04-07      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    1500000 | PA      | $1756330.51   | 0.22%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Gaz Finance PLC                                                                          | Gaz Finance PLC                                                                          | CUSIP: N/A<br>LEI: 213800UNP9N6BPNYMQ45       | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1260000.00   | 0.16%             | 2029-01-27      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas                                                                              | BNP Paribas                                                                              | CUSIP: 05565A5R0<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1276500.00   | 0.16%             | 2500-12-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2111673.24   | 0.27%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-9T1                                                          | Alternative Loan Trust 2006-9T1                                                          | CUSIP: 12668BFD0<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    2898520 | PA      | $1630013.90   | 0.21%             | 2036-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GA38<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     700000 | PA      | $740579.00    | 0.09%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                                    | Amrize Finance US LLC                                                                    | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1340996.93   | 0.17%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                               | Warnermedia Holdings, Inc.                                                               | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1105000.00   | 0.14%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corporation, The                                                          | Charles Schwab Corporation, The                                                          | CUSIP: 808513AR6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     900000 | PA      | $881018.55    | 0.11%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                    | Elevance Health, Inc.                                                                    | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     200000 | PA      | $194616.90    | 0.02%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BGC Group, Inc.                                                                          | BGC Group, Inc.                                                                          | CUSIP: 05555LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $310498.29    | 0.04%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BPCE                                                                                     | BPCE                                                                                     | CUSIP: 05571AAQ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |     900000 | PA      | $916897.50    | 0.12%             | 2027-10-19      | Fixed         | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Chorus Limited                                                                           | Chorus Limited                                                                           | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405253.48    | 0.05%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99601.35     | 0.01%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                    | Cheniere Corpus Christi Holdings, LLC                                                    | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1413776.00   | 0.18%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                       | Fairfax Financial Holdings Limited                                                       | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1906433.59   | 0.24%             | 2030-04-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1560475.95   | 0.20%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                                        | JAB Holdings B.V.                                                                        | CUSIP: 46653KAA6<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | US        |     686000 | PA      | $610744.57    | 0.08%             | 2030-11-23      | Fixed         | 2.20%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                                    | Las Vegas Sands Corp.                                                                    | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     600000 | PA      | $596449.92    | 0.08%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | Nomura Holdings, Inc.                                                                    | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1808272.56   | 0.23%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty, L.P.                                                          | Rexford Industrial Realty, L.P.                                                          | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     800000 | PA      | $715272.88    | 0.09%             | 2030-12-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Presidencia da Republica                                                                 | Presidencia da Republica                                                                 | CUSIP: N/A<br>LEI: 254900ZFY40OYEADAP90       | Long             | DBT              | NUSS              | BR        |     900000 | PA      | $646655.57    | 0.08%             | 2060-08-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Aircastle Limited                                                                        | Aircastle Limited                                                                        | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2623396.68   | 0.33%             | 2028-01-26      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1622000 | PA      | $1397782.02   | 0.18%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                                  | Nykredit Realkredit A/S                                                                  | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    1585236 | PA      | $199599.54    | 0.03%             | 2053-10-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Ministry of Finance of the Russian Federation                                            | Ministry of Finance of the Russian Federation                                            | CUSIP: N/A<br>LEI: 5493004EHVGF71PDBU58       | Long             | DBT              | NUSS              | US        |     200000 | PA      | $204998.00    | 0.03%             | 2028-06-24      | Fixed         | 12.75%                | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F050619<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   18500000 | PA      | $18453750.00  | 2.34%             | 2056-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02377BAB2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |     549915 | PA      | $540967.76    | 0.07%             | 2027-09-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1265089.56   | 0.16%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                               | Amgen Inc.                                                                               | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1242231.96   | 0.16%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                     | Carnival Corporation                                                                     | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101087.92    | 0.01%             | 2029-05-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| COPT Defense Properties                                                                  | COPT Defense Properties                                                                  | CUSIP: 22003BAL0<br>LEI: YY1J47X6LF9TYY8JY420 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398312.40    | 0.05%             | 2026-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3132A5JQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     222481 | PA      | $208337.21    | 0.03%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                            | Ford Motor Credit Company LLC                                                            | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     544000 | PA      | $547521.75    | 0.07%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                                 | Hyatt Hotels Corporation                                                                 | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     500000 | PA      | $517950.00    | 0.07%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2018-3                                               | New Residential Mortgage Loan Trust 2018-3                                               | CUSIP: 64830KAA5<br>LEI: 549300U48YU2VDL8N523 | Long             | ABS-MBS          | CORP              | US        |     291053 | PA      | $287275.96    | 0.04%             | 2058-05-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     600000 | PA      | $530597.22    | 0.07%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     654000 | PA      | $659543.70    | 0.08%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Greene King Finance PLC                                                                  | Greene King Finance PLC                                                                  | CUSIP: N/A<br>LEI: 213800QIJMYMW6TSBG41       | Long             | DBT              | CORP              | GB        |     260298 | PA      | $352570.54    | 0.04%             | 2031-09-15      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Nykredit Realkredit A/S                                                                  | Nykredit Realkredit A/S                                                                  | CUSIP: N/A<br>LEI: LIU16F6VZJSD6UKHD557       | Long             | DBT              | CORP              | DK        |    2766114 | PA      | $339037.39    | 0.04%             | 2053-10-01      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc.                                                                            | Broadcom Inc.                                                                            | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1093000 | PA      | $927569.64    | 0.12%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     300000 | PA      | $299588.82    | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| First Franklin Mortgage Loan Trust 2004-FF10 Asset-Backed Certificates, Series 2004-FF10 | First Franklin Mortgage Loan Trust 2004-FF10 Asset-Backed Certificates, Series 2004-FF10 | CUSIP: 32027NNS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     349754 | PA      | $343707.14    | 0.04%             | 2034-10-25      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 639057AD0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |     800000 | PA      | $741000.00    | 0.09%             | 2500-12-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corporation                                                        | Schlumberger Holdings Corporation                                                        | CUSIP: 806851AN1<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     500000 | PA      | $505856.00    | 0.06%             | 2034-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Unigel Netherlands Holding Corporation B.V.                                              | Unigel Netherlands Holding Corporation B.V.                                              | CUSIP: 90475UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     394208 | PA      | $8869.68      | 0.00%             | 2044-12-31      | Fixed         | 15.00%                | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                         | Gobierno Federal de los Estados Unidos Mexicanos                                         | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |     700000 | PA      | $707832.30    | 0.09%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                               | VMware LLC                                                                               | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3149973.55   | 0.40%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Bausch & Lomb Corporation                                                                | Bausch & Lomb Corporation                                                                | CUSIP: C0787FAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    2094750 | PA      | $2113602.75   | 0.27%             | 2030-12-17      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Capital Farm Credit ACA                                                                  | Capital Farm Credit ACA                                                                  | CUSIP: 14019TAA4<br>LEI: 254900S6K5I3OISPS518 | Long             | DBT              | CORP              | US        |    3200000 | PA      | $3152000.00   | 0.40%             | 2500-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 023765AA8<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |    1110550 | PA      | $1078298.63   | 0.14%             | 2028-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                      | Antares Holdings LP                                                                      | CUSIP: 03666HAC5<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     300000 | PA      | $298925.79    | 0.04%             | 2026-07-15      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2005-6                                                            | Bear Stearns ARM Trust 2005-6                                                            | CUSIP: 07387AAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     195835 | PA      | $180078.73    | 0.02%             | 2035-06-25      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| GLP Financing, LLC                                                                       | GLP Financing, LLC                                                                       | CUSIP: 361841AQ2<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5358235.12   | 0.68%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LCM 35 Ltd.                                                                              | LCM 35 Ltd.                                                                              | CUSIP: 50202QAL7<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | US        |    1900000 | PA      | $1900041.80   | 0.24%             | 2034-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | Pacific Gas and Electric Company                                                         | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $940515.60    | 0.12%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                        | National Grid PLC                                                                        | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | US        |     900000 | PA      | $957202.65    | 0.12%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                        | NatWest Group PLC                                                                        | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1526580.90   | 0.19%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650EL0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101707.25    | 0.01%             | 2055-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                      | Citadel Finance LLC                                                                      | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1021464.20   | 0.13%             | 2030-02-10      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H042620<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2600000 | PA      | $2531026.94   | 0.32%             | 2056-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                                     | Edison International                                                                     | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1525382.85   | 0.19%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140A3AZ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     303223 | PA      | $311632.93    | 0.04%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                               | HPS Corporate Lending Fund                                                               | CUSIP: 40440VAK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $608905.50    | 0.08%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                                                  | Hyundai Capital America                                                                  | CUSIP: 44891ADW4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1328771.86   | 0.17%             | 2030-06-24      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                        | Vale Overseas Ltd                                                                        | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3317339.45   | 0.42%             | 2033-06-12      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Tesco Property Finance 5 PLC                                                             | Tesco Property Finance 5 PLC                                                             | CUSIP: N/A<br>LEI: 213800BN1HYPUZMXAF92       | Long             | ABS-MBS          | CORP              | GB        |     539649 | PA      | $725601.54    | 0.09%             | 2041-10-13      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust                                                       | New Century Home Equity Loan Trust                                                       | CUSIP: 64352VPR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     300000 | PA      | $252916.38    | 0.03%             | 2036-02-25      | Floating      | 3.05%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                            | Sabine Pass Liquefaction, LLC                                                            | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     972390 | PA      | $1024379.41   | 0.13%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                                 | Safehold GL Holdings LLC                                                                 | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     300000 | PA      | $308466.24    | 0.04%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                                                           | Tapestry, Inc.                                                                           | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409088.60    | 0.05%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EPH Financing International, a.s.                                                        | EPH Financing International, a.s.                                                        | CUSIP: N/A<br>LEI: 3157003E5A4ZV0JCSM65       | Long             | DBT              | CORP              | CZ        |     700000 | PA      | $876777.93    | 0.11%             | 2029-11-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| National Grid Electricity Transmission PLC                                               | National Grid Electricity Transmission PLC                                               | CUSIP: N/A<br>LEI: 5XJXCCYG4SDKFJ5WLB02       | Long             | DBT              | CORP              | GB        |    1400000 | PA      | $1200215.13   | 0.15%             | 2040-04-17      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                              | South Africa, Parliament of                                                              | CUSIP: N/A<br>LEI: 378900AAFB4F17004C49       | Long             | DBT              | NUSS              | ZA        |   82390000 | PA      | $5191337.18   | 0.66%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                                                                  | Arch Capital Group Ltd.                                                                  | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | US        |     615000 | PA      | $457148.26    | 0.06%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                  | MPLX LP                                                                                  | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     300000 | PA      | $246606.75    | 0.03%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                       | Southern California Edison Company                                                       | CUSIP: 842400JB0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     700000 | PA      | $702016.84    | 0.09%             | 2026-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Company                                                          | Southern California Gas Company                                                          | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1856901.06   | 0.24%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 902613BR8<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405500.00    | 0.05%             | 2500-12-31      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass Through Certificates, Series 2016-2                                 | United Airlines Pass Through Certificates, Series 2016-2                                 | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     772417 | PA      | $794519.05    | 0.10%             | 2037-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |     623050 | PA      | $12461.00     | 0.00%             | 2032-12-28      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3900000 | PA      | $3505502.13   | 0.44%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CDW Finance Corporation                                                                  | CDW Finance Corporation                                                                  | CUSIP: 12513GBJ7<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1302714.14   | 0.16%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties, L.P.                                                          | Hudson Pacific Properties, L.P.                                                          | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |     500000 | PA      | $492510.00    | 0.06%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                            | Sixth Street Lending Partners                                                            | CUSIP: 829932AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $621530.22    | 0.08%             | 2029-03-11      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                             | Equifax Inc.                                                                             | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1021394.80   | 0.13%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                         | Lazard Group LLC                                                                         | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1209424.56   | 0.15%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | Pacific Gas and Electric Company                                                         | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     250000 | PA      | $246734.58    | 0.03%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                                                      | SVB Financial Group                                                                      | CUSIP: 78500B403<br>LEI: 549300D2KJ20JMXE7542 | Long             | EC               | CORP              | US        |     104000 | NS      | $8320.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TBF5<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |     200000 | PA      | $203420.60    | 0.03%             | 2030-01-16      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                    | Targa Resources Corp.                                                                    | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1177649.33   | 0.15%             | 2033-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                                            | Williams Companies, Inc., The                                                            | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1730224.30   | 0.22%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                              | Yorkshire Water Finance PLC                                                              | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     700000 | PA      | $746907.46    | 0.09%             | 2032-10-27      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Aviva PLC                                                                                | Aviva PLC                                                                                | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $425910.57    | 0.05%             | 2500-12-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns ARM Trust 2006-2                                                            | Bear Stearns ARM Trust 2006-2                                                            | CUSIP: 07388DAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     504227 | PA      | $444442.79    | 0.06%             | 2036-07-25      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     500000 | PA      | $510764.05    | 0.06%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GATX Corporation                                                                         | GATX Corporation                                                                         | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     500000 | PA      | $492999.15    | 0.06%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61762VAA9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     700000 | PA      | $695158.59    | 0.09%             | 2500-12-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Boral Finance Pty Limited                                                                | Boral Finance Pty Limited                                                                | CUSIP: 09952AAC0<br>LEI: 549300X2TYFVNPM0UT91 | Long             | DBT              | CORP              | US        |     338000 | PA      | $331934.42    | 0.04%             | 2028-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                               | Cooperatieve Rabobank U.A.                                                               | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $997759.10    | 0.13%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    6950000 | PA      | $6914782.96   | 0.88%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     400000 | PA      | $402063.44    | 0.05%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                          | Santander UK Group Holdings PLC                                                          | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |     600000 | PA      | $625447.86    | 0.08%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                                | Willis North America Inc.                                                                | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1428255.75   | 0.18%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                       | Fairfax Financial Holdings Limited                                                       | CUSIP: N/A<br>LEI: GLS7OQD0WOEDI8YAP031       | Long             | DBT              | CORP              | CA        |     600000 | PA      | $701333.50    | 0.09%             | 2028-03-29      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| SW (Finance) I PLC                                                                       | SW (Finance) I PLC                                                                       | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1348287.50   | 0.17%             | 2040-04-16      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AR8<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |      53000 | PA      | $53265.00     | 0.01%             | 2030-10-15      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| Bear Stearns Asset Backed Securities I Trust 2006-HE9                                    | Bear Stearns Asset Backed Securities I Trust 2006-HE9                                    | CUSIP: 07389MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $970178.30    | 0.12%             | 2036-11-25      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| Berry Global, Inc.                                                                       | Berry Global, Inc.                                                                       | CUSIP: 08576PAH4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    4700000 | PA      | $4695677.88   | 0.59%             | 2026-01-15      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |     635911 | PA      | $2623.13      | 0.00%             | 2032-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CoBank, ACB                                                                              | CoBank, ACB                                                                              | CUSIP: 19075QAD4<br>LEI: P0J8I7M2E0A77CKF1705 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2155215.26   | 0.27%             | 2500-12-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| EPR Properties                                                                           | EPR Properties                                                                           | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1668191.94   | 0.21%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Entergy Texas, Inc.                                                                      | Entergy Texas, Inc.                                                                      | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     700000 | PA      | $718192.23    | 0.09%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     200000 | PA      | $206164.66    | 0.03%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42, Ltd.                                              | Neuberger Berman Loan Advisers CLO 42, Ltd.                                              | CUSIP: 64134AAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    2400000 | PA      | $2401605.60   | 0.30%             | 2036-07-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Oi S.A. - Em Recuperacao Judicial                                                        | Oi S.A. - Em Recuperacao Judicial                                                        | CUSIP: 67117EAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     128874 | PA      | $57964.95     | 0.01%             | 2027-06-30      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | Nomura Holdings, Inc.                                                                    | CUSIP: 65535HCC1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | US        |     600000 | PA      | $614844.00    | 0.08%             | 2500-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     500000 | PA      | $485511.10    | 0.06%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                               | Air Canada                                                                               | CUSIP: 00909DAA1<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-CBDO         | CORP              | US        |      42175 | PA      | $42733.27     | 0.01%             | 2029-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CWABS, Inc.                                                                              | CWABS, Inc.                                                                              | CUSIP: 1266715K8<br>LEI: 549300I38TM1UFUB6822 | Long             | ABS-CBDO         | CORP              | US        |        566 | PA      | $747.01       | 0.00%             | 2034-07-25      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                       | Canadian Natural Resources Limited                                                       | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1168332.99   | 0.15%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31329QNA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      25531 | PA      | $25302.10     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corporation                                                         | Occidental Petroleum Corporation                                                         | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    2050000 | PA      | $2345247.15   | 0.30%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Public Service Electric And Gas Company                                                  | Public Service Electric And Gas Company                                                  | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504729.50    | 0.06%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724BZ4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |     100954 | PA      | $75210.73     | 0.01%             | 2029-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                          | UnitedHealth Group Incorporated                                                          | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $981988.00    | 0.12%             | 2054-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                          | Queensland Treasury Corporation                                                          | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    1300000 | PA      | $700498.64    | 0.09%             | 2032-08-20      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc. Class AA Pass Through Certificates, Series 2019-1                | American Airlines, Inc. Class AA Pass Through Certificates, Series 2019-1                | CUSIP: 02377LAA2<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |     140314 | PA      | $131549.04    | 0.02%             | 2032-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ares Finance Co. II LLC                                                                  | Ares Finance Co. II LLC                                                                  | CUSIP: 04015KAB6<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1136972.40   | 0.14%             | 2030-06-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| BPCE                                                                                     | BPCE                                                                                     | CUSIP: 05571AAS4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | US        |     400000 | PA      | $445568.40    | 0.06%             | 2034-10-19      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1560395.55   | 0.20%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corporation                                                                 | Devon Energy Corporation                                                                 | CUSIP: 25179MBG7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     400000 | PA      | $398628.04    | 0.05%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                | MSCI Inc.                                                                                | CUSIP: 55354GAM2<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     800000 | PA      | $752030.24    | 0.10%             | 2031-11-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                               | American Tower Corporation                                                               | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1818120.42   | 0.23%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                         | Paramount Global                                                                         | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     800000 | PA      | $783805.28    | 0.10%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Company LLC                                                      | Nissan Motor Acceptance Company LLC                                                      | CUSIP: 65480CAC9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1363992.00   | 0.17%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                              | OneMain Finance Corporation                                                              | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     900000 | PA      | $950121.00    | 0.12%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     800000 | PA      | $791009.60    | 0.10%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                         | San Diego Gas & Electric Company                                                         | CUSIP: 797440BX1<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     200000 | PA      | $158439.58    | 0.02%             | 2049-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Citadel Limited Partnership                                                              | Citadel Limited Partnership                                                              | CUSIP: 17288XAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $953406.81    | 0.12%             | 2032-01-23      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     900000 | PA      | $919170.00    | 0.12%             | 2500-12-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650BS8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      30478 | PA      | $32440.49     | 0.00%             | 2032-01-10      | Fixed         | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Limited                                                     | Canadian Pacific Kansas City Limited                                                     | CUSIP: 13648TAB3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | US        |     500000 | PA      | $497657.20    | 0.06%             | 2026-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GA79<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1055520.00   | 0.13%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Mid-Atlantic Interstate Transmission, LLC                                                | Mid-Atlantic Interstate Transmission, LLC                                                | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1201128.72   | 0.15%             | 2028-05-15      | Fixed         | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Mortgage 2006-B Trust                                                    | Banc of America Mortgage 2006-B Trust                                                    | CUSIP: 05950TAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1202080 | PA      | $1037567.17   | 0.13%             | 2036-11-20      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     300000 | PA      | $324560.58    | 0.04%             | 2033-02-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: —       |
| Vistra Operations Company LLC                                                            | Vistra Operations Company LLC                                                            | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     900000 | PA      | $945239.58    | 0.12%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4400000 | PA      | $4300171.92   | 0.54%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Centene Corporation                                                                      | Centene Corporation                                                                      | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3307821.83   | 0.42%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CWABS Asset-Backed Certificates Trust 2006-24                                            | CWABS Asset-Backed Certificates Trust 2006-24                                            | CUSIP: 23243HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      45233 | PA      | $41422.29     | 0.01%             | 2035-07-25      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| Bank of America Corporation                                                              | Bank of America Corporation                                                              | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2743864.20   | 0.35%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2081512.40   | 0.26%             | 2030-03-12      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| DrillCo Holding Lux S.A.                                                                 | DrillCo Holding Lux S.A.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        129 | NS      | $2838.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CSWF Trust 2021-SOP2                                                                     | CSWF Trust 2021-SOP2                                                                     | CUSIP: 12657VAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      65150 | PA      | $63869.72     | 0.01%             | 2034-06-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-43                                                           | Alternative Loan Trust 2005-43                                                           | CUSIP: 12667GN33<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |      43558 | PA      | $35729.00     | 0.00%             | 2035-08-25      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Textron Inc.                                                                             | Textron Inc.                                                                             | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $985556.00    | 0.12%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95002YAA1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $426315.76    | 0.05%             | 2500-12-31      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Cantor Fitzgerald, L.P.                                                                  | Cantor Fitzgerald, L.P.                                                                  | CUSIP: 138616AM9<br>LEI: 549300RLUEEVQEMX0450 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1057929.20   | 0.13%             | 2028-12-12      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                                                           | Citizens Financial Group, Inc.                                                           | CUSIP: 174610BD6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     800000 | PA      | $794353.28    | 0.10%             | 2500-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises, Inc.                                                                 | IPALCO Enterprises, Inc.                                                                 | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     200000 | PA      | $204197.10    | 0.03%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 48128AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1452769.08   | 0.18%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                              | AbbVie Inc.                                                                              | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1381000 | PA      | $1232670.66   | 0.16%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AstraZeneca Finance LLC                                                                  | AstraZeneca Finance LLC                                                                  | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1241552.04   | 0.16%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98989.53     | 0.01%             | 2032-10-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Broadstone Net Lease, LLC                                                                | Broadstone Net Lease, LLC                                                                | CUSIP: 11134GAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $200279.54    | 0.03%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Financial, Inc.                                                               | Brookfield Financial, Inc.                                                               | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1449634.62   | 0.18%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                                                               | Corebridge Financial, Inc.                                                               | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1871588.35   | 0.24%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Q9NX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      24500 | PA      | $24318.69     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cameron LNG, LLC                                                                         | Cameron LNG, LLC                                                                         | CUSIP: 133434AC4<br>LEI: 549300C39FLHGVD73K22 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1127805.25   | 0.14%             | 2038-01-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| The Cleveland Electric Illuminating Company                                              | The Cleveland Electric Illuminating Company                                              | CUSIP: 186108CK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2823526.66   | 0.36%             | 2028-04-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust 2006-NC2                                          | J.P. Morgan Mortgage Acquisition Trust 2006-NC2                                          | CUSIP: 46629FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     123001 | PA      | $121000.04    | 0.02%             | 2036-07-25      | Floating      | 3.78%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                      | Stryker Corporation                                                                      | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     500000 | PA      | $497228.50    | 0.06%             | 2034-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                                                                        | Essent Group Ltd.                                                                        | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | US        |     500000 | PA      | $522258.25    | 0.07%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                   | Hilton Domestic Operating Company Inc.                                                   | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |     500000 | PA      | $511530.00    | 0.06%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | Sumitomo Mitsui Financial Group, Inc.                                                    | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2458776.87   | 0.31%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.                      | Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.                      | CUSIP: 904678AQ2<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1072011.70   | 0.14%             | 2034-04-02      | Fixed         | 7.30%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties Inc.                                                                     | VICI Properties Inc.                                                                     | CUSIP: 92564RAJ4<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |     400000 | PA      | $404521.84    | 0.05%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1749680.97   | 0.22%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 31329PKH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      15744 | PA      | $15628.06     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                        | HSBC Holdings PLC                                                                        | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | US        |     800000 | PA      | $845736.72    | 0.11%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| ADNOC Murban RSC Ltd                                                                     | ADNOC Murban RSC Ltd                                                                     | CUSIP: 00723L2A6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1508877.00   | 0.19%             | 2029-09-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | EC               | CORP              | KY        |    3622503 | NS      | $45127.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stichting AK Rabobank Certificaten II                                                    | Stichting AK Rabobank Certificaten II                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |     630275 | PA      | $832360.69    | 0.11%             | 2500-12-31      | Variable      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |    1000000 | PA      | $1199127.06   | 0.15%             | 2032-05-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.                                                    | Alexandria Real Estate Equities, Inc.                                                    | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1784030.27   | 0.23%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140JKB96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      35258 | PA      | $34975.52     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Limited                                                          | Avolon Holdings Funding Limited                                                          | CUSIP: 05401AAR2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |     922000 | PA      | $894315.75    | 0.11%             | 2027-11-18      | Fixed         | 2.53%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Inc.                                                                          | Blackstone Inc.                                                                          | CUSIP: 09256BAG2<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |     300000 | PA      | $279280.62    | 0.04%             | 2044-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners, L.P.                                                           | Cheniere Energy Partners, L.P.                                                           | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     800000 | PA      | $835050.80    | 0.11%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corporation                                                                      | Comcast Corporation                                                                      | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     700000 | PA      | $626057.74    | 0.08%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    2900000 | PA      | $2892968.08   | 0.37%             | 2056-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc, The                                                         | Hanover Insurance Group Inc, The                                                         | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     500000 | PA      | $454736.30    | 0.06%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding S.A.                                                               | Itau Unibanco Holding S.A.                                                               | CUSIP: 46556V2A9<br>LEI: 5493002W2IVG62O3ZJ94 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1344200.00   | 0.17%             | 2030-02-27      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | Pacific Gas and Electric Company                                                         | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $1743856.32   | 0.22%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2006-15CB                                                         | Alternative Loan Trust 2006-15CB                                                         | CUSIP: 02147RAL4<br>LEI: 5493008WNOU8I3M5WW38 | Long             | ABS-MBS          | CORP              | US        |     685798 | PA      | $682183.32    | 0.09%             | 2036-08-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                               | PacifiCorp                                                                               | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    1087000 | PA      | $1134718.32   | 0.14%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ADX0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1988905.60   | 0.25%             | 2035-11-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                                       | Venture Global Calcasieu Pass, LLC                                                       | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     600000 | PA      | $607922.76    | 0.08%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                          | CaixaBank, S.A.                                                                          | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |    1200000 | PA      | $1459598.39   | 0.18%             | 2500-12-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     500000 | PA      | $610175.59    | 0.08%             | 2031-03-22      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02376AAA7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |    1604025 | PA      | $1548480.13   | 0.20%             | 2029-10-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140Q9UK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |      11011 | PA      | $10930.04     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust 2006-12                                                   | HarborView Mortgage Loan Trust 2006-12                                                   | CUSIP: 41162DAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     358938 | PA      | $300652.06    | 0.04%             | 2036-12-19      | Floating      | 3.64%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                         | Lazard Group LLC                                                                         | CUSIP: 52107QAK1<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     278000 | PA      | $278575.60    | 0.04%             | 2029-03-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                              | Host Hotels & Resorts, L.P.                                                              | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    3400000 | PA      | $3243058.72   | 0.41%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2712852.22   | 0.34%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | Mizuho Financial Group, Inc.                                                             | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $1702392.40   | 0.22%             | 2031-09-08      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital 25 Ltd                                                                | Northwoods Capital 25 Ltd                                                                | CUSIP: 668468AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    1000000 | PA      | $997933.00    | 0.13%             | 2034-07-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| JetBlue Airways Corporation                                                              | JetBlue Airways Corporation                                                              | CUSIP: 477164AA5<br>LEI: 54930070J9H97ZO93T57 | Long             | ABS-CBDO         | CORP              | US        |    1951164 | PA      | $1839720.94   | 0.23%             | 2032-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Merrill Lynch Mortgage Capital Inc.                                                      | Merrill Lynch Mortgage Capital Inc.                                                      | CUSIP: 59020UQV0<br>LEI: L6ZLCV6SY6K01EC4P845 | Long             | ABS-CBDO         | CORP              | US        |     477734 | PA      | $459868.43    | 0.06%             | 2035-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                               | Amgen Inc.                                                                               | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2716899.84   | 0.34%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                             | Bausch Health Companies Inc.                                                             | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |     270000 | PA      | $280130.40    | 0.04%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                                     | Bayer US Finance LLC                                                                     | CUSIP: 07274EAL7<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |     800000 | PA      | $866120.88    | 0.11%             | 2033-11-21      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                                                        | Choice Hotels International, Inc.                                                        | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407995.72    | 0.05%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 17325FBG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     700000 | PA      | $741107.08    | 0.09%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Eagle Funding LuxCo S.a r.l.                                                             | Eagle Funding LuxCo S.a r.l.                                                             | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1832767.38   | 0.23%             | 2030-08-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                            | Enbridge Inc.                                                                            | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1610773.95   | 0.20%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $3396544.55   | 0.43%             | 2031-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 902613BN7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |     600000 | PA      | $615000.00    | 0.08%             | 2500-12-31      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                          | UnitedHealth Group Incorporated                                                          | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     500000 | PA      | $495888.95    | 0.06%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KBC Groep                                                                                | KBC Groep                                                                                | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | DBT              | CORP              | BE        |     400000 | PA      | $492408.80    | 0.06%             | 2500-12-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Limited                                                             | Sunac China Holdings Limited                                                             | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | US        |      68402 | PA      | $13680.40     | 0.00%             | 2028-06-23      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                         | Pacific Gas and Electric Company                                                         | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2768010.84   | 0.35%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                                                             | Santander Holdings USA, Inc.                                                             | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2086943.25   | 0.26%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| DrillCo Holding Lux S.A.                                                                 | DrillCo Holding Lux S.A.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       1165 | NS      | $25630.00     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Flex Intermediate Holdco, LLC                                                            | Flex Intermediate Holdco, LLC                                                            | CUSIP: 33939HAA7<br>LEI: 549300290TQIGM30A243 | Long             | DBT              | CORP              | US        |    2200000 | PA      | $2027904.56   | 0.26%             | 2031-06-30      | Fixed         | 3.36%                 | Yes           |                  2 | On Loan: No      |
| Franklin Resources, Inc.                                                                 | Franklin Resources, Inc.                                                                 | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $934764.89    | 0.12%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1766470.68   | 0.22%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Acquisition Trust 2006-CW2                                          | J.P. Morgan Mortgage Acquisition Trust 2006-CW2                                          | CUSIP: 46629BAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     940927 | PA      | $556701.37    | 0.07%             | 2036-08-25      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     900000 | PA      | $626466.69    | 0.08%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ministry of Finance of the Russian Federation                                            | Ministry of Finance of the Russian Federation                                            | CUSIP: 78307ADE0<br>LEI: 5493004EHVGF71PDBU58 | Long             | DBT              | NUSS              | US        |     200000 | PA      | $135000.00    | 0.02%             | 2042-04-04      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| State Street Corporation                                                                 | State Street Corporation                                                                 | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     600000 | PA      | $622961.76    | 0.08%             | 2500-12-31      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                      | Stryker Corporation                                                                      | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2048099.40   | 0.26%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                                                | Viper Energy Partners LLC                                                                | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1424842.16   | 0.18%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Company                                                                    | Wells Fargo & Company                                                                    | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $4769248.32   | 0.60%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |       7878 | PA      | $4648.02      | 0.00%             | 2030-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   11000000 | PA      | $10978515.90  | 1.39%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                   | Verisk Analytics, Inc.                                                                   | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     400000 | PA      | $399428.84    | 0.05%             | 2029-03-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |     226746 | PA      | $4534.92      | 0.00%             | 2028-12-28      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |     269660 | PA      | $1024.71      | 0.00%             | 2029-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| INTEGRIS Baptist Medical Center, Inc.                                                    | INTEGRIS Baptist Medical Center, Inc.                                                    | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |     700000 | PA      | $506698.36    | 0.06%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| MF1 2022-FL8 Ltd.                                                                        | MF1 2022-FL8 Ltd.                                                                        | CUSIP: 55284JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     649314 | PA      | $649133.78    | 0.08%             | 2037-02-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| GC Education, Inc.                                                                       | GC Education, Inc.                                                                       | CUSIP: 56681NJD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     500000 | PA      | $524513.00    | 0.07%             | 2029-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Mars, Incorporated                                                                       | Mars, Incorporated                                                                       | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1310559.77   | 0.17%             | 2045-05-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| SMRT 2022-MINI                                                                           | SMRT 2022-MINI                                                                           | CUSIP: 78457JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1600000 | PA      | $1597500.48   | 0.20%             | 2027-01-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                              | Aker BP ASA                                                                              | CUSIP: 00973RAJ2<br>LEI: 549300NFTY73920OYK69 | Long             | DBT              | CORP              | US        |    2950000 | PA      | $2845779.45   | 0.36%             | 2031-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| American Assets Trust, L.P.                                                              | American Assets Trust, L.P.                                                              | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2370256.20   | 0.30%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Company                                                           | Arizona Public Service Company                                                           | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1492627.88   | 0.19%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty, L.P.                                                                      | Kilroy Realty, L.P.                                                                      | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $929826.10    | 0.12%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                                | Kraft Heinz Foods Company                                                                | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1342504.08   | 0.17%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                      | Petroleos Mexicanos                                                                      | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |     400000 | PA      | $406077.72    | 0.05%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | Philip Morris International Inc.                                                         | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     200000 | PA      | $178137.88    | 0.02%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                         | Omega Healthcare Investors, Inc.                                                         | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    2100000 | PA      | $1867186.02   | 0.24%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PECO Energy Company                                                                      | PECO Energy Company                                                                      | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     800000 | PA      | $525652.56    | 0.07%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                       | Southern California Edison Company                                                       | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409569.48    | 0.05%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| SB Capital S.A.                                                                          | SB Capital S.A.                                                                          | CUSIP: N/A<br>LEI: 222100YFG9QVABDS2B03       | Long             | DBT              | CORP              | LU        |     600000 | PA      | $0.01         | 0.00%             | 2049-05-23      | Fixed         | 5.25%                 | Yes           |                  3 | On Loan: No      |
| Spirit Airlines, LLC                                                                     | Spirit Airlines, LLC                                                                     | CUSIP: 84858DAA6<br>LEI: 549300DCAFIXFNFR3304 | Long             | ABS-CBDO         | CORP              | US        |     466662 | PA      | $443411.58    | 0.06%             | 2028-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Company, L.L.C.                                                   | Tennessee Gas Pipeline Company, L.L.C.                                                   | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5100000 | PA      | $4811612.34   | 0.61%             | 2030-03-01      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |    5400000 | PA      | $1837243.52   | 0.23%             | 2033-08-12      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |     269660 | PA      | $256.18       | 0.00%             | 2028-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2022-LP2                                                    | BX Commercial Mortgage Trust 2022-LP2                                                    | CUSIP: 05610HAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     155266 | PA      | $154684.06    | 0.02%             | 2039-02-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                                  | Black Hills Corporation                                                                  | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1297056.88   | 0.16%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corporation                                                                      | Entergy Corporation                                                                      | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    2600000 | PA      | $2434423.42   | 0.31%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X7KS7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |     144746 | PA      | $139273.90    | 0.02%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty Limited Partnership                                                     | Highwoods Realty Limited Partnership                                                     | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     400000 | PA      | $372279.92    | 0.05%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank, National Association                                        | Morgan Stanley Private Bank, National Association                                        | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |     500000 | PA      | $506658.50    | 0.06%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                                                          | RTX Corporation                                                                          | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1094510.00   | 0.14%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                          | CUSIP: N/A<br>LEI: 254900STKLK2DBJJZ530       | Long             | DBT              | NUSS              | PE        |   12600000 | PA      | $3712971.94   | 0.47%             | 2034-08-12      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| American Home Mortgage Assets Trust 2006-3                                               | American Home Mortgage Assets Trust 2006-3                                               | CUSIP: 02660UAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     292378 | PA      | $208381.48    | 0.03%             | 2046-10-25      | Floating      | 3.52%                 | No            |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |     134829 | PA      | $3033.65      | 0.00%             | 2026-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| British Airways PLC                                                                      | British Airways PLC                                                                      | CUSIP: 11042CAA8<br>LEI: 375X9PSJLLOV7F21O626 | Long             | ABS-CBDO         | CORP              | US        |    1197987 | PA      | $1089562.63   | 0.14%             | 2035-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLP Financing, LLC                                                                       | GLP Financing, LLC                                                                       | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     300000 | PA      | $307833.45    | 0.04%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    3000000 | PA      | $3295855.50   | 0.42%             | 2034-10-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                    | Sumitomo Mitsui Financial Group, Inc.                                                    | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | US        |     800000 | PA      | $841002.88    | 0.11%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Synopsys, Inc.                                                                           | Synopsys, Inc.                                                                           | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1327115.40   | 0.17%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CF7<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |      24878 | PA      | $14118.27     | 0.00%             | 2035-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Vine Energy Holdings LLC                                                                 | Vine Energy Holdings LLC                                                                 | CUSIP: 92735LAA0<br>LEI: 254900PNIMG4CPJH6R25 | Long             | DBT              | CORP              | US        |     300000 | PA      | $301787.64    | 0.04%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $866864.28    | 0.11%             | 2500-12-31      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Panama                                                                       | Republic of Panama                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | XX        |    1400000 | PA      | $1648679.83   | 0.21%             | 2027-03-07      | Floating      | 3.84%                 | No            |                  3 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     200000 | PA      | $230651.80    | 0.03%             | 2028-03-07      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| Amgen Inc.                                                                               | Amgen Inc.                                                                               | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1866459.06   | 0.24%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alternative Loan Trust 2005-43                                                           | Alternative Loan Trust 2005-43                                                           | CUSIP: 12667G7H0<br>LEI: 549300NHEJTDVQUV3M53 | Long             | ABS-MBS          | CORP              | US        |    1193309 | PA      | $836658.85    | 0.11%             | 2035-10-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                         | Philip Morris International Inc.                                                         | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1569041.70   | 0.20%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                | Saudi Arabian Oil Company                                                                | CUSIP: 80414L2P9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | US        |     400000 | PA      | $389528.48    | 0.05%             | 2054-07-17      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Company                                                       | Southern California Edison Company                                                       | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     700000 | PA      | $718380.81    | 0.09%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2024223.71   | 0.26%             | 2034-01-12      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass Through Trust 2019-2AA                                              | United Airlines Pass Through Trust 2019-2AA                                              | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3364268 | PA      | $3081816.75   | 0.39%             | 2032-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                     | Credit Agricole S.A.                                                                     | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $754478.39    | 0.10%             | 2500-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| SPP - distribucia , a.s.                                                                 | SPP - distribucia , a.s.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | SK        |     300000 | PA      | $304869.21    | 0.04%             | 2031-06-09      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent, L.P.                                                              | American Homes 4 Rent, L.P.                                                              | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1203113.04   | 0.15%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRSP 2021-FL1, Ltd.                                                                      | BRSP 2021-FL1, Ltd.                                                                      | CUSIP: 05591XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     255493 | PA      | $255179.13    | 0.03%             | 2038-08-19      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bayer US Finance LLC                                                                     | Bayer US Finance LLC                                                                     | CUSIP: 07274EAK9<br>LEI: 54930093Q75GSEM74I71 | Long             | DBT              | CORP              | US        |    4800000 | PA      | $5131709.28   | 0.65%             | 2030-11-21      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                          | Blackstone Secured Lending Fund                                                          | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1020922.00   | 0.13%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Centex Corporation                                                                       | Centex Corporation                                                                       | CUSIP: 152314LQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      15764 | PA      | $15367.63     | 0.00%             | 2034-09-25      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| IRB Infrastructure Developers Limited                                                    | IRB Infrastructure Developers Limited                                                    | CUSIP: 449881AA9<br>LEI: 335800XGO3AITGW6AK27 | Long             | DBT              | CORP              | US        |     400000 | PA      | $413500.00    | 0.05%             | 2032-03-11      | Fixed         | 7.11%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                       | T-Mobile USA, Inc.                                                                       | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102220.00    | 0.01%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                  | American Airlines, Inc.                                                                  | CUSIP: 02377AAA6<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | ABS-CBDO         | CORP              | US        |     439131 | PA      | $435683.38    | 0.06%             | 2026-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                               | Amgen Inc.                                                                               | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     800000 | PA      | $783741.92    | 0.10%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                                 | Government National Mortgage Association                                                 | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    1600000 | PA      | $1630406.56   | 0.21%             | 2056-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EQT Corporation                                                                          | EQT Corporation                                                                          | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     370000 | PA      | $370597.29    | 0.05%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1102176.79   | 0.14%             | 2029-05-01      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                             | Marriott International, Inc.                                                             | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1009391.10   | 0.13%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Alcon Finance Corporation                                                                | Alcon Finance Corporation                                                                | CUSIP: 01400EAD5<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     700000 | PA      | $650858.11    | 0.08%             | 2030-05-27      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Boeing Company, The                                                                      | Boeing Company, The                                                                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1965292.60   | 0.25%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Six, LLC                                                              | Goodman US Finance Six, LLC                                                              | CUSIP: 38239EAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2009894.00   | 0.25%             | 2034-10-07      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital, Inc.                                              | HA Sustainable Infrastructure Capital, Inc.                                              | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1021980.80   | 0.13%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IndyMac MBS, Inc.                                                                        | IndyMac MBS, Inc.                                                                        | CUSIP: 45660LMG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     211112 | PA      | $193082.23    | 0.02%             | 2035-07-25      | Floating      | 3.44%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                             | Royal Caribbean Cruises Ltd.                                                             | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407373.32    | 0.05%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Spectrum Management Holding Company, LLC                                                 | Spectrum Management Holding Company, LLC                                                 | CUSIP: 88732JBD9<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |     300000 | PA      | $231209.34    | 0.03%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating, LP                                                          | Western Midstream Operating, LP                                                          | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     300000 | PA      | $302401.68    | 0.04%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MortgageIT Mortgage Loan Trust 2006-1                                                    | MortgageIT Mortgage Loan Trust 2006-1                                                    | CUSIP: 61915RBZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     253626 | PA      | $196168.98    | 0.02%             | 2036-04-25      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| New Century Home Equity Loan Trust 2006-2                                                | New Century Home Equity Loan Trust 2006-2                                                | CUSIP: 64360YAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     131749 | PA      | $131736.05    | 0.02%             | 2036-08-25      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corporation                                     | Texas Natural Gas Securitization Finance Corporation                                     | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    1004769 | PA      | $1031442.20   | 0.13%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |      43266 | PA      | $26284.10     | 0.00%             | 2034-02-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                                       | Venture Global Calcasieu Pass, LLC                                                       | CUSIP: 92328MAC7<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1028499.72   | 0.13%             | 2033-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                      | Erste Group Bank AG                                                                      | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | DBT              | CORP              | AT        |    2000000 | PA      | $2344523.98   | 0.30%             | 2500-12-31      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SB Capital S.A.                                                                          | SB Capital S.A.                                                                          | CUSIP: N/A<br>LEI: 222100YFG9QVABDS2B03       | Long             | DBT              | CORP              | LU        |    5100000 | PA      | $0.05         | 0.00%             | 2049-10-29      | Fixed         | 5.13%                 | Yes           |                  3 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912797TH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |     557000 | PA      | $551444.87    | 0.07%             | 2026-04-14      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                     | Weyerhaeuser Company                                                                     | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1980019.80   | 0.25%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Digital Dutch Finco B.V.                                                                 | Digital Dutch Finco B.V.                                                                 | CUSIP: N/A<br>LEI: 549300ONZ5IS6B6IMJ70       | Long             | DBT              | CORP              | NL        |    1400000 | PA      | $1533154.15   | 0.19%             | 2030-03-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| BCP V Modular Services Finance II PLC                                                    | BCP V Modular Services Finance II PLC                                                    | CUSIP: N/A<br>LEI: 213800227GGD6UI7PI97       | Long             | DBT              | CORP              | GB        |     500000 | PA      | $546086.06    | 0.07%             | 2031-07-10      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Ares Finance Co. III LLC                                                                 | Ares Finance Co. III LLC                                                                 | CUSIP: 04018VAA1<br>LEI: 54930012GWL4VKKENG46 | Long             | DBT              | CORP              | US        |     500000 | PA      | $489437.50    | 0.06%             | 2051-06-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                               | Aviation Capital Group LLC                                                               | CUSIP: 05369AAQ4<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409626.48    | 0.05%             | 2029-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Alternative Loan Trust 2006-3                                            | Banc of America Alternative Loan Trust 2006-3                                            | CUSIP: 05948KS42<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       7720 | PA      | $6404.03      | 0.00%             | 2035-11-25      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Brookfield Financial, Inc.                                                               | Brookfield Financial, Inc.                                                               | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1396152.10   | 0.18%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                                                           | Illumina, Inc.                                                                           | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     200000 | PA      | $181482.26    | 0.02%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: —       |
| JetBlue Airways Corporation                                                              | JetBlue Airways Corporation                                                              | CUSIP: 477143AH4<br>LEI: 54930070J9H97ZO93T57 | Long             | ABS-CBDO         | CORP              | US        |     215869 | PA      | $192445.27    | 0.02%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United Airlines 2014-2 Pass-Through Trust                                                | United Airlines 2014-2 Pass-Through Trust                                                | CUSIP: 90932QAA4<br>LEI: 549300MKG4NHSVSIVR18 | Long             | ABS-CBDO         | CORP              | US        |      44531 | PA      | $44145.83     | 0.01%             | 2026-09-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                           | Var Energi ASA                                                                           | CUSIP: 92212WAE0<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | US        |     500000 | PA      | $572782.35    | 0.07%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance, LLC                                                 | Volkswagen Group of America Finance, LLC                                                 | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1319396.65   | 0.17%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Williams Companies, Inc., The                                                            | Williams Companies, Inc., The                                                            | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1455017.62   | 0.18%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Burberry Group PLC                                                                       | Burberry Group PLC                                                                       | CUSIP: N/A<br>LEI: 213800PE1KEFCNFR1R50       | Long             | DBT              | CORP              | GB        |     400000 | PA      | $550529.95    | 0.07%             | 2030-06-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Elevance Health, Inc.                                                                    | Elevance Health, Inc.                                                                    | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     900000 | PA      | $928248.75    | 0.12%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     554000 | PA      | $541344.76    | 0.07%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KYSF7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      72152 | PA      | $69910.39     | 0.01%             | 2039-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3138X2LF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |       4203 | PA      | $3861.79      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 3140X7KT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |    1208393 | PA      | $1161200.73   | 0.15%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                            | Ford Motor Credit Company LLC                                                            | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     500000 | PA      | $507527.40    | 0.06%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc.                                                                     | Global Payments Inc.                                                                     | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1401055.04   | 0.18%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2350000 | PA      | $2344759.27   | 0.30%             | 2028-02-01      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103221.89    | 0.01%             | 2031-01-24      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                                                                 | Motorola Solutions, Inc.                                                                 | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1112561.34   | 0.14%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Newmark Group, Inc.                                                                      | Newmark Group, Inc.                                                                      | CUSIP: 65158NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     700000 | PA      | $749021.00    | 0.09%             | 2029-01-12      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810UP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    5200000 | PA      | $5023281.12   | 0.64%             | 2055-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1727669.70   | 0.22%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3209000 | PA      | $3131281.87   | 0.40%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Brookfield Capital Finance LLC                                                           | Brookfield Capital Finance LLC                                                           | CUSIP: 11259NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $321107.01    | 0.04%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                                | Apollo Debt Solutions BDC                                                                | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1267018.44   | 0.16%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                        | Capital One Financial Corporation                                                        | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1086502.89   | 0.14%             | 2500-12-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                           | Goldman Sachs Group, Inc., The                                                           | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2800000 | PA      | $2814208.88   | 0.36%             | 2035-10-23      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                               | Air Canada                                                                               | CUSIP: 009090AA9<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | ABS-CBDO         | CORP              | CA        |     105200 | PA      | $103490.52    | 0.01%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association, Inc.                                              | Federal National Mortgage Association, Inc.                                              | CUSIP: 01F040628<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGA              | US        |   11900000 | PA      | $11278968.75  | 1.43%             | 2056-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corporation                                                                 | Ares Capital Corporation                                                                 | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     600000 | PA      | $615507.48    | 0.08%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| C-BASS 2007-CB1 Trust                                                                    | C-BASS 2007-CB1 Trust                                                                    | CUSIP: 1248MGAM6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     540963 | PA      | $148286.97    | 0.02%             | 2037-01-25      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                           | Citigroup Inc.                                                                           | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     875000 | PA      | $900241.48    | 0.11%             | 2500-12-31      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | US        |     900000 | PA      | $899150.22    | 0.11%             | 2029-12-23      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| DrillCo Holding Lux S.A.                                                                 | DrillCo Holding Lux S.A.                                                                 | CUSIP: 262051105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        384 | NS      | $8448.00      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                             | Mizuho Financial Group, Inc.                                                             | CUSIP: 60687YDG1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | US        |     900000 | PA      | $939552.30    | 0.12%             | 2035-07-10      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    4550000 | PA      | $4644054.42   | 0.59%             | 2029-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ProLogis, L.P.                                                                           | ProLogis, L.P.                                                                           | CUSIP: 74340XCP4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | CA        |     700000 | PA      | $512677.13    | 0.06%             | 2033-02-15      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                       | Public Service Company of Colorado                                                       | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    2700000 | PA      | $2375883.90   | 0.30%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  390000000 | PA      | $2166710.93   | 0.27%             | 2044-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp.                                                                    | Las Vegas Sands Corp.                                                                    | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1156848.33   | 0.15%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| New York State Electric & Gas Corporation                                                | New York State Electric & Gas Corporation                                                | CUSIP: 649840CR4<br>LEI: 549300GEC6J0YHUXA160 | Long             | DBT              | CORP              | US        |     100000 | PA      | $67000.98     | 0.01%             | 2049-09-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe, LLC                                                        | Burlington Northern Santa Fe, LLC                                                        | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3487416.13   | 0.44%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cigna Group, The                                                                         | Cigna Group, The                                                                         | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    1041000 | PA      | $967838.31    | 0.12%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                                                       | DT Midstream, Inc.                                                                       | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $363731.41    | 0.05%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Treasury, United States Department of                                                    | Treasury, United States Department of                                                    | CUSIP: 912810TY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1290000 | PA      | $1230563.56   | 0.16%             | 2054-02-15      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                             | UBS Group AG                                                                             | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | US        |     400000 | PA      | $439000.00    | 0.06%             | 2500-12-31      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                             | Barclays PLC                                                                             | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | US        |    2900000 | PA      | $3121169.95   | 0.40%             | 2034-05-09      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corporation                                                            | Boston Scientific Corporation                                                            | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    1483000 | PA      | $1333552.75   | 0.17%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Protective Life Corporation                                                              | Protective Life Corporation                                                              | CUSIP: 743674BD4<br>LEI: 549300ZWIT8J8Y2EXL07 | Long             | DBT              | CORP              | US        |     500000 | PA      | $501496.50    | 0.06%             | 2028-09-30      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TBJ7<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    1800000 | PA      | $1835715.60   | 0.23%             | 2028-01-13      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175BN3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     300000 | PA      | $257794.89    | 0.03%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                    | Charter Communications Operating, LLC                                                    | CUSIP: 161175CG7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $903783.90    | 0.11%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Company LLC                                                   | Columbia Pipelines Holding Company LLC                                                   | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $305184.48    | 0.04%             | 2031-10-01      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1318010.20   | 0.17%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KR3D4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     631664 | PA      | $618702.15    | 0.08%             | 2053-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    4900000 | PA      | $4632526.64   | 0.59%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                                       | Venture Global Calcasieu Pass, LLC                                                       | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     300000 | PA      | $272582.34    | 0.03%             | 2031-08-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Romania, Government of                                                                   | Romania, Government of                                                                   | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     800000 | PA      | $844169.66    | 0.11%             | 2034-02-07      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |     337075 | PA      | $33.71        | 0.00%             | 2031-12-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Company                                                       | Southern California Edison Company                                                       | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $826677.39    | 0.10%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cabinet of Ministers of Ukraine                                                          | Cabinet of Ministers of Ukraine                                                          | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | US        |      20731 | PA      | $11764.84     | 0.00%             | 2036-02-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61762V853<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |      34600 | NS      | $881262.00    | 0.11%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  1 | On Loan: No      |
| Alternative Loan Trust 2006-43CB                                                         | Alternative Loan Trust 2006-43CB                                                         | CUSIP: 02149FAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     480192 | PA      | $236544.45    | 0.03%             | 2037-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alaska Air Pass Through Trust 2020-1A                                                    | Alaska Air Pass Through Trust 2020-1A                                                    | CUSIP: 01166VAA7<br>LEI: PG4W4UTDTMMEBRGLO537 | Long             | ABS-CBDO         | CORP              | US        |     668864 | PA      | $669466.81    | 0.08%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Antares Holdings LP                                                                      | Antares Holdings LP                                                                      | CUSIP: 03666HAG6<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |     500000 | PA      | $510837.00    | 0.06%             | 2029-02-08      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc.                                                        | Assured Guaranty US Holdings Inc.                                                        | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1198821.13   | 0.15%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                               | Ares Strategic Income Fund                                                               | CUSIP: 04020EAR8<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     600000 | PA      | $588751.62    | 0.07%             | 2031-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                               | Aviation Capital Group LLC                                                               | CUSIP: 05369AAN1<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     600000 | PA      | $622826.64    | 0.08%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc.                                                        | Assured Guaranty US Holdings Inc.                                                        | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     400000 | PA      | $420118.44    | 0.05%             | 2028-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Company, The                                                 | Connecticut Light and Power Company, The                                                 | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     400000 | PA      | $405641.32    | 0.05%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1404464.74   | 0.18%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                            | Duquesne Light Holdings, Inc.                                                            | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $985787.40    | 0.12%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| CoStar Group, Inc.                                                                       | CoStar Group, Inc.                                                                       | CUSIP: 22160NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1009073.01   | 0.13%             | 2030-07-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                        | Crown Castle Inc.                                                                        | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    1700000 | PA      | $1719071.79   | 0.22%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                       | Energy Transfer LP                                                                       | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     700000 | PA      | $700409.78    | 0.09%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                        | Enterprise Products Operating LLC                                                        | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    2300000 | PA      | $2328719.64   | 0.29%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                        | Enterprise Products Operating LLC                                                        | CUSIP: 29379VBM4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     250000 | PA      | $249020.15    | 0.03%             | 2077-08-16      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3131YBQJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      19688 | PA      | $19511.13     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                                                                 | Equitable Holdings, Inc.                                                                 | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1042833.90   | 0.13%             | 2055-03-28      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corporation                                                                  | NTT Finance Corporation                                                                  | CUSIP: 62954WAU9<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1025738.30   | 0.13%             | 2032-07-16      | Fixed         | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Financial Services, Inc.                                                      | Nationwide Financial Services, Inc.                                                      | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |     500000 | PA      | $379033.90    | 0.05%             | 2049-11-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                              | ONEOK, Inc.                                                                              | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    2250000 | PA      | $1975002.98   | 0.25%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                   | Federal Home Loan Mortgage Corporation                                                   | CUSIP: 3133KYR92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      72045 | PA      | $69919.03     | 0.01%             | 2039-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp.                                                             | GS Mortgage Securities Corp.                                                             | CUSIP: 362341D48<br>LEI: CU46ESEFJB81SUVBJO28 | Long             | ABS-MBS          | CORP              | US        |     240789 | PA      | $200771.75    | 0.03%             | 2036-01-25      | Floating      | 1.40%                 | No            |                  2 | On Loan: No      |
| Fideicomiso Fibra Uno                                                                    | Fideicomiso Fibra Uno                                                                    | CUSIP: 89834JAA1<br>LEI: 54930011BLQ0JPRBAL73 | Long             | DBT              | CORP              | US        |     231000 | PA      | $253746.75    | 0.03%             | 2034-02-13      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Weyerhaeuser Company                                                                     | Weyerhaeuser Company                                                                     | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $1972299.40   | 0.25%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                                | Invitation Homes Operating Partnership LP                                                | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    3100000 | PA      | $3014368.70   | 0.38%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp.                                                                       | ITC Holdings Corp.                                                                       | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    1750000 | PA      | $1651916.00   | 0.21%             | 2030-05-14      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | SA        |     300000 | PA      | $345628.67    | 0.04%             | 2037-03-05      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Sunac China Holdings Limited                                                             | Sunac China Holdings Limited                                                             | CUSIP: N/A<br>LEI: 549300OLARYHDXP3WK18       | Long             | DBT              | CORP              | US        |     575487 | PA      | $80568.18     | 0.01%             | 2026-06-23      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                    | Nomura Holdings, Inc.                                                                    | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | US        |    1800000 | PA      | $1856257.74   | 0.23%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Oracle Corporation                                                                       | Oracle Corporation                                                                       | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    6000000 | PA      | $5716531.80   | 0.72%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Santos Finance Ltd                                                                       | Santos Finance Ltd                                                                       | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | US        |     400000 | PA      | $374136.48    | 0.05%             | 2031-04-29      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                               | Government of Saudi Arabia                                                               | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |    5100000 | PA      | $4371898.50   | 0.55%             | 2033-02-02      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Stichting Administratiekantoor Unigel Creditors                                          | Stichting Administratiekantoor Unigel Creditors                                          | CUSIP: 860570100<br>LEI: N/A                  | Long             | EC               | CORP              | NL        |       1459 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Netflix, Inc.                                                                            | Netflix, Inc.                                                                            | CUSIP: N/A<br>LEI: 549300Y7VHGU0I7CE873       | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1695576.19   | 0.21%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ABN AMRO Bank N.V.                                                                       | ABN AMRO Bank N.V.                                                                       | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | DBT              | CORP              | NL        |     600000 | PA      | $751834.19    | 0.10%             | 2500-12-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Thames Water Super Senior Issuer PLC                                                     | Thames Water Super Senior Issuer PLC                                                     | CUSIP: 88325AAA8<br>LEI: 635400LBEYCV7F4FC741 | Long             | DBT              | CORP              | GB        |     150708 | PA      | $232564.64    | 0.03%             | 2027-10-10      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                      | Cabinet Office, Government of Japan                                                      | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  100000000 | PA      | $619011.75    | 0.08%             | 2055-09-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                      | Ally Financial Inc.                                                                      | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     500000 | PA      | $528163.80    | 0.07%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                            | Ford Motor Credit Company LLC                                                            | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    1653000 | PA      | $1627931.26   | 0.21%             | 2027-11-02      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                 | HCA Inc.                                                                                 | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     900000 | PA      | $851521.86    | 0.11%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                           | Morgan Stanley                                                                           | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1600000 | PA      | $1641814.08   | 0.21%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| RTX Corporation                                                                          | RTX Corporation                                                                          | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     900000 | PA      | $864506.70    | 0.11%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corporation, The                                                          | Charles Schwab Corporation, The                                                          | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    3700000 | PA      | $3243561.71   | 0.41%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                        | Store Capital LLC                                                                        | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     800000 | PA      | $814554.24    | 0.10%             | 2030-04-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Unigel Luxembourg S.A.                                                                   | Unigel Luxembourg S.A.                                                                   | CUSIP: 904752AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     159517 | PA      | $110130.54    | 0.01%             | 2027-12-31      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |     457528 | PA      | $9150.56      | 0.00%             | 2030-12-28      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| DrillCo Holding Lux S.A.                                                                 | DrillCo Holding Lux S.A.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |      13315 | PA      | $13083.19     | 0.00%             | 2030-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Fox Corporation                                                                          | Fox Corporation                                                                          | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     900000 | PA      | $992877.30    | 0.13%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MASTR Asset Backed Securities Trust 2006-AM1                                             | MASTR Asset Backed Securities Trust 2006-AM1                                             | CUSIP: 57643LGF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     564347 | PA      | $530976.18    | 0.07%             | 2034-12-25      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                              | Nationwide Building Society                                                              | CUSIP: 63861VAJ6<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | US        |    1450000 | PA      | $1477425.59   | 0.19%             | 2027-10-18      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                    | Targa Resources Corp.                                                                    | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    1300000 | PA      | $1244579.18   | 0.16%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corporation                                                                   | CVS Health Corporation                                                                   | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1133117.04   | 0.14%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric, LLC                                                 | CenterPoint Energy Houston Electric, LLC                                                 | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101129.78    | 0.01%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                                    | Cheniere Energy, Inc.                                                                    | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     100000 | PA      | $103827.44    | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                    | Georgia Power Company                                                                    | CUSIP: 373334KN0<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     400000 | PA      | $299161.84    | 0.04%             | 2050-01-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                      | Intesa Sanpaolo SPA                                                                      | CUSIP: 46115HCD7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1256157.54   | 0.16%             | 2033-11-28      | Fixed         | 7.20%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                     | JPMorgan Chase & Co.                                                                     | CUSIP: 48128BAQ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1055277.80   | 0.13%             | 2500-12-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Oklahoma                                                       | Public Service Company of Oklahoma                                                       | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    1650000 | PA      | $1691510.04   | 0.21%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| QatarEnergy LNG                                                                          | QatarEnergy LNG                                                                          | CUSIP: 75405UAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      96425 | PA      | $97902.87     | 0.01%             | 2027-09-30      | Fixed         | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Woodside Finance Limited                                                                 | Woodside Finance Limited                                                                 | CUSIP: 980236AQ6<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2000675.40   | 0.25%             | 2029-03-04      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. L.L.C.                                                   | Blackstone Holdings Finance Co. L.L.C.                                                   | CUSIP: N/A<br>LEI: 549300D2L6J4NC1QVZ22       | Long             | DBT              | CORP              | US        |     800000 | PA      | $897504.93    | 0.11%             | 2029-04-10      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Kaisa Group Holdings Ltd.                                                                | Kaisa Group Holdings Ltd.                                                                | CUSIP: N/A<br>LEI: 254900N8L3L7NRJT0120       | Long             | DBT              | CORP              | US        |     662902 | PA      | $13258.04     | 0.00%             | 2031-12-28      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-25

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer