# EDGAR Filing Document

**Accession Number:** 0001491978
**File Stem:** 0002071691-26-014812
**Filing Date:** 2026-6
**Character Count:** 770768
**Document Hash:** 15893df8e8b4113e5799a3c2921cabde
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-014812.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0002071691-26-014812

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** FLEXSHARES TRUST
- **CENTRAL INDEX KEY:** 0001491978

**ORGANIZATION NAME:**
- **EIN:** 272560399
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22555
- **FILM NUMBER:** 261119261

**BUSINESS ADDRESS:**
- **STREET 1:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603
- **BUSINESS PHONE:** (855) 353-9383

**MAIL ADDRESS:**
- **STREET 1:** 50 SOUTH LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** FlexShares Trust
- **DATE OF NAME CHANGE:** 20110414

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NT ETF Trust
- **DATE OF NAME CHANGE:** 20100513

## Series and Classes Contracts Data

### FlexShares Credit-Scored US Corporate Bond Index Fund (Series ID: S000047257)

| Class ID   | Class Name                                            | Ticker Symbol   |
|:---|:---|:---|
| C000148066 | FlexShares Credit-Scored US Corporate Bond Index Fund | SKOR            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-22555

- **c. CIK number of Registrant:** 0001491978

- **d. LEI of Registrant:** 5493007FU2RQX77I4604

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

  - **Street Address 1:** 50 South LaSalle Street

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60603

  - **Telephone number:** 855-353-9383

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

- **a. Name of Series:** FlexShares Credit-Scored US Corporate Bond Index Fund

- **b. EDGAR series identifier (if any):** S000047257

- **c. LEI of Series:** 549300EKPU2HRI5LC014

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $808393728.50

**Total Liabilities:** $110464551.23

**Net Assets:** $697929177.27

**Cash Not Reported:** $217859.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 28590.00000000 | **5-Year:** 139793.00000000 | **10-Year:** 116482.00000000 | **30-Year:** 7375.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 258.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000148066 | 0.89%                | -1.41%               | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $107790.23               | $3343740.78                                |
| Month 2  | $627544.85               | $-13197513.11                              |
| Month 3  | $18898.62                | $933959.62                                 |

**Designated Index Information**

- **Index Name:** Northern Trust US Corporate Bond Quality Value Index

- **Index Identifier:** NTUQVCBUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP Texas, Inc.                                    | AEP Texas, Inc.                                                                                             | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    890000 | PA      | $912126.45    | 0.13%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| AEP Texas, Inc.                                    | AEP Texas, Inc.                                                                                             | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309765.99    | 0.04%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| AEP Texas, Inc.                                    | AEP Texas, Inc., Series E                                                                                   | CUSIP: 0010EPAF5<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53957.18     | 0.01%             | 2033-02-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                                                                  | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149434.28    | 0.02%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                                                                  | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    220000 | PA      | $210034.23    | 0.03%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| AT&T, Inc.                                         | AT&T, Inc.                                                                                                  | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    180000 | PA      | $157057.44    | 0.02%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                | Abbott Laboratories                                                                                         | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1116765.22   | 0.16%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                       | AbbVie, Inc.                                                                                                | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193269.38    | 0.03%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                       | AbbVie, Inc.                                                                                                | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    260000 | PA      | $250194.13    | 0.04%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                       | AbbVie, Inc.                                                                                                | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456227.03    | 0.07%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                       | AbbVie, Inc.                                                                                                | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101762.47    | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                               | ACE Capital Trust II                                                                                        | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $175520.66    | 0.03%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Accenture Capital, Inc.                            | Accenture Capital, Inc.                                                                                     | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299184.22    | 0.04%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Accenture Capital, Inc.                            | Accenture Capital, Inc.                                                                                     | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    550000 | PA      | $545679.29    | 0.08%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: —       |
| Accenture Capital, Inc.                            | Accenture Capital, Inc.                                                                                     | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    450000 | PA      | $443607.67    | 0.06%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Accenture Capital, Inc.                            | Accenture Capital, Inc.                                                                                     | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |   1037000 | PA      | $999076.61    | 0.14%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Acuity Brands Lighting, Inc.                       | Acuity Brands Lighting, Inc.                                                                                | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |    350000 | PA      | $313201.52    | 0.04%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| Adobe, Inc.                                        | Adobe, Inc.                                                                                                 | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    973000 | PA      | $897643.92    | 0.13%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Adobe, Inc.                                        | Adobe, Inc.                                                                                                 | CUSIP: 00724PAF6<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    503000 | PA      | $509963.53    | 0.07%             | 2029-04-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Adobe, Inc.                                        | Adobe, Inc.                                                                                                 | CUSIP: 00724PAG4<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    705000 | PA      | $701591.30    | 0.10%             | 2034-04-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                                                  | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    230000 | PA      | $241466.63    | 0.03%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                                                  | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    550000 | PA      | $569536.53    | 0.08%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: —       |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                                                                  | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $146134.93    | 0.02%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                         | Agilent Technologies, Inc.                                                                                  | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    332000 | PA      | $314544.59    | 0.05%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                         | Agilent Technologies, Inc.                                                                                  | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    450000 | PA      | $408035.61    | 0.06%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                         | Agilent Technologies, Inc.                                                                                  | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    751000 | PA      | $675362.30    | 0.10%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                         | Agilent Technologies, Inc.                                                                                  | CUSIP: 00846UAQ4<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199594.06    | 0.03%             | 2027-09-09      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies, Inc.                         | Agilent Technologies, Inc.                                                                                  | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245923.99    | 0.04%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Agree LP                                           | Agree LP                                                                                                    | CUSIP: 008513AA1<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $139272.22    | 0.02%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Agree LP                                           | Agree LP                                                                                                    | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49401.84     | 0.01%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Agree LP                                           | Agree LP                                                                                                    | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $212741.04    | 0.03%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Agree LP                                           | Agree LP                                                                                                    | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246770.67    | 0.04%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Agree LP                                           | Agree LP                                                                                                    | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307364.27    | 0.04%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Agree LP                                           | Agree LP                                                                                                    | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256824.24    | 0.04%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Ahold Finance USA LLC                              | Ahold Finance USA LLC                                                                                       | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |    580000 | PA      | $617802.79    | 0.09%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Airbnb, Inc.                                       | Airbnb, Inc.                                                                                                | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19945.93     | 0.00%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                            | Sumisho Air Lease Corp.                                                                                     | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    440000 | PA      | $434883.84    | 0.06%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                            | Sumisho Air Lease Corp.                                                                                     | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    140000 | PA      | $139626.24    | 0.02%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                            | Sumisho Air Lease Corp.                                                                                     | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46203.03     | 0.01%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                            | Sumisho Air Lease Corp.                                                                                     | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     35000 | PA      | $31157.26     | 0.00%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: —       |
| Sumisho Air Lease Corp.                            | Sumisho Air Lease Corp.                                                                                     | CUSIP: 00914AAT9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5094.63      | 0.00%             | 2027-12-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                            | Sumisho Air Lease Corp.                                                                                     | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303169.52    | 0.04%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                            | Sumisho Air Lease Corp.                                                                                     | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252364.63    | 0.04%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Rio Tinto Alcan, Inc.                              | Rio Tinto Alcan, Inc.                                                                                       | CUSIP: 013716AQ8<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $334014.96    | 0.05%             | 2031-03-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan, Inc.                              | Rio Tinto Alcan, Inc.                                                                                       | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $590363.92    | 0.08%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.              | Alexandria Real Estate Equities, Inc.                                                                       | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    550000 | PA      | $443098.91    | 0.06%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities, Inc.              | Alexandria Real Estate Equities, Inc.                                                                       | CUSIP: 015271AY5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    153000 | PA      | $128816.47    | 0.02%             | 2034-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp.                                    | Alleghany Corp.                                                                                             | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    375000 | PA      | $363659.67    | 0.05%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                      | Allegion US Holding Co., Inc.                                                                               | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246612.76    | 0.04%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Allegion US Holding Co., Inc.                      | Allegion US Holding Co., Inc.                                                                               | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358460.32    | 0.05%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                       | Allegion plc                                                                                                | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |    352000 | PA      | $339138.48    | 0.05%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co., Inc.                      | Allegion US Holding Co., Inc.                                                                               | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255214.17    | 0.04%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                               | Allstate Corp. (The)                                                                                        | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200331.86    | 0.03%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Allstate Corp. (The)                               | Allstate Corp. (The)                                                                                        | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50965.13     | 0.01%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allstate Corp. (The)                               | Allstate Corp. (The)                                                                                        | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152820.52    | 0.02%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                     | Alphabet, Inc.                                                                                              | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    640000 | PA      | $562680.50    | 0.08%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: —       |
| Alphabet, Inc.                                     | Alphabet, Inc.                                                                                              | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    650000 | PA      | $635951.62    | 0.09%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Alphabet, Inc.                                     | Alphabet, Inc.                                                                                              | CUSIP: 02079KAX5<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    306000 | PA      | $302912.13    | 0.04%             | 2032-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                     | Alphabet, Inc.                                                                                              | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1953542.92   | 0.28%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Alphabet, Inc.                                     | Alphabet, Inc.                                                                                              | CUSIP: 02079KBK2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494133.23    | 0.07%             | 2031-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Alphabet, Inc.                                     | Alphabet, Inc.                                                                                              | CUSIP: 02079KBM8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2265000 | PA      | $2241982.82   | 0.32%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Altria Group, Inc.                                 | Altria Group, Inc.                                                                                          | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1789000 | PA      | $1802287.35   | 0.26%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Altria Group, Inc.                                 | Altria Group, Inc.                                                                                          | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    723000 | PA      | $691614.91    | 0.10%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                 | Altria Group, Inc.                                                                                          | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1276322.35   | 0.18%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                 | Altria Group, Inc.                                                                                          | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416448.68    | 0.06%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                 | Altria Group, Inc.                                                                                          | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    300000 | PA      | $333007.14    | 0.05%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                 | Altria Group, Inc.                                                                                          | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256483.53    | 0.04%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Altria Group, Inc.                                 | Altria Group, Inc.                                                                                          | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    292000 | PA      | $290727.62    | 0.04%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Altria Group, Inc.                                 | Altria Group, Inc.                                                                                          | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149831.41    | 0.02%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Howmet Aerospace, Inc.                             | Howmet Aerospace, Inc.                                                                                      | CUSIP: 022249AU0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    110000 | PA      | $114331.49    | 0.02%             | 2028-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                   | Amazon.com, Inc.                                                                                            | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    450000 | PA      | $402882.86    | 0.06%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: —       |
| Amazon.com, Inc.                                   | Amazon.com, Inc.                                                                                            | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197246.13    | 0.03%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: —       |
| Amazon.com, Inc.                                   | Amazon.com, Inc.                                                                                            | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    480000 | PA      | $467329.14    | 0.07%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                   | Amazon.com, Inc.                                                                                            | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    380000 | PA      | $374426.24    | 0.05%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Amdocs Ltd.                                        | Amdocs Ltd.                                                                                                 | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |    450000 | PA      | $408142.81    | 0.06%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: —       |
| Hess Corp.                                         | Hess Corp.                                                                                                  | CUSIP: 023551AF1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    250000 | PA      | $277423.30    | 0.04%             | 2029-10-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                         | Hess Corp.                                                                                                  | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    325000 | PA      | $366263.53    | 0.05%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                         | Hess Corp.                                                                                                  | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    350000 | PA      | $397913.01    | 0.06%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ameren Corp.                                       | Ameren Corp.                                                                                                | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    320000 | PA      | $324637.52    | 0.05%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Ameren Corp.                                       | Ameren Corp.                                                                                                | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    420000 | PA      | $425609.55    | 0.06%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| American Assets Trust LP                           | American Assets Trust LP                                                                                    | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250558.70    | 0.04%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                  | American Electric Power Co., Inc.                                                                           | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     91000 | PA      | $89395.81     | 0.01%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                  | American Electric Power Co., Inc.                                                                           | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51714.54     | 0.01%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                  | American Electric Power Co., Inc.                                                                           | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    700000 | PA      | $732505.20    | 0.10%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                  | American Electric Power Co., Inc.                                                                           | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $319580.70    | 0.05%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| American National Group, Inc.                      | American National Group, Inc.                                                                               | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253336.25    | 0.04%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                                                        | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203684.06    | 0.03%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: —       |
| American Express Co.                               | American Express Co.                                                                                        | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    330000 | PA      | $354490.59    | 0.05%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                                                        | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3220000 | PA      | $3239015.03   | 0.46%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                                                        | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    230000 | PA      | $239110.94    | 0.03%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                                                        | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253188.58    | 0.04%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: —       |
| American Express Co.                               | American Express Co.                                                                                        | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254425.10    | 0.04%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: —       |
| American Express Co.                               | American Express Co.                                                                                        | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351824.68    | 0.05%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                                                                        | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152172.11    | 0.02%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: —       |
| American Express Co.                               | American Express Co.                                                                                        | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100237.12    | 0.01%             | 2033-07-20      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| American Financial Group, Inc.                     | American Financial Group, Inc.                                                                              | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |    125000 | PA      | $127270.60    | 0.02%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                           | American Homes 4 Rent LP                                                                                    | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248474.30    | 0.04%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                           | American Homes 4 Rent LP                                                                                    | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    162000 | PA      | $162980.59    | 0.02%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                           | American Homes 4 Rent LP                                                                                    | CUSIP: 02666TAC1<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     10000 | PA      | $8826.55      | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                           | American Homes 4 Rent LP                                                                                    | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $232910.46    | 0.03%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| American Homes 4 Rent LP                           | American Homes 4 Rent LP                                                                                    | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91261.13     | 0.01%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                           | American Homes 4 Rent LP                                                                                    | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    910000 | PA      | $914344.44    | 0.13%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                               | American Tower Corp.                                                                                        | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44413.29     | 0.01%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| American Tower Corp.                               | American Tower Corp.                                                                                        | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190197.01    | 0.03%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| American Tower Corp.                               | American Tower Corp.                                                                                        | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    600000 | PA      | $622335.44    | 0.09%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                               | American Tower Corp.                                                                                        | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711009.08    | 0.10%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                               | American Tower Corp.                                                                                        | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278144.51    | 0.04%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| American Tower Corp.                               | American Tower Corp.                                                                                        | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    680000 | PA      | $686737.56    | 0.10%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Cencora, Inc.                                      | Cencora, Inc.                                                                                               | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    861000 | PA      | $847596.81    | 0.12%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                      | Cencora, Inc.                                                                                               | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    270000 | PA      | $252320.32    | 0.04%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Cencora, Inc.                                      | Cencora, Inc.                                                                                               | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    880000 | PA      | $803634.08    | 0.12%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                      | Cencora, Inc.                                                                                               | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501951.67    | 0.07%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Cencora, Inc.                                      | Cencora, Inc.                                                                                               | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401519.72    | 0.06%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Cencora, Inc.                                      | Cencora, Inc.                                                                                               | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253031.24    | 0.04%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Cencora, Inc.                                      | Cencora, Inc.                                                                                               | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100381.85    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                      | Cencora, Inc.                                                                                               | CUSIP: 03073EBE4<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    280000 | PA      | $273185.61    | 0.04%             | 2036-02-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Ameriprise Financial, Inc.                         | Ameriprise Financial, Inc.                                                                                  | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    275000 | PA      | $280788.48    | 0.04%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Ameriprise Financial, Inc.                         | Ameriprise Financial, Inc.                                                                                  | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310046.47    | 0.04%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                         | Ameriprise Financial, Inc.                                                                                  | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451732.59    | 0.06%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                     | Amphenol Corp.                                                                                              | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    270000 | PA      | $254682.45    | 0.04%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                     | Amphenol Corp.                                                                                              | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    350000 | PA      | $310195.07    | 0.04%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                     | Amphenol Corp.                                                                                              | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306312.19    | 0.04%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Amphenol Corp.                                     | Amphenol Corp.                                                                                              | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307122.09    | 0.04%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                     | Amphenol Corp.                                                                                              | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100138.46    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Amphenol Corp.                                     | Amphenol Corp.                                                                                              | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150350.99    | 0.02%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                     | Amphenol Corp.                                                                                              | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69438.17     | 0.01%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp.                                     | Amphenol Corp.                                                                                              | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    820000 | PA      | $801539.58    | 0.11%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                               | Analog Devices, Inc.                                                                                        | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47162.77     | 0.01%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Analog Devices, Inc.                               | Analog Devices, Inc.                                                                                        | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238168.65    | 0.03%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Analog Devices, Inc.                               | Analog Devices, Inc.                                                                                        | CUSIP: 032654BB0<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152915.47    | 0.02%             | 2034-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Analog Devices, Inc.                               | Analog Devices, Inc.                                                                                        | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    210000 | PA      | $209959.61    | 0.03%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Analog Devices, Inc.                               | Analog Devices, Inc.                                                                                        | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150413.89    | 0.02%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings plc                     | AngloGold Ashanti Holdings plc                                                                              | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    500000 | PA      | $481809.99    | 0.07%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                          | Aon Corp.                                                                                                   | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361160.63    | 0.05%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                          | Aon Corp.                                                                                                   | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    475000 | PA      | $464942.23    | 0.07%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                          | Aon Corp.                                                                                                   | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    487000 | PA      | $453934.71    | 0.07%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                          | Aon Corp.                                                                                                   | CUSIP: 03740LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $174713.41    | 0.03%             | 2031-08-23      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                          | Aon Corp.                                                                                                   | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    315000 | PA      | $281146.03    | 0.04%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Aon Corp.                                          | Aon Corp.                                                                                                   | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    263000 | PA      | $259199.43    | 0.04%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                          | Aon Corp.                                                                                                   | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $276901.81    | 0.04%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                          | Aon Corp.                                                                                                   | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    574000 | PA      | $587352.29    | 0.08%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Aon North America, Inc.                            | Aon North America, Inc.                                                                                     | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $508897.69    | 0.07%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Aon North America, Inc.                            | Aon North America, Inc.                                                                                     | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $665046.86    | 0.10%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                            | Aon North America, Inc.                                                                                     | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1865039.92   | 0.27%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                     | Apollo Global Management, Inc.                                                                              | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    655000 | PA      | $701121.13    | 0.10%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Apollo Global Management, Inc.                     | Apollo Global Management, Inc.                                                                              | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293448.54    | 0.04%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management, Inc.                     | Apollo Global Management, Inc.                                                                              | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |    300000 | PA      | $292021.70    | 0.04%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Apollo Debt Solutions BDC                          | Apollo Debt Solutions BDC                                                                                   | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490316.02    | 0.07%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                          | Apollo Debt Solutions BDC                                                                                   | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    800000 | PA      | $817173.30    | 0.12%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Apollo Debt Solutions BDC                          | Apollo Debt Solutions BDC                                                                                   | CUSIP: 03770DAF0<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404642.63    | 0.06%             | 2032-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                          | Apollo Debt Solutions BDC                                                                                   | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277020.01    | 0.04%             | 2028-12-08      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                          | Apollo Debt Solutions BDC                                                                                   | CUSIP: 03770DAK9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99076.91     | 0.01%             | 2030-08-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                          | Apollo Debt Solutions BDC                                                                                   | CUSIP: 03770DAL7<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    160000 | PA      | $157272.84    | 0.02%             | 2031-01-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: —       |
| Appalachian Power Co.                              | Appalachian Power Co.                                                                                       | CUSIP: 037735DB0<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205826.77    | 0.03%             | 2034-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Apple, Inc.                                        | Apple, Inc.                                                                                                 | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    382000 | PA      | $360703.37    | 0.05%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Apple, Inc.                                        | Apple, Inc.                                                                                                 | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    175000 | PA      | $154823.21    | 0.02%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| Apple, Inc.                                        | Apple, Inc.                                                                                                 | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    150000 | PA      | $133980.42    | 0.02%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| Apple, Inc.                                        | Apple, Inc.                                                                                                 | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $176537.21    | 0.03%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Applied Materials, Inc.                            | Applied Materials, Inc.                                                                                     | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152528.13    | 0.02%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| AppLovin Corp.                                     | AppLovin Corp.                                                                                              | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    650000 | PA      | $655188.90    | 0.09%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| AppLovin Corp.                                     | AppLovin Corp.                                                                                              | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    700000 | PA      | $706939.44    | 0.10%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                     | AppLovin Corp.                                                                                              | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    720000 | PA      | $719723.94    | 0.10%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| AptarGroup, Inc.                                   | AptarGroup, Inc.                                                                                            | CUSIP: 038336AA1<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | DBT              | CORP              | US        |    310000 | PA      | $287501.18    | 0.04%             | 2032-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd.                            | Arch Capital Group Ltd.                                                                                     | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $226396.78    | 0.03%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                   | ArcelorMittal SA                                                                                            | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     50000 | PA      | $51448.88     | 0.01%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                 | Ares Capital Corp.                                                                                          | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198669.55    | 0.03%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Arizona Public Service Co.                         | Arizona Public Service Co.                                                                                  | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    235000 | PA      | $250864.53    | 0.04%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics, Inc.                            | Arrow Electronics, Inc.                                                                                     | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    165000 | PA      | $163043.27    | 0.02%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Arrow Electronics, Inc.                            | Arrow Electronics, Inc.                                                                                     | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    550000 | PA      | $555726.82    | 0.08%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Arthur J Gallagher & Co.                           | Arthur J Gallagher & Co.                                                                                    | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     70000 | PA      | $61553.17     | 0.01%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                           | Arthur J Gallagher & Co.                                                                                    | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323530.50    | 0.05%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                           | Arthur J Gallagher & Co.                                                                                    | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     80000 | PA      | $81125.47     | 0.01%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings, Inc.                 | Assured Guaranty US Holdings, Inc.                                                                          | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |    170000 | PA      | $175927.36    | 0.03%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                     | Assurant, Inc.                                                                                              | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251089.96    | 0.04%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                     | Assurant, Inc.                                                                                              | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48967.42     | 0.01%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Assurant, Inc.                                     | Assurant, Inc.                                                                                              | CUSIP: 04621XAN8<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |    125000 | PA      | $109565.19    | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                            | AstraZeneca Finance LLC                                                                                     | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354936.19    | 0.05%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                | Athene Holding Ltd.                                                                                         | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    650000 | PA      | $643182.57    | 0.09%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                | Athene Holding Ltd.                                                                                         | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    475000 | PA      | $490796.56    | 0.07%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                | Athene Holding Ltd.                                                                                         | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    750000 | PA      | $697857.92    | 0.10%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Athene Holding Ltd.                                | Athene Holding Ltd.                                                                                         | CUSIP: 04686JAF8<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    450000 | PA      | $472591.34    | 0.07%             | 2033-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                | Athene Holding Ltd.                                                                                         | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $503028.73    | 0.07%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Athene Holding Ltd.                                | Athene Holding Ltd.                                                                                         | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291342.84    | 0.04%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd.                                | Athene Holding Ltd.                                                                                         | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    320000 | PA      | $310532.38    | 0.04%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                 | Atmos Energy Corp.                                                                                          | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197405.41    | 0.03%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                 | Atmos Energy Corp.                                                                                          | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236703.80    | 0.03%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                 | Atmos Energy Corp.                                                                                          | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    500000 | PA      | $437035.72    | 0.06%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: —       |
| Atmos Energy Corp.                                 | Atmos Energy Corp.                                                                                          | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    150000 | PA      | $155550.91    | 0.02%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                 | Atmos Energy Corp.                                                                                          | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    450000 | PA      | $480091.20    | 0.07%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                     | Autodesk, Inc.                                                                                              | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    510000 | PA      | $504594.49    | 0.07%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Autodesk, Inc.                                     | Autodesk, Inc.                                                                                              | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    330000 | PA      | $309486.20    | 0.04%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Autodesk, Inc.                                     | Autodesk, Inc.                                                                                              | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    811000 | PA      | $714544.16    | 0.10%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Automatic Data Processing, Inc.                    | Automatic Data Processing, Inc.                                                                             | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    680000 | PA      | $665876.44    | 0.10%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| AutoNation, Inc.                                   | AutoNation, Inc.                                                                                            | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    540000 | PA      | $534043.15    | 0.08%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                   | AutoNation, Inc.                                                                                            | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $44025.02     | 0.01%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                                                              | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147246.65    | 0.02%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                                                              | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    275000 | PA      | $269076.63    | 0.04%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                                                              | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $305367.44    | 0.04%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                                                              | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    395000 | PA      | $392436.53    | 0.06%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                                                              | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247152.25    | 0.04%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                                                              | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101175.60    | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                                                              | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    316000 | PA      | $329596.86    | 0.05%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                                                              | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    220000 | PA      | $240015.64    | 0.03%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                                                              | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407723.38    | 0.06%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| AutoZone, Inc.                                     | AutoZone, Inc.                                                                                              | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254740.92    | 0.04%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| AvalonBay Communities, Inc.                        | AvalonBay Communities, Inc.                                                                                 | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    500000 | PA      | $470485.64    | 0.07%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                        | AvalonBay Communities, Inc.                                                                                 | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25273.85     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                        | AvalonBay Communities, Inc.                                                                                 | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358434.22    | 0.05%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities, Inc.                        | AvalonBay Communities, Inc.                                                                                 | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49137.33     | 0.01%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                               | Avery Dennison Corp.                                                                                        | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    436000 | PA      | $440585.70    | 0.06%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                               | Avery Dennison Corp.                                                                                        | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231681.34    | 0.03%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Avery Dennison Corp.                               | Avery Dennison Corp.                                                                                        | CUSIP: 053611AM1<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    100000 | PA      | $87040.33     | 0.01%             | 2032-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                               | Avery Dennison Corp.                                                                                        | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |    300000 | PA      | $312060.80    | 0.04%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                        | Avnet, Inc.                                                                                                 | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135355.44    | 0.02%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avnet, Inc.                                        | Avnet, Inc.                                                                                                 | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256693.16    | 0.04%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings, Inc.                           | Equitable Holdings, Inc.                                                                                    | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149391.99    | 0.02%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                         | AXIS Specialty Finance LLC                                                                                  | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $195955.97    | 0.03%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                         | AXIS Specialty Finance LLC                                                                                  | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    352000 | PA      | $343846.34    | 0.05%             | 2040-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance plc                         | AXIS Specialty Finance plc                                                                                  | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    110000 | PA      | $109157.61    | 0.02%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                  | BAT Capital Corp.                                                                                           | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    650000 | PA      | $624767.55    | 0.09%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp.                                  | BAT Capital Corp.                                                                                           | CUSIP: 05526DBX2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    550000 | PA      | $631062.17    | 0.09%             | 2032-10-19      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                  | BAT Capital Corp.                                                                                           | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $366167.21    | 0.05%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: —       |
| BAT Capital Corp.                                  | BAT Capital Corp.                                                                                           | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $317405.96    | 0.05%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp.                                  | BAT Capital Corp.                                                                                           | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103125.57    | 0.01%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| BAT International Finance plc                      | BAT International Finance plc                                                                               | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $310979.30    | 0.04%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                      | BHP Billiton Finance USA Ltd.                                                                               | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251294.05    | 0.04%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| BHP Billiton Finance USA Ltd.                      | BHP Billiton Finance USA Ltd.                                                                               | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    220000 | PA      | $226721.22    | 0.03%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                      | BHP Billiton Finance USA Ltd.                                                                               | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |   1650000 | PA      | $1688416.41   | 0.24%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd.                      | BHP Billiton Finance USA Ltd.                                                                               | CUSIP: 055451BK3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    300000 | PA      | $307253.39    | 0.04%             | 2032-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| BHP Billiton Finance USA Ltd.                      | BHP Billiton Finance USA Ltd.                                                                               | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    475000 | PA      | $485088.74    | 0.07%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Baker Hughes Holdings LLC                          | Baker Hughes Holdings LLC                                                                                   | CUSIP: 05723KAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $147814.17    | 0.02%             | 2027-12-15      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                 | Banco Bilbao Vizcaya Argentaria SA                                                                          | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    250000 | PA      | $255441.84    | 0.04%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                 | Banco Bilbao Vizcaya Argentaria SA                                                                          | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    500000 | PA      | $568202.70    | 0.08%             | 2034-11-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                 | Banco Bilbao Vizcaya Argentaria SA                                                                          | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    700000 | PA      | $729291.75    | 0.10%             | 2035-03-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                                                          | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $398909.49    | 0.06%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                                                          | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $216769.11    | 0.03%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                                                          | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $224312.13    | 0.03%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: —       |
| Banco Santander SA                                 | Banco Santander SA                                                                                          | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    550000 | PA      | $581507.53    | 0.08%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1030000 | PA      | $1019509.13   | 0.15%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $89199.19     | 0.01%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213982.11    | 0.03%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19705.81     | 0.00%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    475000 | PA      | $439348.02    | 0.06%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    990000 | PA      | $883150.53    | 0.13%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    440000 | PA      | $390103.56    | 0.06%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp., Series N                                                                             | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     90000 | PA      | $81796.34     | 0.01%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $181479.91    | 0.03%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    480000 | PA      | $424528.36    | 0.06%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    755000 | PA      | $656269.90    | 0.09%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    440000 | PA      | $391989.47    | 0.06%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1463029.88   | 0.21%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    585000 | PA      | $588472.21    | 0.08%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100643.32    | 0.01%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     69000 | PA      | $70799.54     | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    390000 | PA      | $395217.91    | 0.06%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    341000 | PA      | $346277.41    | 0.05%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    280000 | PA      | $288106.67    | 0.04%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     70000 | PA      | $73415.91     | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    430000 | PA      | $439315.49    | 0.06%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    885000 | PA      | $888007.29    | 0.13%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1158539.04   | 0.17%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: —       |
| Bank of America Corp.                              | Bank of America Corp.                                                                                       | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    520000 | PA      | $530047.32    | 0.08%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                                   | Bank of Montreal                                                                                            | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1595000 | PA      | $1568439.47   | 0.22%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal                                                                                            | CUSIP: 06368L5Q5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $632110.20    | 0.09%             | 2084-11-26      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                   | Bank of Montreal                                                                                            | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $735399.00    | 0.11%             | 2084-05-26      | Variable      | 7.70%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                                   | Bank of Montreal                                                                                            | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $102885.42    | 0.01%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: —       |
| Bank of Montreal                                   | Bank of Montreal, Series J                                                                                  | CUSIP: 06368ME67<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $542471.69    | 0.08%             | 2032-01-14      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp. (The)                | Bank of New York Mellon Corp. (The), Series J                                                               | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100263.54    | 0.01%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: —       |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                                                   | CUSIP: 0641594B9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $88568.47     | 0.01%             | 2031-08-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                                                   | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3380000 | PA      | $3548525.65   | 0.51%             | 2082-10-27      | Variable      | 8.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                                                   | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    870000 | PA      | $922641.96    | 0.13%             | 2084-01-27      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                                                   | CUSIP: 0641598X7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    480000 | PA      | $496868.64    | 0.07%             | 2085-04-27      | Variable      | 7.35%                 | No            |                  2 | On Loan: —       |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                                                   | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    100000 | PA      | $99936.80     | 0.01%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: —       |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                                                   | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     40000 | PA      | $40340.44     | 0.01%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                                                   | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    260000 | PA      | $264536.63    | 0.04%             | 2031-02-14      | Variable      | 5.13%                 | No            |                  2 | On Loan: —       |
| Bank of Nova Scotia (The)                          | Bank of Nova Scotia (The)                                                                                   | CUSIP: 06419GEE2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    700000 | PA      | $708338.82    | 0.10%             | 2085-10-27      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                                                | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $280618.64    | 0.04%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: —       |
| Barclays plc                                       | Barclays plc                                                                                                | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    190000 | PA      | $212632.61    | 0.03%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                                                | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    270000 | PA      | $294401.94    | 0.04%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: —       |
| Barclays plc                                       | Barclays plc                                                                                                | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $270689.92    | 0.04%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                                                | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $396779.71    | 0.06%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                       | Barclays plc                                                                                                | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     10000 | PA      | $9718.38      | 0.00%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co.                      | Berkshire Hathaway Energy Co.                                                                               | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |   1183000 | PA      | $1148713.84   | 0.16%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Energy Co.                      | Berkshire Hathaway Energy Co.                                                                               | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    700000 | PA      | $607509.62    | 0.09%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp.                   | Berkshire Hathaway Finance Corp.                                                                            | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     15000 | PA      | $13356.33     | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                 | Best Buy Co., Inc.                                                                                          | CUSIP: 08652BAB5<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    290000 | PA      | $259389.40    | 0.04%             | 2030-10-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Conopco, Inc.                                      | Conopco, Inc.                                                                                               | CUSIP: 08658EAA5<br>LEI: 549300DWD4D3B5EZJC04 | Long             | DBT              | CORP              | US        |    190000 | PA      | $197999.27    | 0.03%             | 2028-04-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp.                                  | Black Hills Corp.                                                                                           | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    360000 | PA      | $373187.86    | 0.05%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackrock, Inc.                                    | Blackrock, Inc.                                                                                             | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44600.63     | 0.01%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                     | Blackstone Private Credit Fund                                                                              | CUSIP: 09261HAR8<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    625000 | PA      | $594933.46    | 0.09%             | 2029-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                     | Blackstone Private Credit Fund                                                                              | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    350000 | PA      | $361586.74    | 0.05%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                     | Blackstone Private Credit Fund                                                                              | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    365000 | PA      | $364622.78    | 0.05%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                     | Blackstone Private Credit Fund                                                                              | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    630000 | PA      | $630388.09    | 0.09%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                     | Blackstone Private Credit Fund                                                                              | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148874.38    | 0.02%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                     | Blackstone Private Credit Fund                                                                              | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241923.25    | 0.03%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Blackstone Private Credit Fund                     | Blackstone Private Credit Fund                                                                              | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197530.28    | 0.03%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                     | Blackstone Private Credit Fund                                                                              | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    550000 | PA      | $522192.98    | 0.07%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                     | Blackstone Private Credit Fund                                                                              | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    900000 | PA      | $883966.50    | 0.13%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Blackstone Private Credit Fund                     | Blackstone Private Credit Fund                                                                              | CUSIP: 09261HBY2<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    250000 | PA      | $239562.00    | 0.03%             | 2030-09-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| Blackstone Private Credit Fund                     | Blackstone Private Credit Fund                                                                              | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    120000 | PA      | $115413.66    | 0.02%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                    | Blackstone Secured Lending Fund                                                                             | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    550000 | PA      | $548657.40    | 0.08%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Blackstone Reg Finance Co. LLC                     | Blackstone Reg Finance Co. LLC                                                                              | CUSIP: 092914AA8<br>LEI: 254900S2G1V55FTA4590 | Long             | DBT              | CORP              | US        |    650000 | PA      | $642757.77    | 0.09%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Block Financial LLC                                | Block Financial LLC                                                                                         | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    485000 | PA      | $456256.43    | 0.07%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Block Financial LLC                                | Block Financial LLC                                                                                         | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $331537.57    | 0.05%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                             | Boardwalk Pipelines LP                                                                                      | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399521.96    | 0.06%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                             | Boardwalk Pipelines LP                                                                                      | CUSIP: 096630AG3<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401409.90    | 0.06%             | 2029-05-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                             | Boardwalk Pipelines LP                                                                                      | CUSIP: 096630AH1<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    250000 | PA      | $233584.37    | 0.03%             | 2031-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                             | Boardwalk Pipelines LP                                                                                      | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    270000 | PA      | $249531.59    | 0.04%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                          | Booz Allen Hamilton, Inc.                                                                                   | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    500000 | PA      | $510506.34    | 0.07%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| Booz Allen Hamilton, Inc.                          | Booz Allen Hamilton, Inc.                                                                                   | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403080.57    | 0.06%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BorgWarner, Inc.                                   | BorgWarner, Inc.                                                                                            | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    480000 | PA      | $470479.85    | 0.07%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Boston Properties LP                               | Boston Properties LP                                                                                        | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192241.41    | 0.03%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                            | Boston Scientific Corp.                                                                                     | CUSIP: 101137AX5<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158603.19    | 0.02%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp.                            | Boston Scientific Corp.                                                                                     | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    915000 | PA      | $852789.34    | 0.12%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Brighthouse Financial, Inc.                        | Brighthouse Financial, Inc.                                                                                 | CUSIP: 10922NAC7<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127669.62    | 0.02%             | 2027-06-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Broadridge Financial Solutions, Inc.               | Broadridge Financial Solutions, Inc.                                                                        | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    452000 | PA      | $424120.17    | 0.06%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Broadridge Financial Solutions, Inc.               | Broadridge Financial Solutions, Inc.                                                                        | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    750000 | PA      | $670200.48    | 0.10%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Broadcom Corp.                                     | Broadcom Corp.                                                                                              | CUSIP: 11134LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    320000 | PA      | $316352.96    | 0.05%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Broadstone Net Lease LLC                           | Broadstone Net Lease LLC                                                                                    | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $220402.26    | 0.03%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    126000 | PA      | $124085.43    | 0.02%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1025217.47   | 0.15%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    550000 | PA      | $556017.10    | 0.08%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    660000 | PA      | $562535.77    | 0.08%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1310000 | PA      | $1297136.04   | 0.19%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1261044.33   | 0.18%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: —       |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1770000 | PA      | $1804322.80   | 0.26%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    470000 | PA      | $481127.32    | 0.07%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    787000 | PA      | $795579.61    | 0.11%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2181805.24   | 0.31%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2318805.02   | 0.33%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    180000 | PA      | $182026.14    | 0.03%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3013317.27   | 0.43%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    570000 | PA      | $575449.25    | 0.08%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1120000 | PA      | $1129662.13   | 0.16%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FCQ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    355000 | PA      | $323371.07    | 0.05%             | 2031-02-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FCR0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    240000 | PA      | $209920.20    | 0.03%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    240000 | PA      | $216597.21    | 0.03%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: —       |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1210000 | PA      | $1108611.38   | 0.16%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FCW9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246900.04    | 0.04%             | 2030-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    450000 | PA      | $439153.54    | 0.06%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                     | Broadcom, Inc.                                                                                              | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    810000 | PA      | $802013.77    | 0.11%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance, Inc.                           | Brookfield Finance, Inc.                                                                                    | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    570000 | PA      | $606487.22    | 0.09%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK plc                        | Brookfield Finance I UK plc                                                                                 | CUSIP: 11272BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     25000 | PA      | $21612.85     | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: —       |
| Brookfield Asset Management Ltd.                   | Brookfield Asset Management Ltd.                                                                            | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $254959.04    | 0.04%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                | Brown & Brown, Inc.                                                                                         | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    420000 | PA      | $418308.87    | 0.06%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                | Brown & Brown, Inc.                                                                                         | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    402000 | PA      | $355398.09    | 0.05%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                | Brown & Brown, Inc.                                                                                         | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $189769.45    | 0.03%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                | Brown & Brown, Inc.                                                                                         | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252554.98    | 0.04%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                | Brown & Brown, Inc.                                                                                         | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498963.62    | 0.07%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Brown & Brown, Inc.                                | Brown & Brown, Inc.                                                                                         | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498372.40    | 0.07%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                   | Burlington Northern Santa Fe LLC                                                                            | CUSIP: 12189TAR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    330000 | PA      | $373650.56    | 0.05%             | 2030-08-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                           | Burlington Resources LLC                                                                                    | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |    150000 | PA      | $167792.59    | 0.02%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                          | Cboe Global Markets, Inc.                                                                                   | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    351000 | PA      | $309014.07    | 0.04%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets, Inc.                          | Cboe Global Markets, Inc.                                                                                   | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183978.54    | 0.03%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                | CBRE Services, Inc.                                                                                         | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    200000 | PA      | $179557.91    | 0.03%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| CBRE Services, Inc.                                | CBRE Services, Inc.                                                                                         | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    950000 | PA      | $991412.50    | 0.14%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CBRE Services, Inc.                                | CBRE Services, Inc.                                                                                         | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    220000 | PA      | $225340.36    | 0.03%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| CBRE Services, Inc.                                | CBRE Services, Inc.                                                                                         | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1393766.25   | 0.20%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                            | CDW LLC                                                                                                     | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    392000 | PA      | $387727.23    | 0.06%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                            | CDW LLC                                                                                                     | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $429876.40    | 0.06%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC                                            | CDW LLC                                                                                                     | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    357000 | PA      | $343247.97    | 0.05%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: —       |
| CDW LLC                                            | CDW LLC                                                                                                     | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $736415.56    | 0.11%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: —       |
| CDW LLC                                            | CDW LLC                                                                                                     | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $451315.85    | 0.06%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| CDW LLC                                            | CDW LLC                                                                                                     | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $396247.08    | 0.06%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| CF Industries, Inc.                                | CF Industries, Inc.                                                                                         | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    667000 | PA      | $666049.52    | 0.10%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CGI, Inc.                                          | CGI, Inc.                                                                                                   | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    445000 | PA      | $388595.00    | 0.06%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| CH Robinson Worldwide, Inc.                        | CH Robinson Worldwide, Inc.                                                                                 | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496561.93    | 0.07%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| CME Group, Inc.                                    | CME Group, Inc.                                                                                             | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99208.07     | 0.01%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CME Group, Inc.                                    | CME Group, Inc.                                                                                             | CUSIP: 12572QAK1<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227103.38    | 0.03%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| CME Group, Inc.                                    | CME Group, Inc.                                                                                             | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250746.48    | 0.04%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: —       |
| CMS Energy Corp.                                   | CMS Energy Corp.                                                                                            | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49379.55     | 0.01%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                   | CMS Energy Corp.                                                                                            | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    135000 | PA      | $132022.79    | 0.02%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                   | CMS Energy Corp.                                                                                            | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $138271.01    | 0.02%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                   | CMS Energy Corp.                                                                                            | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256144.00    | 0.04%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| CNA Financial Corp.                                | CNA Financial Corp.                                                                                         | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    760000 | PA      | $750511.47    | 0.11%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp.                                | CNA Financial Corp.                                                                                         | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    565000 | PA      | $505648.83    | 0.07%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: —       |
| CNA Financial Corp.                                | CNA Financial Corp.                                                                                         | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    450000 | PA      | $459346.13    | 0.07%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cabot Corp.                                        | Cabot Corp.                                                                                                 | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200369.01    | 0.03%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Coterra Energy, Inc.                               | Coterra Energy, Inc.                                                                                        | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    302000 | PA      | $300564.11    | 0.04%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Coterra Energy, Inc.                               | Coterra Energy, Inc.                                                                                        | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    400000 | PA      | $398278.88    | 0.06%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                               | Coterra Energy, Inc.                                                                                        | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359637.67    | 0.05%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Coterra Energy, Inc.                               | Coterra Energy, Inc.                                                                                        | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201765.55    | 0.03%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                         | COPT Defense Properties LP                                                                                  | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227374.92    | 0.03%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                       | Cadence Design Systems, Inc.                                                                                | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299581.79    | 0.04%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Cadence Design Systems, Inc.                       | Cadence Design Systems, Inc.                                                                                | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698010.12    | 0.10%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Cadence Design Systems, Inc.                       | Cadence Design Systems, Inc.                                                                                | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    800000 | PA      | $787122.74    | 0.11%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Berkshire Hathaway Energy Co.                      | Berkshire Hathaway Energy Co.                                                                               | CUSIP: 129466AM0<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    175000 | PA      | $190796.58    | 0.03%             | 2028-09-15      | Fixed         | 8.48%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                                                          | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50584.81     | 0.01%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                                                          | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51757.31     | 0.01%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                                                          | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $427480.66    | 0.06%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                                                          | CUSIP: 13607P7Y4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $615682.20    | 0.09%             | 2085-10-28      | Variable      | 7.00%                 | No            |                  2 | On Loan: —       |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                                                          | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1460000 | PA      | $1470534.86   | 0.21%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: —       |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                                                          | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $750884.59    | 0.11%             | 2030-09-11      | Variable      | 4.63%                 | No            |                  2 | On Loan: —       |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                                                          | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $407812.40    | 0.06%             | 2085-01-28      | Variable      | 6.95%                 | No            |                  2 | On Loan: —       |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                                                          | CUSIP: 13607PVQ4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $408037.76    | 0.06%             | 2031-01-13      | Variable      | 5.25%                 | No            |                  2 | On Loan: —       |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                                                          | CUSIP: 13607QFE7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    810000 | PA      | $804160.28    | 0.12%             | 2031-09-08      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                 | Canadian Imperial Bank of Commerce                                                                          | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    120000 | PA      | $122739.39    | 0.02%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: —       |
| Canadian Natural Resources Ltd.                    | Canadian Natural Resources Ltd.                                                                             | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    225000 | PA      | $250768.17    | 0.04%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                    | Canadian Natural Resources Ltd.                                                                             | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $216411.21    | 0.03%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                    | Canadian Natural Resources Ltd.                                                                             | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    625000 | PA      | $621696.13    | 0.09%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd.                    | Canadian Natural Resources Ltd.                                                                             | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $281981.91    | 0.04%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Canadian Natural Resources Ltd.                    | Canadian Natural Resources Ltd.                                                                             | CUSIP: 136385BD2<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $223155.08    | 0.03%             | 2029-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Canadian Natural Resources Ltd.                    | Canadian Natural Resources Ltd.                                                                             | CUSIP: 136385BE0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $913934.08    | 0.13%             | 2034-12-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Canadian Pacific Railway Co.                       | Canadian Pacific Railway Co.                                                                                | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $67033.57     | 0.01%             | 2031-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                                                 | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20087.48     | 0.00%             | 2028-05-10      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                                                 | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601557.32    | 0.09%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: —       |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                                                 | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $110402.23    | 0.02%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                                                 | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41474.87     | 0.01%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                                                 | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102664.78    | 0.01%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                        | Capital One Financial Corp.                                                                                 | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    180000 | PA      | $176810.55    | 0.03%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                              | Cardinal Health, Inc.                                                                                       | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    804000 | PA      | $795744.29    | 0.11%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                              | Cardinal Health, Inc.                                                                                       | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    700000 | PA      | $711254.82    | 0.10%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                              | Cardinal Health, Inc.                                                                                       | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    475000 | PA      | $485247.65    | 0.07%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                              | Cardinal Health, Inc.                                                                                       | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456636.39    | 0.07%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Cardinal Health, Inc.                              | Cardinal Health, Inc.                                                                                       | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405057.68    | 0.06%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                              | Cardinal Health, Inc.                                                                                       | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     85000 | PA      | $84549.50     | 0.01%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                | Carlisle Cos., Inc.                                                                                         | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346300.10    | 0.05%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos., Inc.                                | Carlisle Cos., Inc.                                                                                         | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    525000 | PA      | $491152.68    | 0.07%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Carlisle Cos., Inc.                                | Carlisle Cos., Inc.                                                                                         | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    350000 | PA      | $302886.28    | 0.04%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                      | Centene Corp.                                                                                               | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     77000 | PA      | $75067.16     | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                      | Centene Corp.                                                                                               | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    550000 | PA      | $511081.01    | 0.07%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                      | Centene Corp.                                                                                               | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    125000 | PA      | $112383.49    | 0.02%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Centene Corp.                                      | Centene Corp.                                                                                               | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    160000 | PA      | $139446.13    | 0.02%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                           | CenterPoint Energy, Inc., Series A                                                                          | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206326.20    | 0.03%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                           | CenterPoint Energy, Inc.                                                                                    | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153015.15    | 0.02%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: —       |
| Charter Communications Operating LLC               | Charter Communications Operating LLC                                                                        | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $103416.79    | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                        | Cheniere Energy Partners LP                                                                                 | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348205.98    | 0.05%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                        | Cheniere Energy Partners LP                                                                                 | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    700000 | PA      | $640673.46    | 0.09%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                        | Cheniere Energy Partners LP                                                                                 | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1626727.00   | 0.23%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                        | Cheniere Energy Partners LP                                                                                 | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362920.09    | 0.05%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Cheniere Energy Partners LP                        | Cheniere Energy Partners LP                                                                                 | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102064.43    | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                              | Cheniere Energy, Inc.                                                                                       | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1184701.66   | 0.17%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC               | Cheniere Corpus Christi Holdings LLC                                                                        | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    715000 | PA      | $694645.07    | 0.10%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                  | Chevron USA, Inc.                                                                                           | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130793.69    | 0.02%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                  | Chevron USA, Inc.                                                                                           | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    750000 | PA      | $759474.38    | 0.11%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Chevron USA, Inc.                                  | Chevron USA, Inc.                                                                                           | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254509.43    | 0.04%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Chevron Corp.                                      | Chevron Corp.                                                                                               | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    755000 | PA      | $697813.70    | 0.10%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                  | Choice Hotels International, Inc.                                                                           | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    288000 | PA      | $275657.47    | 0.04%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Choice Hotels International, Inc.                  | Choice Hotels International, Inc.                                                                           | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    425000 | PA      | $398445.44    | 0.06%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International, Inc.                  | Choice Hotels International, Inc.                                                                           | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |    415000 | PA      | $419552.65    | 0.06%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Chubb INA Holdings LLC                             | Chubb INA Holdings LLC                                                                                      | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352321.32    | 0.05%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Chubb INA Holdings LLC                             | Chubb INA Holdings LLC                                                                                      | CUSIP: 171239AM8<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    460000 | PA      | $454121.95    | 0.07%             | 2035-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                          | Church & Dwight Co., Inc.                                                                                   | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    605000 | PA      | $597505.44    | 0.09%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: —       |
| Church & Dwight Co., Inc.                          | Church & Dwight Co., Inc.                                                                                   | CUSIP: 17136MAA0<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    250000 | PA      | $221704.88    | 0.03%             | 2031-12-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co., Inc.                          | Church & Dwight Co., Inc.                                                                                   | CUSIP: 17136MAC6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |    400000 | PA      | $420198.79    | 0.06%             | 2032-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Cincinnati Financial Corp.                         | Cincinnati Financial Corp.                                                                                  | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |    200000 | PA      | $209798.57    | 0.03%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: —       |
| Cintas Corp. No. 2                                 | Cintas Corp. No. 2                                                                                          | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    515000 | PA      | $501370.98    | 0.07%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Cintas Corp. No. 2                                 | Cintas Corp. No. 2                                                                                          | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149928.21    | 0.02%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                | Cisco Systems, Inc.                                                                                         | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203301.07    | 0.03%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Cisco Systems, Inc.                                | Cisco Systems, Inc.                                                                                         | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1688791.70   | 0.24%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Cisco Systems, Inc.                                | Cisco Systems, Inc.                                                                                         | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |   1423000 | PA      | $1442055.63   | 0.21%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                | Cisco Systems, Inc.                                                                                         | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    650000 | PA      | $660303.18    | 0.09%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Cisco Systems, Inc.                                | Cisco Systems, Inc.                                                                                         | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    552000 | PA      | $563328.06    | 0.08%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Cisco Systems, Inc.                                | Cisco Systems, Inc.                                                                                         | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    470000 | PA      | $475682.96    | 0.07%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2540000 | PA      | $2540935.69   | 0.36%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29722.34     | 0.00%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    886000 | PA      | $873853.34    | 0.13%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9924.96      | 0.00%             | 2029-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967ML2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    976000 | PA      | $907683.57    | 0.13%             | 2031-01-29      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    875000 | PA      | $804670.37    | 0.12%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    500000 | PA      | $449279.06    | 0.06%             | 2032-05-01      | Variable      | 2.56%                 | No            |                  2 | On Loan: —       |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9886.56      | 0.00%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    580000 | PA      | $545853.26    | 0.08%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350870.73    | 0.05%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    450000 | PA      | $448874.98    | 0.06%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: —       |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    453000 | PA      | $484244.64    | 0.07%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    713000 | PA      | $723866.79    | 0.10%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: —       |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1782604.27   | 0.26%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967PL9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    475000 | PA      | $483238.78    | 0.07%             | 2035-06-11      | Variable      | 5.45%                 | No            |                  2 | On Loan: —       |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    900000 | PA      | $914635.53    | 0.13%             | 2034-11-19      | Variable      | 5.59%                 | No            |                  2 | On Loan: —       |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    860000 | PA      | $882886.86    | 0.13%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10017.40     | 0.00%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352423.90    | 0.05%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: —       |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297200.79    | 0.04%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $567721.33    | 0.08%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    291000 | PA      | $263726.22    | 0.04%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2220000 | PA      | $2312767.07   | 0.33%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    520000 | PA      | $518053.70    | 0.07%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: —       |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 17327CAU7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    600000 | PA      | $589713.23    | 0.08%             | 2039-09-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 17327CAW3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50236.06     | 0.01%             | 2029-03-04      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                                                             | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150562.04    | 0.02%             | 2036-03-27      | Variable      | 5.33%                 | No            |                  2 | On Loan: —       |
| Citizens Financial Group, Inc.                     | Citizens Financial Group, Inc.                                                                              | CUSIP: 174610BE4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49923.26     | 0.01%             | 2037-05-21      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                     | Citizens Financial Group, Inc.                                                                              | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1327506.69   | 0.19%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                     | Citizens Financial Group, Inc.                                                                              | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    300000 | PA      | $322636.81    | 0.05%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                     | Citizens Financial Group, Inc.                                                                              | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    850000 | PA      | $875778.78    | 0.13%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group, Inc.                     | Citizens Financial Group, Inc.                                                                              | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101257.80    | 0.01%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: —       |
| Clorox Co. (The)                                   | Clorox Co. (The)                                                                                            | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $313461.44    | 0.04%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| Clorox Co. (The)                                   | Clorox Co. (The)                                                                                            | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    440000 | PA      | $438721.53    | 0.06%             | 2029-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                   | Clorox Co. (The)                                                                                            | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345858.69    | 0.05%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                     | Tapestry, Inc.                                                                                              | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |   1438000 | PA      | $1430326.23   | 0.20%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated, Inc.                       | Coca-Cola Consolidated, Inc.                                                                                | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |    405000 | PA      | $414039.26    | 0.06%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Coca-Cola Co. (The)                                | Coca-Cola Co. (The)                                                                                         | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    368000 | PA      | $358422.80    | 0.05%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Coca-Cola Co. (The)                                | Coca-Cola Co. (The)                                                                                         | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    750000 | PA      | $678303.06    | 0.10%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| Coca-Cola Co. (The)                                | Coca-Cola Co. (The)                                                                                         | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205920.24    | 0.03%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                              | Colgate-Palmolive Co.                                                                                       | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $188271.67    | 0.03%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Colgate-Palmolive Co.                              | Colgate-Palmolive Co.                                                                                       | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202424.04    | 0.03%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Colgate-Palmolive Co.                              | Colgate-Palmolive Co.                                                                                       | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202554.52    | 0.03%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co.                              | Colgate-Palmolive Co.                                                                                       | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200290.18    | 0.03%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                     | Ohio Power Co., Series D                                                                                    | CUSIP: 199575AT8<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $216240.34    | 0.03%             | 2033-03-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                | Fifth Third Bank NA                                                                                         | CUSIP: 200339EX3<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251053.93    | 0.04%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corp.                        | Fifth Third Financial Corp.                                                                                 | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    583000 | PA      | $574819.58    | 0.08%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Financial Corp.                        | Fifth Third Financial Corp.                                                                                 | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    520000 | PA      | $536248.12    | 0.08%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                 | ConocoPhillips Co.                                                                                          | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200896.94    | 0.03%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Continental Resources, Inc.                        | Continental Resources, Inc.                                                                                 | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298526.94    | 0.04%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                                                                    | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $253325.06    | 0.04%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                                                                    | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $251532.87    | 0.04%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: —       |
| Corebridge Financial, Inc.                         | Corebridge Financial, Inc.                                                                                  | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    365000 | PA      | $370477.19    | 0.05%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                         | COPT Defense Properties LP                                                                                  | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     50000 | PA      | $45385.37     | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| COPT Defense Properties LP                         | COPT Defense Properties LP                                                                                  | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    375000 | PA      | $350664.12    | 0.05%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| COPT Defense Properties LP                         | COPT Defense Properties LP                                                                                  | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $254875.76    | 0.04%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                             | Costco Wholesale Corp.                                                                                      | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    365000 | PA      | $354770.86    | 0.05%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp.                             | Costco Wholesale Corp.                                                                                      | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |   1690000 | PA      | $1530900.81   | 0.22%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: —       |
| Costco Wholesale Corp.                             | Costco Wholesale Corp.                                                                                      | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    570000 | PA      | $494700.86    | 0.07%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| UBS AG                                             | UBS AG                                                                                                      | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     20000 | PA      | $20165.45     | 0.00%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                 | Crown Castle, Inc.                                                                                          | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44299.08     | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Crown Castle, Inc.                                 | Crown Castle, Inc.                                                                                          | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    350000 | PA      | $358785.53    | 0.05%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Crown Castle, Inc.                                 | Crown Castle, Inc.                                                                                          | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102839.20    | 0.01%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                       | CubeSmart LP                                                                                                | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347848.92    | 0.05%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                       | CubeSmart LP                                                                                                | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235587.43    | 0.03%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                       | CubeSmart LP                                                                                                | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    200000 | PA      | $175813.51    | 0.03%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                       | CubeSmart LP                                                                                                | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283628.57    | 0.04%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| CubeSmart LP                                       | CubeSmart LP                                                                                                | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219647.16    | 0.03%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                       | CubeSmart LP                                                                                                | CUSIP: 22966RAK2<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    295000 | PA      | $291719.02    | 0.04%             | 2035-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Cummins, Inc.                                      | Cummins, Inc.                                                                                               | CUSIP: 231021AJ5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104992.11    | 0.02%             | 2028-03-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                          | DH Europe Finance II Sarl                                                                                   | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    152000 | PA      | $143050.89    | 0.02%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                         | DCP Midstream Operating LP                                                                                  | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100987.12    | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                         | DCP Midstream Operating LP                                                                                  | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91442.94     | 0.01%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| DR Horton, Inc.                                    | DR Horton, Inc.                                                                                             | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1275452.88   | 0.18%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| DR Horton, Inc.                                    | DR Horton, Inc.                                                                                             | CUSIP: 23331ABS7<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    700000 | PA      | $693072.02    | 0.10%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DR Horton, Inc.                                    | DR Horton, Inc.                                                                                             | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10208.24     | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co.                                                                                              | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1338207.75   | 0.19%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co.                                                                                              | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254770.66    | 0.04%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                           | Darden Restaurants, Inc.                                                                                    | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19890.40     | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                                                            | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    263000 | PA      | $261981.56    | 0.04%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                                                            | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    550000 | PA      | $518844.17    | 0.07%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                                                            | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    650000 | PA      | $604022.95    | 0.09%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                                                            | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    720000 | PA      | $774031.51    | 0.11%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                                                            | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $150661.07    | 0.02%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: —       |
| Deutsche Telekom International Finance BV          | Deutsche Telekom International Finance BV                                                                   | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $458427.93    | 0.07%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                                                            | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    200000 | PA      | $203707.50    | 0.03%             | 2031-07-08      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                   | Deutsche Bank AG                                                                                            | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    650000 | PA      | $593275.99    | 0.09%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy, Inc.                           | Diamondback Energy, Inc.                                                                                    | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    205000 | PA      | $219797.26    | 0.03%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Diamondback Energy, Inc.                           | Diamondback Energy, Inc.                                                                                    | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102031.72    | 0.01%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                     | Capital One NA                                                                                              | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    427000 | PA      | $428297.98    | 0.06%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dollar Tree, Inc.                                  | Dollar Tree, Inc.                                                                                           | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497162.38    | 0.07%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Dominion Energy, Inc.                              | Dominion Energy, Inc.                                                                                       | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     95000 | PA      | $97160.97     | 0.01%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Dover Corp.                                        | Dover Corp.                                                                                                 | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |    450000 | PA      | $428260.59    | 0.06%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| TD SECURITIES (USA) LLC                            | Other Repurchase Agreement                                                                                  | CUSIP: N/A<br>LEI: SUVUFHICNZMP2WKHG940       | Long             | RA               | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.57%             |  |  |  | No            |                  2 | On Loan: No      |
| CF SECURED LLC                                     | Treasury Repurchase Agreement                                                                               | CUSIP: N/A<br>LEI: 254900OXTV81I73FAT50       | Long             | RA               | CORP              | US        |  85325059 | PA      | $85325059.00  | 12.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                             | Keurig Dr Pepper, Inc.                                                                                      | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49441.11     | 0.01%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                         | EIDP, Inc.                                                                                                  | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    315000 | PA      | $311901.59    | 0.04%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EIDP, Inc.                                         | EIDP, Inc.                                                                                                  | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254250.97    | 0.04%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                          | Duke Energy Carolinas LLC                                                                                   | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54256.81     | 0.01%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                  | Duke Energy Corp.                                                                                           | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    492000 | PA      | $514017.49    | 0.07%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                  | Duke Energy Corp.                                                                                           | CUSIP: 26441CCJ2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107622.41    | 0.02%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| EOG Resources, Inc.                                | EOG Resources, Inc.                                                                                         | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92285.08     | 0.01%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| EOG Resources, Inc.                                | EOG Resources, Inc.                                                                                         | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    802000 | PA      | $799888.42    | 0.11%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                | EOG Resources, Inc.                                                                                         | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501453.41    | 0.07%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                | EOG Resources, Inc.                                                                                         | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354685.06    | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| EOG Resources, Inc.                                | EOG Resources, Inc.                                                                                         | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    730000 | PA      | $740711.76    | 0.11%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| EQT Corp.                                          | EQT Corp.                                                                                                   | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207052.21    | 0.03%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| EQT Corp.                                          | EQT Corp.                                                                                                   | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49763.08     | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                     | EPR Properties                                                                                              | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    303000 | PA      | $302029.75    | 0.04%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                     | EPR Properties                                                                                              | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    153000 | PA      | $153029.20    | 0.02%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                     | EPR Properties                                                                                              | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240608.62    | 0.03%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| EPR Properties                                     | EPR Properties                                                                                              | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    400000 | PA      | $367172.34    | 0.05%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                     | EPR Properties                                                                                              | CUSIP: 26884UAH2<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186718.99    | 0.03%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                    | Eastern Energy Gas Holdings LLC                                                                             | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    300000 | PA      | $311695.36    | 0.04%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage, Inc.           | Eastern Gas Transmission & Storage, Inc.                                                                    | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |    252000 | PA      | $238662.83    | 0.03%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| eBay, Inc.                                         | eBay, Inc.                                                                                                  | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347328.75    | 0.05%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                         | eBay, Inc.                                                                                                  | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    950000 | PA      | $886617.01    | 0.13%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| eBay, Inc.                                         | eBay, Inc.                                                                                                  | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    450000 | PA      | $407939.36    | 0.06%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                         | eBay, Inc.                                                                                                  | CUSIP: 278642BA0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306592.41    | 0.04%             | 2027-11-22      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| eBay, Inc.                                         | eBay, Inc.                                                                                                  | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    300000 | PA      | $323853.86    | 0.05%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: —       |
| eBay, Inc.                                         | eBay, Inc.                                                                                                  | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129454.90    | 0.02%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Ecolab, Inc.                                       | Ecolab, Inc.                                                                                                | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    370000 | PA      | $365355.37    | 0.05%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                       | Ecolab, Inc.                                                                                                | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152227.32    | 0.02%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ecolab, Inc.                                       | Ecolab, Inc.                                                                                                | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $129871.20    | 0.02%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: —       |
| Ecolab, Inc.                                       | Ecolab, Inc.                                                                                                | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1051863.97   | 0.15%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Edison International                               | Edison International                                                                                        | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    130000 | PA      | $130913.99    | 0.02%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp.                         | Edwards Lifesciences Corp.                                                                                  | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |    650000 | PA      | $648651.47    | 0.09%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| El Paso Natural Gas Co. LLC                        | El Paso Natural Gas Co. LLC                                                                                 | CUSIP: 283695BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $118064.19    | 0.02%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                              | Elevance Health, Inc.                                                                                       | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197722.01    | 0.03%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                | Emera US Finance LP                                                                                         | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    150000 | PA      | $133592.53    | 0.02%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Enact Holdings, Inc.                               | Enact Holdings, Inc.                                                                                        | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206633.00    | 0.03%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc., Series 20-A                                                                                 | CUSIP: 29250NBC8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     35000 | PA      | $35203.95     | 0.01%             | 2080-07-15      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                                                              | CUSIP: 29250NBP9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     60000 | PA      | $65012.46     | 0.01%             | 2083-01-15      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                                                              | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $25890.04     | 0.00%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                                                              | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    240000 | PA      | $273386.58    | 0.04%             | 2084-01-15      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                                                              | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     25000 | PA      | $26433.65     | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                  | Enterprise Products Operating LLC, Series D                                                                 | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $223884.90    | 0.03%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| Enterprise Products Operating LLC                  | Enterprise Products Operating LLC, Series J                                                                 | CUSIP: 293791AT6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102879.20    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                  | Enterprise Products Operating LLC, Series E                                                                 | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    702000 | PA      | $700252.02    | 0.10%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                  | Enterprise Products Operating LLC                                                                           | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149578.37    | 0.02%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                  | Enterprise Products Operating LLC                                                                           | CUSIP: 29379VCD3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     92000 | PA      | $95012.25     | 0.01%             | 2033-01-31      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Enterprise Products Operating LLC                  | Enterprise Products Operating LLC                                                                           | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24977.47     | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                  | Enterprise Products Operating LLC                                                                           | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499786.16    | 0.07%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                  | Enterprise Products Operating LLC                                                                           | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150247.87    | 0.02%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Equitable Holdings, Inc.                           | Equitable Holdings, Inc.                                                                                    | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     90000 | PA      | $92304.18     | 0.01%             | 2055-03-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd.                                  | Essent Group Ltd.                                                                                           | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |    300000 | PA      | $310359.20    | 0.04%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                            | Essential Properties LP                                                                                     | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226613.67    | 0.03%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                            | Essential Properties LP                                                                                     | CUSIP: 29670VAB5<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |    230000 | PA      | $227405.08    | 0.03%             | 2035-12-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                 | Essex Portfolio LP                                                                                          | CUSIP: 29717PAR8<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148897.82    | 0.02%             | 2027-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                 | Essex Portfolio LP                                                                                          | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    251000 | PA      | $247736.49    | 0.04%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Essex Portfolio LP                                 | Essex Portfolio LP                                                                                          | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    202000 | PA      | $190868.22    | 0.03%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                 | Essex Portfolio LP                                                                                          | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    400000 | PA      | $353555.98    | 0.05%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                 | Essex Portfolio LP                                                                                          | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174004.96    | 0.02%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| Essex Portfolio LP                                 | Essex Portfolio LP                                                                                          | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    250000 | PA      | $237668.19    | 0.03%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Essex Portfolio LP                                 | Essex Portfolio LP                                                                                          | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |    580000 | PA      | $591703.43    | 0.08%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Evergy, Inc.                                       | Evergy, Inc.                                                                                                | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    660000 | PA      | $626418.60    | 0.09%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Evergy, Inc.                                       | Evergy, Inc.                                                                                                | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101416.90    | 0.01%             | 2055-06-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                        | Evergy Kansas Central, Inc.                                                                                 | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302388.75    | 0.04%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central, Inc.                        | Evergy Kansas Central, Inc.                                                                                 | CUSIP: 30036FAE1<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150569.40    | 0.02%             | 2028-03-13      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life, Inc.                         | F&G Annuities & Life, Inc.                                                                                  | CUSIP: 30190AAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    595000 | PA      | $606815.96    | 0.09%             | 2028-01-13      | Fixed         | 7.40%                 | No            |                  2 | On Loan: —       |
| F&G Annuities & Life, Inc.                         | F&G Annuities & Life, Inc.                                                                                  | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    545000 | PA      | $551260.28    | 0.08%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| F&G Annuities & Life, Inc.                         | F&G Annuities & Life, Inc.                                                                                  | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     70000 | PA      | $68350.48     | 0.01%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                  | Exxon Mobil Corp.                                                                                           | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    650000 | PA      | $632404.79    | 0.09%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                  | Exxon Mobil Corp.                                                                                           | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |   1380000 | PA      | $1289521.75   | 0.18%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: —       |
| Teledyne FLIR LLC                                  | Teledyne FLIR LLC                                                                                           | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183798.62    | 0.03%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNB Corp.                                          | FNB Corp.                                                                                                   | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353834.23    | 0.05%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                                                                                        | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1665920.71   | 0.24%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: —       |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                                                                                        | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    260000 | PA      | $263786.78    | 0.04%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                                                                                        | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1554000 | PA      | $1559852.85   | 0.22%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                                                                                        | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    365000 | PA      | $365445.18    | 0.05%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                                                                                        | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2330000 | PA      | $2292586.91   | 0.33%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                                                                                        | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    800000 | PA      | $790649.24    | 0.11%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                                                                                        | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1225090.60   | 0.18%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Meta Platforms, Inc.                               | Meta Platforms, Inc.                                                                                        | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2456003.34   | 0.35%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| FactSet Research Systems, Inc.                     | FactSet Research Systems, Inc.                                                                              | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |    480000 | PA      | $435108.53    | 0.06%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Fairfax Financial Holdings Ltd.                    | Fairfax Financial Holdings Ltd.                                                                             | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    940000 | PA      | $945281.76    | 0.14%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Fairfax Financial Holdings Ltd.                    | Fairfax Financial Holdings Ltd.                                                                             | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    400000 | PA      | $374357.22    | 0.05%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd.                    | Fairfax Financial Holdings Ltd.                                                                             | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    630000 | PA      | $649155.02    | 0.09%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Fairfax Financial Holdings Ltd.                    | Fairfax Financial Holdings Ltd.                                                                             | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    250000 | PA      | $262461.78    | 0.04%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| FNMA                                               | Federal National Mortgage Association Discount                                                              | CUSIP: 313589WF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGA              | US        |   3500000 | PA      | $3499650.98   | 0.50%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                               | Federal Realty OP LP                                                                                        | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |    400000 | PA      | $405953.04    | 0.06%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co., Inc.                    | Fedex Freight Holding Co., Inc.                                                                             | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |    320000 | PA      | $311483.34    | 0.04%             | 2036-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                         | Ferguson Enterprises, Inc.                                                                                  | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    450000 | PA      | $447349.42    | 0.06%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises, Inc.                         | Ferguson Enterprises, Inc.                                                                                  | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |    180000 | PA      | $177289.39    | 0.03%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial, Inc.                  | Fidelity National Financial, Inc.                                                                           | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9965.71      | 0.00%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                                                                         | CUSIP: 316773DE7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248789.63    | 0.04%             | 2028-04-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                                                                         | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    150000 | PA      | $144813.07    | 0.02%             | 2033-04-25      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                                                                         | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    776000 | PA      | $775909.46    | 0.11%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                                                                         | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    955000 | PA      | $980074.19    | 0.14%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: —       |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                                                                         | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    525000 | PA      | $543648.75    | 0.08%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                                                                         | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    600000 | PA      | $619437.28    | 0.09%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                                                                         | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401487.97    | 0.06%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: —       |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                                                                         | CUSIP: 316773DN7<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246233.10    | 0.04%             | 2032-04-29      | Variable      | 4.57%                 | No            |                  2 | On Loan: —       |
| Fifth Third Bancorp                                | Fifth Third Bancorp                                                                                         | CUSIP: 316773DP2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    580000 | PA      | $566392.70    | 0.08%             | 2037-01-29      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| First Citizens BancShares, Inc.                    | First Citizens BancShares, Inc.                                                                             | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348247.06    | 0.05%             | 2031-03-12      | Variable      | 5.23%                 | No            |                  2 | On Loan: —       |
| First Citizens BancShares, Inc.                    | First Citizens BancShares, Inc.                                                                             | CUSIP: 31959XAF0<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |    450000 | PA      | $441758.34    | 0.06%             | 2040-03-12      | Variable      | 6.25%                 | No            |                  2 | On Loan: —       |
| First Citizens BancShares, Inc.                    | First Citizens BancShares, Inc.                                                                             | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19554.38     | 0.00%             | 2035-09-05      | Variable      | 5.60%                 | No            |                  2 | On Loan: —       |
| First Horizon Corp.                                | First Horizon Corp.                                                                                         | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355272.92    | 0.05%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: —       |
| Fiserv, Inc.                                       | Fiserv, Inc.                                                                                                | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303751.13    | 0.04%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                       | Fiserv, Inc.                                                                                                | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50700.64     | 0.01%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                       | Fiserv, Inc.                                                                                                | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354475.98    | 0.05%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Fiserv, Inc.                                       | Fiserv, Inc.                                                                                                | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49670.18     | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                       | Fiserv, Inc.                                                                                                | CUSIP: 337738BQ0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107315.35    | 0.02%             | 2035-08-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp.                                  | FirstEnergy Corp., Series B                                                                                 | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    450000 | PA      | $446881.42    | 0.06%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                          | Flex Ltd.                                                                                                   | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    200000 | PA      | $200693.67    | 0.03%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Flex Ltd.                                          | Flex Ltd.                                                                                                   | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    262000 | PA      | $262146.93    | 0.04%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Flex Ltd.                                          | Flex Ltd.                                                                                                   | CUSIP: 33938XAE5<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |    230000 | PA      | $235077.62    | 0.03%             | 2028-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                | Flowers Foods, Inc.                                                                                         | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    250000 | PA      | $214357.90    | 0.03%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Flowserve Corp.                                    | Flowserve Corp.                                                                                             | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    300000 | PA      | $283435.53    | 0.04%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Flowserve Corp.                                    | Flowserve Corp.                                                                                             | CUSIP: 34355JAB4<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |    125000 | PA      | $110541.44    | 0.02%             | 2032-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC                                                                                   | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206113.81    | 0.03%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                          | Ford Motor Credit Co. LLC                                                                                   | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105792.41    | 0.02%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: —       |
| Fortinet, Inc.                                     | Fortinet, Inc.                                                                                              | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222606.91    | 0.03%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Fox Corp.                                          | Fox Corp.                                                                                                   | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1478475.16   | 0.21%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: —       |
| Fox Corp.                                          | Fox Corp.                                                                                                   | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336519.17    | 0.05%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Fox Corp.                                          | Fox Corp.                                                                                                   | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1073889.25   | 0.15%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Franklin Resources, Inc.                           | Franklin Resources, Inc.                                                                                    | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44135.03     | 0.01%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: —       |
| GATX Corp.                                         | GATX Corp.                                                                                                  | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97702.53     | 0.01%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| GLP Capital LP                                     | GLP Capital LP                                                                                              | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $405229.64    | 0.06%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                     | GLP Capital LP                                                                                              | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $503989.50    | 0.07%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                     | GLP Capital LP                                                                                              | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    415000 | PA      | $398836.87    | 0.06%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                     | GLP Capital LP                                                                                              | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    700000 | PA      | $663485.06    | 0.10%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                     | GLP Capital LP                                                                                              | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    655000 | PA      | $586994.43    | 0.08%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                     | GLP Capital LP                                                                                              | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $265372.00    | 0.04%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP                                     | GLP Capital LP                                                                                              | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $447812.06    | 0.06%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                              | Haleon US Capital LLC                                                                                       | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    750000 | PA      | $706281.61    | 0.10%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                      | Gartner, Inc.                                                                                               | CUSIP: 366651AK3<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    260000 | PA      | $244950.46    | 0.04%             | 2035-11-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| GE Vernova, Inc.                                   | GE Vernova, Inc.                                                                                            | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |    450000 | PA      | $445127.17    | 0.06%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                             | General Dynamics Corp.                                                                                      | CUSIP: 369550AZ1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24455.97     | 0.00%             | 2027-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                             | General Dynamics Corp.                                                                                      | CUSIP: 369550BM9<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141027.96    | 0.02%             | 2030-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| General Electric Co.                               | General Electric Co.                                                                                        | CUSIP: 36962GXZ2<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |    410000 | PA      | $455494.10    | 0.07%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                | General Mills, Inc.                                                                                         | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    285000 | PA      | $282604.62    | 0.04%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Genpact Luxembourg SARL                            | Genpact Luxembourg Sarl                                                                                     | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     25000 | PA      | $25690.66     | 0.00%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                  | Genuine Parts Co.                                                                                           | CUSIP: 372460AC9<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    185000 | PA      | $161091.48    | 0.02%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                  | Genuine Parts Co.                                                                                           | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $270754.68    | 0.04%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                  | Genuine Parts Co.                                                                                           | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    360000 | PA      | $372729.85    | 0.05%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co.                                  | Genuine Parts Co.                                                                                           | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    720000 | PA      | $719024.68    | 0.10%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Genpact UK Finco plc                               | Genpact UK Finco plc                                                                                        | CUSIP: 37256EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    680000 | PA      | $667291.24    | 0.10%             | 2030-11-18      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Gilead Sciences, Inc.                              | Gilead Sciences, Inc.                                                                                       | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233847.43    | 0.03%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Gilead Sciences, Inc.                              | Gilead Sciences, Inc.                                                                                       | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90773.14     | 0.01%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Global Payments, Inc.                              | Global Payments, Inc.                                                                                       | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47216.79     | 0.01%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                              | Global Payments, Inc.                                                                                       | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $183263.50    | 0.03%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                              | Global Payments, Inc.                                                                                       | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100619.36    | 0.01%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| Global Payments, Inc.                              | Global Payments, Inc.                                                                                       | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    265000 | PA      | $263628.46    | 0.04%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Global Payments, Inc.                              | Global Payments, Inc.                                                                                       | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96446.05     | 0.01%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                   | Globe Life, Inc.                                                                                            | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    250000 | PA      | $224164.02    | 0.03%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: —       |
| Globe Life, Inc.                                   | Globe Life, Inc.                                                                                            | CUSIP: 37959EAB8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148569.47    | 0.02%             | 2032-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Globe Life, Inc.                                   | Globe Life, Inc.                                                                                            | CUSIP: 37959EAC6<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1096495.38   | 0.16%             | 2034-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38141GA53<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54325.07     | 0.01%             | 2034-10-24      | Variable      | 6.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102989.01    | 0.01%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40460.08     | 0.01%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351311.23    | 0.05%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    460000 | PA      | $452582.92    | 0.06%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20320.74     | 0.00%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50817.92     | 0.01%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38141GCU6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53801.72     | 0.01%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38141GD27<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    130000 | PA      | $128640.57    | 0.02%             | 2029-10-21      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49049.86     | 0.01%             | 2031-10-21      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    720000 | PA      | $698420.53    | 0.10%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    740000 | PA      | $729427.52    | 0.10%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    560000 | PA      | $556396.70    | 0.08%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $19448.84     | 0.00%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     20000 | PA      | $17597.44     | 0.00%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     53000 | PA      | $46930.47     | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                                                             | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    660000 | PA      | $645240.00    | 0.09%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                            | Golub Capital BDC, Inc.                                                                                     | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180007.67    | 0.03%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                            | Golub Capital BDC, Inc.                                                                                     | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150411.82    | 0.02%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| WW Grainger, Inc.                                  | WW Grainger, Inc.                                                                                           | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293984.15    | 0.04%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| HF Sinclair Corp.                                  | HF Sinclair Corp.                                                                                           | CUSIP: 403949AQ3<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |    430000 | PA      | $429024.12    | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| HCA, Inc.                                          | HCA, Inc.                                                                                                   | CUSIP: 404119AJ8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56492.02     | 0.01%             | 2033-11-06      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| HCA, Inc.                                          | HCA, Inc.                                                                                                   | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190162.27    | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                                                                   | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506777.74    | 0.07%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| HCA, Inc.                                          | HCA, Inc.                                                                                                   | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153443.04    | 0.02%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| HCA, Inc.                                          | HCA, Inc.                                                                                                   | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205336.75    | 0.03%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                                                                   | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128129.29    | 0.02%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                                                                   | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203817.98    | 0.03%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                                                                   | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283431.22    | 0.04%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                  | Healthpeak OP LLC                                                                                           | CUSIP: 40414LAR0<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193185.86    | 0.03%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2344000 | PA      | $2334445.67   | 0.33%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1120000 | PA      | $1119753.47   | 0.16%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1603000 | PA      | $1569877.53   | 0.22%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $509424.42    | 0.07%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $180941.66    | 0.03%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2750000 | PA      | $2656685.16   | 0.38%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    210000 | PA      | $190097.61    | 0.03%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1422615.57   | 0.20%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    360000 | PA      | $323563.46    | 0.05%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    602000 | PA      | $588694.37    | 0.08%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   2155000 | PA      | $2159945.81   | 0.31%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1008088.20   | 0.14%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $457521.16    | 0.07%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    883000 | PA      | $918783.69    | 0.13%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $517218.21    | 0.07%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $308398.47    | 0.04%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    550000 | PA      | $583419.22    | 0.08%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $424559.20    | 0.06%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $499740.11    | 0.07%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280ED7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $409455.54    | 0.06%             | 2030-03-04      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    830000 | PA      | $839298.29    | 0.12%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    450000 | PA      | $466185.29    | 0.07%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $355901.12    | 0.05%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $201686.99    | 0.03%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $407309.68    | 0.06%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $251297.16    | 0.04%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $202513.11    | 0.03%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $302458.86    | 0.04%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $253760.38    | 0.04%             | 2031-05-13      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $515882.21    | 0.07%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    240000 | PA      | $237757.62    | 0.03%             | 2031-11-06      | Variable      | 4.62%                 | No            |                  2 | On Loan: —       |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     50000 | PA      | $49037.24     | 0.01%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                  | HSBC Holdings plc                                                                                           | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     60000 | PA      | $59176.16     | 0.01%             | 2037-03-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: —       |
| HP, Inc.                                           | HP, Inc.                                                                                                    | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     22000 | PA      | $21636.79     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                         | HPS Corporate Lending Fund                                                                                  | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    330000 | PA      | $336352.68    | 0.05%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                         | HPS Corporate Lending Fund                                                                                  | CUSIP: 40440VAH8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1156672.34   | 0.17%             | 2028-01-14      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                         | HPS Corporate Lending Fund                                                                                  | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    530000 | PA      | $521823.44    | 0.07%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                         | HPS Corporate Lending Fund                                                                                  | CUSIP: 40440VAV7<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77984.96     | 0.01%             | 2031-04-02      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: —       |
| HPS Corporate Lending Fund                         | HPS Corporate Lending Fund                                                                                  | CUSIP: 40440VAX3<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99597.05     | 0.01%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                         | HPS Corporate Lending Fund                                                                                  | CUSIP: 40440VAZ8<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    370000 | PA      | $364818.40    | 0.05%             | 2030-06-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                         | HPS Corporate Lending Fund                                                                                  | CUSIP: 40440VBB0<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $587284.94    | 0.08%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group, Inc. (The)                | Hanover Insurance Group, Inc. (The)                                                                         | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226977.73    | 0.03%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hartford Insurance Group, Inc. (The)               | Hartford Insurance Group, Inc. (The)                                                                        | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    302000 | PA      | $286124.85    | 0.04%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Hasbro, Inc.                                       | Hasbro, Inc.                                                                                                | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104630.39    | 0.01%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                      | Healthcare Realty Holdings LP                                                                               | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47077.98     | 0.01%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Healthpeak OP LLC                                  | Healthpeak OP LLC                                                                                           | CUSIP: 42250PAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47104.99     | 0.01%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HEICO Corp.                                        | HEICO Corp.                                                                                                 | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407040.42    | 0.06%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HEICO Corp.                                        | HEICO Corp.                                                                                                 | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $407197.94    | 0.06%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp.                                       | Hexcel Corp.                                                                                                | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205752.80    | 0.03%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                             | Home Depot, Inc. (The)                                                                                      | CUSIP: 437076BW1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24869.78     | 0.00%             | 2028-12-06      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Home Depot, Inc. (The)                             | Home Depot, Inc. (The)                                                                                      | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     36000 | PA      | $34647.14     | 0.00%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                             | Home Depot, Inc. (The)                                                                                      | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    750000 | PA      | $705667.83    | 0.10%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| Home Depot, Inc. (The)                             | Home Depot, Inc. (The)                                                                                      | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    625000 | PA      | $541459.98    | 0.08%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| Home Depot, Inc. (The)                             | Home Depot, Inc. (The)                                                                                      | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    450000 | PA      | $394904.41    | 0.06%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: —       |
| Home Depot, Inc. (The)                             | Home Depot, Inc. (The)                                                                                      | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    768000 | PA      | $717610.27    | 0.10%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Home Depot, Inc. (The)                             | Home Depot, Inc. (The)                                                                                      | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100208.88    | 0.01%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                             | Home Depot, Inc. (The)                                                                                      | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     99000 | PA      | $100859.59    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                             | Home Depot, Inc. (The)                                                                                      | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    310000 | PA      | $314800.09    | 0.05%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                             | Home Depot, Inc. (The)                                                                                      | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408523.48    | 0.06%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                             | Home Depot, Inc. (The)                                                                                      | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1358288.93   | 0.19%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Home Depot, Inc. (The)                             | Home Depot, Inc. (The)                                                                                      | CUSIP: 437076DK5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    475000 | PA      | $462765.88    | 0.07%             | 2035-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Horace Mann Educators Corp.                        | Horace Mann Educators Corp.                                                                                 | CUSIP: 440327AL8<br>LEI: 254900G5YAV3A2YK8T32 | Long             | DBT              | CORP              | US        |    200000 | PA      | $210481.07    | 0.03%             | 2028-09-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                 | Hormel Foods Corp.                                                                                          | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    440000 | PA      | $396218.53    | 0.06%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                           | Host Hotels & Resorts LP, Series H                                                                          | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     53000 | PA      | $50474.56     | 0.01%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                           | Host Hotels & Resorts LP, Series I                                                                          | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    650000 | PA      | $613818.13    | 0.09%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Host Hotels & Resorts LP                           | Host Hotels & Resorts LP, Series J                                                                          | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178954.31    | 0.03%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Host Hotels & Resorts LP                           | Host Hotels & Resorts LP                                                                                    | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    570000 | PA      | $581774.42    | 0.08%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                           | Host Hotels & Resorts LP                                                                                    | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    600000 | PA      | $601763.50    | 0.09%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                           | Host Hotels & Resorts LP                                                                                    | CUSIP: 44107TBD7<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206022.43    | 0.03%             | 2032-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                             | Howmet Aerospace, Inc.                                                                                      | CUSIP: 443201AB4<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1157243.86   | 0.17%             | 2029-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Howmet Aerospace, Inc.                             | Howmet Aerospace, Inc.                                                                                      | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403413.40    | 0.06%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: —       |
| Howmet Aerospace, Inc.                             | Howmet Aerospace, Inc.                                                                                      | CUSIP: 443201AD0<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221265.89    | 0.03%             | 2032-11-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                      | Hubbell, Inc.                                                                                               | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147654.90    | 0.02%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Hubbell, Inc.                                      | Hubbell, Inc.                                                                                               | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |    405000 | PA      | $398732.48    | 0.06%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                        | Huntington Bancshares, Inc.                                                                                 | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298768.05    | 0.04%             | 2033-05-17      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                        | Huntington Bancshares, Inc.                                                                                 | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    401000 | PA      | $400525.14    | 0.06%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                        | Huntington Bancshares, Inc.                                                                                 | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    855000 | PA      | $884766.10    | 0.13%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                        | Huntington Bancshares, Inc.                                                                                 | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    875000 | PA      | $895348.46    | 0.13%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                        | Huntington Bancshares, Inc.                                                                                 | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    110000 | PA      | $111806.32    | 0.02%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares, Inc.                        | Huntington Bancshares, Inc.                                                                                 | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203780.91    | 0.03%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank (The)                     | Huntington National Bank (The)                                                                              | CUSIP: 44644MAJ0<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |    344000 | PA      | $355681.67    | 0.05%             | 2030-01-10      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte. Ltd.                | IBM International Capital Pte. Ltd.                                                                         | CUSIP: 449276AE4<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    355000 | PA      | $350186.80    | 0.05%             | 2034-02-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| IDEX Corp.                                         | IDEX Corp.                                                                                                  | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329540.18    | 0.05%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| IDEX Corp.                                         | IDEX Corp.                                                                                                  | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271960.50    | 0.04%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| IDEX Corp.                                         | IDEX Corp.                                                                                                  | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |    505000 | PA      | $509954.07    | 0.07%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Vale Canada Ltd.                                   | Vale Canada Ltd.                                                                                            | CUSIP: 453258AP0<br>LEI: PRAQ4VOSFIK7OQ8Z2512 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $164850.00    | 0.02%             | 2032-09-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                                                | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    100000 | PA      | $100218.38    | 0.01%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| ING Groep NV                                       | ING Groep NV                                                                                                | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $45386.32     | 0.01%             | 2032-04-01      | Variable      | 2.73%                 | No            |                  2 | On Loan: —       |
| ING Groep NV                                       | ING Groep NV                                                                                                | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    500000 | PA      | $497947.83    | 0.07%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                                                | CUSIP: 456837BH5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $211915.33    | 0.03%             | 2034-09-11      | Variable      | 6.11%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                                                | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     50000 | PA      | $51014.80     | 0.01%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                                                | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    705000 | PA      | $717837.92    | 0.10%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                       | ING Groep NV                                                                                                | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $201431.97    | 0.03%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: —       |
| ING Groep NV                                       | ING Groep NV                                                                                                | CUSIP: 456837BV4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    290000 | PA      | $289693.19    | 0.04%             | 2037-03-23      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd.                  | Trane Technologies Financing Ltd.                                                                           | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    712000 | PA      | $702831.56    | 0.10%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Holdco, Inc.                    | Trane Technologies Holdco, Inc.                                                                             | CUSIP: 45687AAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $347096.67    | 0.05%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Ingersoll Rand, Inc.                               | Ingersoll Rand, Inc.                                                                                        | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $78103.56     | 0.01%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                               | Ingersoll Rand, Inc.                                                                                        | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201619.49    | 0.03%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                               | Ingersoll Rand, Inc.                                                                                        | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306747.14    | 0.04%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: —       |
| Ingredion, Inc.                                    | Ingredion, Inc.                                                                                             | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $375240.58    | 0.05%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.              | International Business Machines Corp.                                                                       | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100837.46    | 0.01%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Interstate Power and Light Co.                     | Interstate Power and Light Co.                                                                              | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    200000 | PA      | $208281.17    | 0.03%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                     | Interstate Power and Light Co.                                                                              | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246134.78    | 0.04%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co.                     | Interstate Power and Light Co.                                                                              | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |    195000 | PA      | $200220.49    | 0.03%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                       | Intuit, Inc.                                                                                                | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193457.73    | 0.03%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: —       |
| Intuit, Inc.                                       | Intuit, Inc.                                                                                                | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    350000 | PA      | $312217.52    | 0.04%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                       | Intuit, Inc.                                                                                                | CUSIP: 46124HAF3<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508983.27    | 0.07%             | 2028-09-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Intuit, Inc.                                       | Intuit, Inc.                                                                                                | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1114474.74   | 0.16%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Invitation Homes Operating Partnership LP          | Invitation Homes Operating Partnership LP                                                                   | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    400000 | PA      | $343774.41    | 0.05%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Invitation Homes Operating Partnership LP          | Invitation Homes Operating Partnership LP                                                                   | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    435000 | PA      | $411274.43    | 0.06%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP          | Invitation Homes Operating Partnership LP                                                                   | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    400000 | PA      | $380275.44    | 0.05%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: —       |
| Invitation Homes Operating Partnership LP          | Invitation Homes Operating Partnership LP                                                                   | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    335000 | PA      | $341228.54    | 0.05%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Invitation Homes Operating Partnership LP          | Invitation Homes Operating Partnership LP                                                                   | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151943.86    | 0.02%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP          | Invitation Homes Operating Partnership LP                                                                   | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    600000 | PA      | $579006.67    | 0.08%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP          | Invitation Homes Operating Partnership LP                                                                   | CUSIP: 46188BAH5<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295505.04    | 0.04%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| IQVIA, Inc.                                        | IQVIA, Inc.                                                                                                 | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50905.00     | 0.01%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA, Inc.                                        | IQVIA, Inc.                                                                                                 | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    310000 | PA      | $321558.66    | 0.05%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Jabil, Inc.                                        | Jabil, Inc.                                                                                                 | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    280000 | PA      | $277344.20    | 0.04%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                        | Jabil, Inc.                                                                                                 | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    450000 | PA      | $431714.85    | 0.06%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                        | Jabil, Inc.                                                                                                 | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    250000 | PA      | $230676.67    | 0.03%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Jabil, Inc.                                        | Jabil, Inc.                                                                                                 | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400009.75    | 0.06%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    400000 | PA      | $396659.14    | 0.06%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    700000 | PA      | $689670.85    | 0.10%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347187.20    | 0.05%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1639727.38   | 0.23%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2510000 | PA      | $2504985.67   | 0.36%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    995000 | PA      | $971734.62    | 0.14%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    300000 | PA      | $264707.00    | 0.04%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $452401.73    | 0.06%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PCJ3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    500000 | PA      | $476375.25    | 0.07%             | 2029-06-01      | Variable      | 2.07%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177978.93    | 0.03%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    220000 | PA      | $217413.26    | 0.03%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1552000 | PA      | $1551245.82   | 0.22%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1325189.10   | 0.19%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    825000 | PA      | $856058.51    | 0.12%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204142.35    | 0.03%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1270828.68   | 0.18%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PDX1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1555211.51   | 0.22%             | 2029-10-23      | Variable      | 6.09%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    750000 | PA      | $804400.19    | 0.12%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101188.18    | 0.01%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    450000 | PA      | $456122.34    | 0.07%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50558.96     | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: —       |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    495000 | PA      | $516005.03    | 0.07%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606639.50    | 0.09%             | 2035-07-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350402.69    | 0.05%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204807.81    | 0.03%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     80000 | PA      | $77712.77     | 0.01%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                                                                        | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245939.74    | 0.04%             | 2037-02-05      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group, Inc.                     | Jacobs Engineering Group, Inc.                                                                              | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309913.83    | 0.04%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: —       |
| Jacobs Engineering Group, Inc.                     | Jacobs Engineering Group, Inc.                                                                              | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |    400000 | PA      | $414229.82    | 0.06%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Jacobs Solutions, Inc.                             | Jacobs Solutions, Inc.                                                                                      | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87394.79     | 0.01%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Janus Henderson US Holdings, Inc.                  | Janus Henderson US Holdings, Inc.                                                                           | CUSIP: 47103MAB4<br>LEI: 8T2ZO87FU1KVPZIG9I59 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251237.42    | 0.04%             | 2034-09-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                    | Jefferies Financial Group, Inc.                                                                             | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255864.52    | 0.04%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                    | Jefferies Financial Group, Inc.                                                                             | CUSIP: 47233WLL1<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96300.21     | 0.01%             | 2036-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Johnson Controls International plc                 | Johnson Controls International plc                                                                          | CUSIP: 477921AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    420000 | PA      | $433466.02    | 0.06%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                  | Johnson & Johnson                                                                                           | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41153.58     | 0.01%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                  | Johnson & Johnson                                                                                           | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    300000 | PA      | $308012.00    | 0.04%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Johnson Controls International plc                 | Johnson Controls International plc                                                                          | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    400000 | PA      | $401640.38    | 0.06%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle, Inc.                           | Jones Lang LaSalle, Inc.                                                                                    | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263398.14    | 0.04%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: —       |
| KLA Corp.                                          | KLA Corp.                                                                                                   | CUSIP: 482480AF7<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156197.98    | 0.02%             | 2034-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| KLA Corp.                                          | KLA Corp.                                                                                                   | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    670000 | PA      | $673400.75    | 0.10%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| KLA Corp.                                          | KLA Corp.                                                                                                   | CUSIP: 482480AP5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    164000 | PA      | $162452.39    | 0.02%             | 2034-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                             | Keurig Dr Pepper, Inc.                                                                                      | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    470000 | PA      | $461598.79    | 0.07%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| KeyCorp                                            | KeyCorp                                                                                                     | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99357.00     | 0.01%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                            | KeyCorp                                                                                                     | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $588419.56    | 0.08%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                            | KeyCorp                                                                                                     | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    750000 | PA      | $797360.45    | 0.11%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                            | KeyCorp                                                                                                     | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    600000 | PA      | $606141.91    | 0.09%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: —       |
| KeyCorp                                            | KeyCorp                                                                                                     | CUSIP: 49326EER0<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    320000 | PA      | $314302.52    | 0.05%             | 2037-01-28      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                       | Keybank National Association                                                                                | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    550000 | PA      | $560520.19    | 0.08%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                       | Keybank National Association                                                                                | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297075.13    | 0.04%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Keybank National Association                       | Keybank National Association                                                                                | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196496.86    | 0.03%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Keysight Technologies, Inc.                        | Keysight Technologies, Inc.                                                                                 | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333341.24    | 0.05%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Keysight Technologies, Inc.                        | Keysight Technologies, Inc.                                                                                 | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497032.76    | 0.07%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Keysight Technologies, Inc.                        | Keysight Technologies, Inc.                                                                                 | CUSIP: 49338LAH6<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    350000 | PA      | $359379.05    | 0.05%             | 2030-07-30      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Kilroy Realty LP                                   | Kilroy Realty LP                                                                                            | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     60000 | PA      | $59487.75     | 0.01%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Kilroy Realty LP                                   | Kilroy Realty LP                                                                                            | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    910000 | PA      | $730237.91    | 0.10%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                               | Kimberly-Clark Corp.                                                                                        | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     62000 | PA      | $59118.77     | 0.01%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp.                               | Kimberly-Clark Corp.                                                                                        | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143974.76    | 0.02%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                | Kinder Morgan, Inc.                                                                                         | CUSIP: 494553AE0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    255000 | PA      | $261008.72    | 0.04%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp.                                 | Kinross Gold Corp.                                                                                          | CUSIP: 496902AT4<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $186951.59    | 0.03%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Kirby Corp.                                        | Kirby Corp.                                                                                                 | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248553.92    | 0.04%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                       | Mondelez International, Inc.                                                                                | CUSIP: 50075NAC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $162421.51    | 0.02%             | 2031-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                   | Kroger Co. (The), Series B                                                                                  | CUSIP: 501044BT7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108876.09    | 0.02%             | 2029-06-01      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                   | Kroger Co. (The)                                                                                            | CUSIP: 501044BV2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $55097.72     | 0.01%             | 2029-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co. (The)                                   | Kroger Co. (The)                                                                                            | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56134.66     | 0.01%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Kroger Co. (The)                                   | Kroger Co. (The)                                                                                            | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148175.57    | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                          | LKQ Corp.                                                                                                   | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558684.45    | 0.08%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| LKQ Corp.                                          | LKQ Corp.                                                                                                   | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51886.02     | 0.01%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                 | LPL Holdings, Inc.                                                                                          | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40425.04     | 0.01%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                 | LPL Holdings, Inc.                                                                                          | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    210000 | PA      | $214714.52    | 0.03%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| LPL Holdings, Inc.                                 | LPL Holdings, Inc.                                                                                          | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151376.02    | 0.02%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| L3Harris Technologies, Inc.                        | L3Harris Technologies, Inc.                                                                                 | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1050000 | PA      | $1077484.36   | 0.15%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies, Inc.                        | L3Harris Technologies, Inc.                                                                                 | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71198.68     | 0.01%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: —       |
| LYB International Finance III LLC                  | LYB International Finance III LLC                                                                           | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    360000 | PA      | $361056.67    | 0.05%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Laboratory Corp. of America Holdings               | Laboratory Corp. of America Holdings                                                                        | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    650000 | PA      | $634767.32    | 0.09%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Lam Research Corp.                                 | Lam Research Corp.                                                                                          | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347581.79    | 0.05%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp.                                 | Lam Research Corp.                                                                                          | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    500000 | PA      | $453431.71    | 0.06%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: —       |
| Lear Corp.                                         | Lear Corp.                                                                                                  | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99124.21     | 0.01%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lear Corp.                                         | Lear Corp.                                                                                                  | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    280000 | PA      | $275969.55    | 0.04%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                       | Leidos, Inc.                                                                                                | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    552000 | PA      | $543476.99    | 0.08%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                       | Leidos, Inc.                                                                                                | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267034.71    | 0.04%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                       | Leidos, Inc.                                                                                                | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    630000 | PA      | $654395.51    | 0.09%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                       | Leidos, Inc.                                                                                                | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $305857.16    | 0.04%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                       | Leidos, Inc.                                                                                                | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356034.91    | 0.05%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Leidos, Inc.                                       | Leidos, Inc.                                                                                                | CUSIP: 52532XAN5<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    210000 | PA      | $205088.13    | 0.03%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                       | Lennar Corp.                                                                                                | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    450000 | PA      | $451467.95    | 0.06%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                       | Lennar Corp.                                                                                                | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200707.60    | 0.03%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Lennar Corp.                                       | Lennar Corp.                                                                                                | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506719.98    | 0.07%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Lennox International, Inc.                         | Lennox International, Inc.                                                                                  | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |    400000 | PA      | $408022.37    | 0.06%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                               | LXP Industrial Trust                                                                                        | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174145.53    | 0.02%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                    | Eli Lilly & Co.                                                                                             | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271855.26    | 0.04%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Eli Lilly & Co.                                    | Eli Lilly & Co.                                                                                             | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $369516.15    | 0.05%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                    | Eli Lilly & Co.                                                                                             | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255267.61    | 0.04%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Eli Lilly & Co.                                    | Eli Lilly & Co.                                                                                             | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    600000 | PA      | $610668.74    | 0.09%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                                                    | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $345615.81    | 0.05%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                                                    | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $200454.51    | 0.03%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                                                                    | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $298245.54    | 0.04%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Loews Corp.                                        | Loews Corp.                                                                                                 | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $142740.73    | 0.02%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                                                           | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    140000 | PA      | $147877.44    | 0.02%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: —       |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                                                           | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    370000 | PA      | $327520.43    | 0.05%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                                                           | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    600000 | PA      | $548275.06    | 0.08%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                                                           | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    180000 | PA      | $169382.66    | 0.02%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: —       |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                                                           | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    505000 | PA      | $479629.69    | 0.07%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                                                           | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    455000 | PA      | $457880.10    | 0.07%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                                                           | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    350000 | PA      | $354198.09    | 0.05%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Lubrizol Corp. (The)                               | Lubrizol Corp. (The)                                                                                        | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |    250000 | PA      | $278192.38    | 0.04%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                     | M&T Bank Corp.                                                                                              | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    471000 | PA      | $471000.43    | 0.07%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                     | M&T Bank Corp.                                                                                              | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    800000 | PA      | $793462.00    | 0.11%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: —       |
| M&T Bank Corp.                                     | M&T Bank Corp.                                                                                              | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1172369.51   | 0.17%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: —       |
| M&T Bank Corp.                                     | M&T Bank Corp.                                                                                              | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    245000 | PA      | $256762.25    | 0.04%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                     | M&T Bank Corp.                                                                                              | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250989.88    | 0.04%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: —       |
| M&T Bank Corp.                                     | M&T Bank Corp.                                                                                              | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    700000 | PA      | $697488.79    | 0.10%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: —       |
| M&T Bank Corp.                                     | M&T Bank Corp.                                                                                              | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    280000 | PA      | $283377.86    | 0.04%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Sekisui House US, Inc.                             | Sekisui House US, Inc.                                                                                      | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $143011.53    | 0.02%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co.                  | Manufacturers & Traders Trust Co.                                                                           | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    402000 | PA      | $404352.31    | 0.06%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                              | MGIC Investment Corp.                                                                                       | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |    720000 | PA      | $719442.42    | 0.10%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                            | MPLX LP                                                                                                     | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141029.01    | 0.02%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                            | MPLX LP                                                                                                     | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     20000 | PA      | $18467.97     | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                            | MPLX LP                                                                                                     | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39799.99     | 0.01%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                                                     | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    505000 | PA      | $511173.49    | 0.07%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| MPLX LP                                            | MPLX LP                                                                                                     | CUSIP: 55336VCA6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     90000 | PA      | $90101.24     | 0.01%             | 2031-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                            | MPLX LP                                                                                                     | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    340000 | PA      | $339509.27    | 0.05%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| MSCI, Inc.                                         | MSCI, Inc.                                                                                                  | CUSIP: 55354GAR1<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    610000 | PA      | $600357.96    | 0.09%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| MSCI, Inc.                                         | MSCI, Inc.                                                                                                  | CUSIP: 55354GAS9<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     90000 | PA      | $87187.20     | 0.01%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Main Street Capital Corp.                          | Main Street Capital Corp.                                                                                   | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309212.38    | 0.04%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: —       |
| Main Street Capital Corp.                          | Main Street Capital Corp.                                                                                   | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |    170000 | PA      | $169317.41    | 0.02%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Manufacturers & Traders Trust Co.                  | Manufacturers & Traders Trust Co.                                                                           | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    400000 | PA      | $401021.26    | 0.06%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                           | Manulife Financial Corp.                                                                                    | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    701000 | PA      | $696253.53    | 0.10%             | 2032-02-24      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                           | Manulife Financial Corp.                                                                                    | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $442408.67    | 0.06%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp.                           | Manulife Financial Corp.                                                                                    | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $295164.30    | 0.04%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Markel Group, Inc.                                 | Markel Group, Inc.                                                                                          | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    250000 | PA      | $246245.48    | 0.04%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                        | Marsh & McLennan Cos., Inc.                                                                                 | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106360.45    | 0.02%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                        | Marsh & McLennan Cos., Inc.                                                                                 | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1080608.62   | 0.15%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                        | Marsh & McLennan Cos., Inc.                                                                                 | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135923.82    | 0.02%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                        | Marsh & McLennan Cos., Inc.                                                                                 | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    250000 | PA      | $222628.49    | 0.03%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                        | Marsh & McLennan Cos., Inc.                                                                                 | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    350000 | PA      | $368274.47    | 0.05%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Marsh & McLennan Cos., Inc.                        | Marsh & McLennan Cos., Inc.                                                                                 | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413265.12    | 0.06%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Marsh & McLennan Cos., Inc.                        | Marsh & McLennan Cos., Inc.                                                                                 | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    945000 | PA      | $955490.76    | 0.14%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                        | Marsh & McLennan Cos., Inc.                                                                                 | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $502520.15    | 0.07%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Marsh & McLennan Cos., Inc.                        | Marsh & McLennan Cos., Inc.                                                                                 | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    600000 | PA      | $605168.25    | 0.09%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                        | Marsh & McLennan Cos., Inc.                                                                                 | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1500693.33   | 0.22%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc., Series X                                                                      | CUSIP: 571903AY9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    102000 | PA      | $101308.99    | 0.01%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc., Series AA                                                                     | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100338.31    | 0.01%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc., Series FF                                                                     | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    327000 | PA      | $326494.31    | 0.05%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                       | Marriott International, Inc., Series GG                                                                     | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    475000 | PA      | $437818.07    | 0.06%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc., Series HH                                                                     | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    450000 | PA      | $412504.93    | 0.06%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                       | Marriott International, Inc., Series II                                                                     | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    100000 | PA      | $86754.66     | 0.01%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc.                                                                                | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    188000 | PA      | $189632.53    | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                       | Marriott International, Inc.                                                                                | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    500000 | PA      | $505948.52    | 0.07%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                       | Marriott International, Inc.                                                                                | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    600000 | PA      | $615443.94    | 0.09%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                       | Marriott International, Inc.                                                                                | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202234.55    | 0.03%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc.                                                                                | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50497.73     | 0.01%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc.                                                                                | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151055.45    | 0.02%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                       | Marriott International, Inc.                                                                                | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    620000 | PA      | $625418.56    | 0.09%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                    | Martin Marietta Materials, Inc.                                                                             | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990290.09    | 0.14%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                    | Martin Marietta Materials, Inc., Series CB                                                                  | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $203873.32    | 0.03%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| Martin Marietta Materials, Inc.                    | Martin Marietta Materials, Inc.                                                                             | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    203000 | PA      | $181077.80    | 0.03%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| Martin Marietta Materials, Inc.                    | Martin Marietta Materials, Inc.                                                                             | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50328.72     | 0.01%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Masco Corp.                                        | Masco Corp.                                                                                                 | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148004.97    | 0.02%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                        | Masco Corp.                                                                                                 | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    300000 | PA      | $266898.91    | 0.04%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                        | Masco Corp.                                                                                                 | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $397688.14    | 0.06%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Masco Corp.                                        | Masco Corp.                                                                                                 | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |    351000 | PA      | $332923.35    | 0.05%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MasTec, Inc.                                       | MasTec, Inc.                                                                                                | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206209.87    | 0.03%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                   | Mastercard, Inc.                                                                                            | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    801000 | PA      | $772828.92    | 0.11%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Mastercard, Inc.                                   | Mastercard, Inc.                                                                                            | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1053000 | PA      | $1018308.37   | 0.15%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                   | Mastercard, Inc.                                                                                            | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    275000 | PA      | $244352.97    | 0.04%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Mastercard, Inc.                                   | Mastercard, Inc.                                                                                            | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    510000 | PA      | $517145.17    | 0.07%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Mastercard, Inc.                                   | Mastercard, Inc.                                                                                            | CUSIP: 57636QAX2<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $506750.21    | 0.07%             | 2033-03-09      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                   | Mastercard, Inc.                                                                                            | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    800000 | PA      | $805740.85    | 0.12%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                   | Mastercard, Inc.                                                                                            | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1390049.15   | 0.20%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Mastercard, Inc.                                   | Mastercard, Inc.                                                                                            | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    500000 | PA      | $490385.57    | 0.07%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Mastercard, Inc.                                   | Mastercard, Inc.                                                                                            | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201629.33    | 0.03%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                              | McCormick & Co., Inc.                                                                                       | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286345.62    | 0.04%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                              | McCormick & Co., Inc.                                                                                       | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131476.97    | 0.02%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| McCormick & Co., Inc.                              | McCormick & Co., Inc.                                                                                       | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    250000 | PA      | $240487.99    | 0.03%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                   | McDonald's Corp.                                                                                            | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1085970.73   | 0.16%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                   | McDonald's Corp.                                                                                            | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    551000 | PA      | $507480.64    | 0.07%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                   | McDonald's Corp.                                                                                            | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    359000 | PA      | $356051.28    | 0.05%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                   | McDonald's Corp.                                                                                            | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    395000 | PA      | $383795.29    | 0.05%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                   | McDonald's Corp.                                                                                            | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    530000 | PA      | $532405.23    | 0.08%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                   | McDonald's Corp.                                                                                            | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    390000 | PA      | $393925.24    | 0.06%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                   | McDonald's Corp.                                                                                            | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    450000 | PA      | $457577.55    | 0.07%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| McDonald's Corp.                                   | McDonald's Corp.                                                                                            | CUSIP: 58013MFY5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71650.07     | 0.01%             | 2034-05-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                   | McDonald's Corp.                                                                                            | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    550000 | PA      | $547550.37    | 0.08%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| McKesson Corp.                                     | McKesson Corp.                                                                                              | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202919.94    | 0.03%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| McKesson Corp.                                     | McKesson Corp.                                                                                              | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    450000 | PA      | $458853.38    | 0.07%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                     | McKesson Corp.                                                                                              | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    530000 | PA      | $528545.02    | 0.08%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| McKesson Corp.                                     | McKesson Corp.                                                                                              | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    450000 | PA      | $452974.58    | 0.06%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| McKesson Corp.                                     | McKesson Corp.                                                                                              | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    500000 | PA      | $507514.96    | 0.07%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| McKesson Corp.                                     | McKesson Corp.                                                                                              | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356500.39    | 0.05%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Medtronic Global Holdings SCA                      | Medtronic Global Holdings SCA                                                                               | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    740000 | PA      | $739997.85    | 0.11%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                      | Medtronic Global Holdings SCA                                                                               | CUSIP: 58507LBC2<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    150000 | PA      | $148358.83    | 0.02%             | 2033-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| MercadoLibre, Inc.                                 | MercadoLibre, Inc.                                                                                          | CUSIP: 58733RAF9<br>LEI: 549300DKPDN9M5S8GB14 | Long             | DBT              | CORP              | US        |    400000 | PA      | $369426.92    | 0.05%             | 2031-01-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                  | Merck & Co., Inc.                                                                                           | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    450000 | PA      | $400950.45    | 0.06%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                  | Merck & Co., Inc.                                                                                           | CUSIP: 58933YBS3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99811.74     | 0.01%             | 2035-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                  | Merck & Co., Inc.                                                                                           | CUSIP: 58933YBZ7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    450000 | PA      | $440473.32    | 0.06%             | 2035-12-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Mid-America Apartments LP                          | Mid-America Apartments LP                                                                                   | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197540.93    | 0.03%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Mid-America Apartments LP                          | Mid-America Apartments LP                                                                                   | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25760.80     | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                          | Mid-America Apartments LP                                                                                   | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49386.63     | 0.01%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Mid-America Apartments LP                          | Mid-America Apartments LP                                                                                   | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    170000 | PA      | $167286.26    | 0.02%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                             | MidAmerican Energy Co.                                                                                      | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    150000 | PA      | $166796.55    | 0.02%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co.                             | MidAmerican Energy Co.                                                                                      | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222821.35    | 0.03%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| MidAmerican Energy Co.                             | MidAmerican Energy Co.                                                                                      | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    503000 | PA      | $494034.65    | 0.07%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: —       |
| MidAmerican Energy Co.                             | MidAmerican Energy Co.                                                                                      | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205464.53    | 0.03%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.               | Mitsubishi UFJ Financial Group, Inc.                                                                        | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $98353.62     | 0.01%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: —       |
| Mitsubishi UFJ Financial Group, Inc.               | Mitsubishi UFJ Financial Group, Inc.                                                                        | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    100000 | PA      | $95982.94     | 0.01%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: —       |
| Mitsubishi UFJ Financial Group, Inc.               | Mitsubishi UFJ Financial Group, Inc.                                                                        | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $176713.84    | 0.03%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.               | Mitsubishi UFJ Financial Group, Inc.                                                                        | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $177416.05    | 0.03%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.               | Mitsubishi UFJ Financial Group, Inc.                                                                        | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    175000 | PA      | $178053.32    | 0.03%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: —       |
| Mitsubishi UFJ Financial Group, Inc.               | Mitsubishi UFJ Financial Group, Inc.                                                                        | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $307370.41    | 0.04%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group, Inc.                       | Mizuho Financial Group, Inc.                                                                                | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $49696.92     | 0.01%             | 2029-09-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                       | Mizuho Financial Group, Inc.                                                                                | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $43957.71     | 0.01%             | 2032-05-22      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                       | Mizuho Financial Group, Inc.                                                                                | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    375000 | PA      | $384018.02    | 0.06%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: —       |
| Mizuho Financial Group, Inc.                       | Mizuho Financial Group, Inc.                                                                                | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    300000 | PA      | $308063.69    | 0.04%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                       | Mondelez International, Inc.                                                                                | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    623000 | PA      | $582567.06    | 0.08%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Mondelez International, Inc.                       | Mondelez International, Inc.                                                                                | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217865.65    | 0.03%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                       | Mondelez International, Inc.                                                                                | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    550000 | PA      | $499031.41    | 0.07%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Mondelez International, Inc.                       | Mondelez International, Inc.                                                                                | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50549.33     | 0.01%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Mondelez International, Inc.                       | Mondelez International, Inc.                                                                                | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147047.30    | 0.02%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Mondelez International, Inc.                       | Mondelez International, Inc.                                                                                | CUSIP: 609207BF1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    260000 | PA      | $259659.10    | 0.04%             | 2028-05-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Mondelez International, Inc.                       | Mondelez International, Inc.                                                                                | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250032.44    | 0.04%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Moody's Corp.                                      | Moody's Corp.                                                                                               | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    290000 | PA      | $285070.00    | 0.04%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Moody's Corp.                                      | Moody's Corp.                                                                                               | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    302000 | PA      | $301666.46    | 0.04%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                      | Moody's Corp.                                                                                               | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    353000 | PA      | $311511.54    | 0.04%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Moody's Corp.                                      | Moody's Corp.                                                                                               | CUSIP: 615369AZ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    325000 | PA      | $317427.66    | 0.05%             | 2032-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Moody's Corp.                                      | Moody's Corp.                                                                                               | CUSIP: 615369BA2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350396.15    | 0.05%             | 2034-08-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                                                              | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    990000 | PA      | $1122819.58   | 0.16%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: —       |
| Morgan Stanley                                     | Morgan Stanley, Series I                                                                                    | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97027.96     | 0.01%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                 | Morgan Stanley Direct Lending Fund                                                                          | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249819.48    | 0.04%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                           | Motorola Solutions, Inc.                                                                                    | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    551000 | PA      | $552435.59    | 0.08%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                           | Motorola Solutions, Inc.                                                                                    | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    428000 | PA      | $428671.76    | 0.06%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                           | Motorola Solutions, Inc.                                                                                    | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    552000 | PA      | $498613.49    | 0.07%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                           | Motorola Solutions, Inc.                                                                                    | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    650000 | PA      | $592697.87    | 0.08%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Motorola Solutions, Inc.                           | Motorola Solutions, Inc.                                                                                    | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1377406.15   | 0.20%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Motorola Solutions, Inc.                           | Motorola Solutions, Inc.                                                                                    | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    300000 | PA      | $303885.80    | 0.04%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                           | Motorola Solutions, Inc.                                                                                    | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    600000 | PA      | $608011.06    | 0.09%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                           | Motorola Solutions, Inc.                                                                                    | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100817.49    | 0.01%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions, Inc.                           | Motorola Solutions, Inc.                                                                                    | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    550000 | PA      | $562459.40    | 0.08%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| NMI Holdings, Inc.                                 | NMI Holdings, Inc.                                                                                          | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153168.00    | 0.02%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NVR, Inc.                                          | NVR, Inc.                                                                                                   | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    627000 | PA      | $590387.71    | 0.08%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NXP BV                                             | NXP BV                                                                                                      | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    645000 | PA      | $645844.98    | 0.09%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                       | Nasdaq, Inc.                                                                                                | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    278000 | PA      | $283194.71    | 0.04%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nasdaq, Inc.                                       | Nasdaq, Inc.                                                                                                | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    917000 | PA      | $947318.36    | 0.14%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| National Australia Bank Ltd.                       | National Australia Bank Ltd.                                                                                | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     20000 | PA      | $20217.86     | 0.00%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                                                     | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |     90000 | PA      | $92582.54     | 0.01%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                            | National Bank of Canada                                                                                     | CUSIP: 63307A3B9<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149916.39    | 0.02%             | 2029-10-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                              | National Fuel Gas Co.                                                                                       | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148735.44    | 0.02%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                              | National Fuel Gas Co.                                                                                       | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    250000 | PA      | $227906.35    | 0.03%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co.                              | National Fuel Gas Co.                                                                                       | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    450000 | PA      | $467496.45    | 0.07%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                  | National Grid plc                                                                                           | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     75000 | PA      | $76639.68     | 0.01%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                  | National Grid plc                                                                                           | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    130000 | PA      | $135655.96    | 0.02%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                  | National Grid plc                                                                                           | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $203948.05    | 0.03%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| National Health Investors, Inc.                    | National Health Investors, Inc.                                                                             | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |    300000 | PA      | $271313.30    | 0.04%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                     | NNN REIT, Inc.                                                                                              | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     86000 | PA      | $84995.94     | 0.01%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                     | NNN REIT, Inc.                                                                                              | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49798.35     | 0.01%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                     | NNN REIT, Inc.                                                                                              | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92407.39     | 0.01%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| NNN REIT, Inc.                                     | NNN REIT, Inc.                                                                                              | CUSIP: 637417AS5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    275000 | PA      | $282023.46    | 0.04%             | 2033-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                     | NNN REIT, Inc.                                                                                              | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    350000 | PA      | $355783.60    | 0.05%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT, Inc.                                     | NNN REIT, Inc.                                                                                              | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $496405.34    | 0.07%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp., Series C                                                | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    400000 | PA      | $463758.38    | 0.07%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp. | National Rural Utilities Cooperative Finance Corp., Series D                                                | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     80000 | PA      | $79625.91     | 0.01%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                                                           | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $365719.58    | 0.05%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: —       |
| NatWest Group plc                                  | NatWest Group plc                                                                                           | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    750000 | PA      | $770772.71    | 0.11%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                                                           | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $621653.48    | 0.09%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                       | NetApp, Inc.                                                                                                | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244249.99    | 0.03%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: —       |
| NetApp, Inc.                                       | NetApp, Inc.                                                                                                | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    450000 | PA      | $414027.31    | 0.06%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| NetApp, Inc.                                       | NetApp, Inc.                                                                                                | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    650000 | PA      | $665227.83    | 0.10%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NetApp, Inc.                                       | NetApp, Inc.                                                                                                | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357662.22    | 0.05%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                      | Netflix, Inc.                                                                                               | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1078524.32   | 0.15%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| Netflix, Inc.                                      | Netflix, Inc.                                                                                               | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1489780.34   | 0.21%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| Netflix, Inc.                                      | Netflix, Inc.                                                                                               | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    650000 | PA      | $687254.02    | 0.10%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Netflix, Inc.                                      | Netflix, Inc.                                                                                               | CUSIP: 64110LAZ9<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    600000 | PA      | $602957.73    | 0.09%             | 2034-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                   | Nevada Power Co., Series CC                                                                                 | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    702000 | PA      | $688072.33    | 0.10%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Nevada Power Co.                                   | Nevada Power Co., Series DD                                                                                 | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    445000 | PA      | $411170.18    | 0.06%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co.                                   | Nevada Power Co.                                                                                            | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50203.90     | 0.01%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: —       |
| NewMarket Corp.                                    | NewMarket Corp.                                                                                             | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |    400000 | PA      | $362202.67    | 0.05%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Newmont Corp.                                      | Newmont Corp.                                                                                               | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    350000 | PA      | $337105.36    | 0.05%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                                                                       | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198600.35    | 0.03%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.              | NextEra Energy Capital Holdings, Inc.                                                                       | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    110000 | PA      | $107286.40    | 0.02%             | 2082-03-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| NIKE, Inc.                                         | NIKE, Inc.                                                                                                  | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    100000 | PA      | $94438.29     | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| NiSource, Inc.                                     | NiSource, Inc.                                                                                              | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204970.35    | 0.03%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                     | NiSource, Inc.                                                                                              | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103435.40    | 0.01%             | 2054-11-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| NiSource, Inc.                                     | NiSource, Inc.                                                                                              | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201830.51    | 0.03%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Nokia OYJ                                          | Nokia OYJ                                                                                                   | CUSIP: 654902AE5<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |    325000 | PA      | $324392.93    | 0.05%             | 2027-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                              | Nomura Holdings, Inc.                                                                                       | CUSIP: 65535HAS8<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    250000 | PA      | $229187.62    | 0.03%             | 2030-07-16      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                              | Nomura Holdings, Inc.                                                                                       | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    740000 | PA      | $759748.42    | 0.11%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                              | Nomura Holdings, Inc.                                                                                       | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    175000 | PA      | $180479.45    | 0.03%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: —       |
| Nordson Corp.                                      | Nordson Corp.                                                                                               | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255599.63    | 0.04%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                      | Nordson Corp.                                                                                               | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103740.80    | 0.01%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Nordson Corp.                                      | Nordson Corp.                                                                                               | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349674.52    | 0.05%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Systems Corp.                     | Northrop Grumman Systems Corp.                                                                              | CUSIP: 666807AW2<br>LEI: 549300KYOZYCZII5OX23 | Long             | DBT              | CORP              | US        |    490000 | PA      | $553883.82    | 0.08%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                             | Novartis Capital Corp.                                                                                      | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    252000 | PA      | $230732.84    | 0.03%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                             | Novartis Capital Corp.                                                                                      | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    590000 | PA      | $569582.14    | 0.08%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Novartis Capital Corp.                             | Novartis Capital Corp.                                                                                      | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98690.60     | 0.01%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                             | Novartis Capital Corp.                                                                                      | CUSIP: 66989HAZ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    330000 | PA      | $325461.02    | 0.05%             | 2032-11-05      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Novartis Capital Corp.                             | Novartis Capital Corp.                                                                                      | CUSIP: 66989HBA5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    145000 | PA      | $141808.15    | 0.02%             | 2035-11-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: —       |
| Novartis Capital Corp.                             | Novartis Capital Corp.                                                                                      | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    460000 | PA      | $458602.46    | 0.07%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                             | Novartis Capital Corp.                                                                                      | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1132036.37   | 0.16%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                       | NVIDIA Corp.                                                                                                | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    621000 | PA      | $588895.03    | 0.08%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| nVent Finance Sarl                                 | nVent Finance Sarl                                                                                          | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    170000 | PA      | $169054.82    | 0.02%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| nVent Finance Sarl                                 | nVent Finance Sarl                                                                                          | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |    250000 | PA      | $256358.63    | 0.04%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| OGE Energy Corp.                                   | OGE Energy Corp.                                                                                            | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153494.20    | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O'Reilly Automotive, Inc.                                                                                   | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    501000 | PA      | $495904.08    | 0.07%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O'Reilly Automotive, Inc.                                                                                   | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400008.00    | 0.06%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O'Reilly Automotive, Inc.                                                                                   | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    700000 | PA      | $690341.04    | 0.10%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| O'Reilly Automotive, Inc.                          | O'Reilly Automotive, Inc.                                                                                   | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49301.50     | 0.01%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O'Reilly Automotive, Inc.                                                                                   | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218676.62    | 0.03%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O'Reilly Automotive, Inc.                                                                                   | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    875000 | PA      | $871981.22    | 0.12%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| O'Reilly Automotive, Inc.                          | O'Reilly Automotive, Inc.                                                                                   | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346926.08    | 0.05%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive, Inc.                          | O'Reilly Automotive, Inc.                                                                                   | CUSIP: 67103HAP2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197903.11    | 0.03%             | 2036-03-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                         | Occidental Petroleum Corp.                                                                                  | CUSIP: 674599CS2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $96241.68     | 0.01%             | 2029-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                         | Occidental Petroleum Corp.                                                                                  | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     85000 | PA      | $94657.02     | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                         | Occidental Petroleum Corp.                                                                                  | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     50000 | PA      | $56876.72     | 0.01%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                         | Occidental Petroleum Corp.                                                                                  | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104365.60    | 0.01%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp.                         | Occidental Petroleum Corp.                                                                                  | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254369.75    | 0.04%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co.                                     | Ohio Power Co., Series G                                                                                    | CUSIP: 677415CF6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     50000 | PA      | $54048.47     | 0.01%             | 2033-02-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Ohio Power Co.                                     | Ohio Power Co., Series Q                                                                                    | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $131050.82    | 0.02%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| OhioHealth Corp.                                   | OhioHealth Corp.                                                                                            | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |    200000 | PA      | $178226.72    | 0.03%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Oklahoma Gas and Electric Co.                      | Oklahoma Gas and Electric Co.                                                                               | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257885.15    | 0.04%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp.                   | Old Republic International Corp.                                                                            | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153803.10    | 0.02%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Omnicom Group, Inc.                                | Omnicom Group, Inc.                                                                                         | CUSIP: 681919BP0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150262.71    | 0.02%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                   | Omega Healthcare Investors, Inc.                                                                            | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    761000 | PA      | $761524.72    | 0.11%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Omega Healthcare Investors, Inc.                   | Omega Healthcare Investors, Inc.                                                                            | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    251000 | PA      | $241853.47    | 0.03%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                   | Omega Healthcare Investors, Inc.                                                                            | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    545000 | PA      | $505922.24    | 0.07%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Omega Healthcare Investors, Inc.                   | Omega Healthcare Investors, Inc.                                                                            | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    475000 | PA      | $420407.45    | 0.06%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Omega Healthcare Investors, Inc.                   | Omega Healthcare Investors, Inc.                                                                            | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    410000 | PA      | $413122.03    | 0.06%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| ONEOK, Inc.                                        | ONEOK, Inc.                                                                                                 | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10616.28     | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                       | Oracle Corp.                                                                                                | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     80000 | PA      | $71159.16     | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                                                | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    240000 | PA      | $203157.00    | 0.03%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                                                | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    700000 | PA      | $641410.66    | 0.09%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                                                | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    200000 | PA      | $190917.45    | 0.03%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                       | Oracle Corp.                                                                                                | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $103041.48    | 0.01%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                       | Oracle Corp.                                                                                                | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    100000 | PA      | $91324.48     | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                                                | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    400000 | PA      | $394266.78    | 0.06%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                       | Oracle Corp.                                                                                                | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285817.14    | 0.04%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                       | Oracle Corp.                                                                                                | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $241127.61    | 0.03%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                       | Oracle Corp.                                                                                                | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    500000 | PA      | $465888.17    | 0.07%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Oracle Corp.                                       | Oracle Corp.                                                                                                | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $288104.49    | 0.04%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORIX Corp.                                         | ORIX Corp.                                                                                                  | CUSIP: 686330AQ4<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $50364.80     | 0.01%             | 2027-09-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp.                                      | Oshkosh Corp.                                                                                               | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     25000 | PA      | $24993.01     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                               | Otis Worldwide Corp.                                                                                        | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    798000 | PA      | $742193.28    | 0.11%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: —       |
| Otis Worldwide Corp.                               | Otis Worldwide Corp.                                                                                        | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    770000 | PA      | $784983.97    | 0.11%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                                                    | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244192.93    | 0.03%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                                                    | CUSIP: 693475BE4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     70000 | PA      | $68106.78     | 0.01%             | 2033-06-06      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                                                    | CUSIP: 693475BJ3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    100000 | PA      | $105551.05    | 0.02%             | 2033-10-28      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                                                    | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    920000 | PA      | $1017515.61   | 0.15%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                                                    | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    460000 | PA      | $474146.38    | 0.07%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                                                    | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154182.37    | 0.02%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                                                    | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50737.15     | 0.01%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                                                    | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    400000 | PA      | $399429.52    | 0.06%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: —       |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                                                    | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    605000 | PA      | $618873.36    | 0.09%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)           | PNC Financial Services Group, Inc. (The)                                                                    | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    535000 | PA      | $537605.61    | 0.08%             | 2036-07-21      | Variable      | 5.37%                 | No            |                  2 | On Loan: —       |
| PNC Bank NA                                        | PNC Bank NA                                                                                                 | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248050.07    | 0.04%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PPG Industries, Inc.                               | PPG Industries, Inc.                                                                                        | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198094.11    | 0.03%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                         | PacifiCorp                                                                                                  | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    450000 | PA      | $507922.65    | 0.07%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                         | PacifiCorp                                                                                                  | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195442.52    | 0.03%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                         | PacifiCorp                                                                                                  | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    200000 | PA      | $193242.22    | 0.03%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                         | PacifiCorp                                                                                                  | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $229795.21    | 0.03%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                         | PacifiCorp                                                                                                  | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    400000 | PA      | $404827.89    | 0.06%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                         | PacifiCorp                                                                                                  | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    550000 | PA      | $560022.40    | 0.08%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| PacifiCorp                                         | PacifiCorp                                                                                                  | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1254958.65   | 0.18%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                         | Packaging Corp. of America                                                                                  | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    198000 | PA      | $188350.34    | 0.03%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                         | Packaging Corp. of America                                                                                  | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364037.14    | 0.05%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                              | Parker-Hannifin Corp.                                                                                       | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    835000 | PA      | $807486.57    | 0.12%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                              | Parker-Hannifin Corp.                                                                                       | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650093.46    | 0.09%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                      | Paychex, Inc.                                                                                               | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1034912.13   | 0.15%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Paychex, Inc.                                      | Paychex, Inc.                                                                                               | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   1112000 | PA      | $1121943.80   | 0.16%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Paychex, Inc.                                      | Paychex, Inc.                                                                                               | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    650000 | PA      | $651035.46    | 0.09%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: —       |
| Pentair Finance Sarl                               | Pentair Finance Sarl                                                                                        | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $199480.96    | 0.03%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pentair Finance Sarl                               | Pentair Finance Sarl                                                                                        | CUSIP: 709629AS8<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |    450000 | PA      | $469919.39    | 0.07%             | 2032-07-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                      | PepsiCo, Inc.                                                                                               | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    255000 | PA      | $241223.46    | 0.03%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| PepsiCo, Inc.                                      | PepsiCo, Inc.                                                                                               | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270713.16    | 0.04%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: —       |
| PepsiCo, Inc.                                      | PepsiCo, Inc.                                                                                               | CUSIP: 713448GK8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151331.98    | 0.02%             | 2035-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Pepsico Singapore Financing I Pte. Ltd.            | Pepsico Singapore Financing I Pte. Ltd.                                                                     | CUSIP: 713466AD2<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |    150000 | PA      | $149538.41    | 0.02%             | 2034-02-16      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| Pfizer Investment Enterprises Pte. Ltd.            | Pfizer Investment Enterprises Pte. Ltd.                                                                     | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    150000 | PA      | $149356.65    | 0.02%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172CE7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    190000 | PA      | $186246.16    | 0.03%             | 2028-03-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    272000 | PA      | $263668.82    | 0.04%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: —       |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    520000 | PA      | $474698.54    | 0.07%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    200000 | PA      | $177671.68    | 0.03%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      3000 | PA      | $3034.67      | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1045000 | PA      | $1083701.76   | 0.16%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    640000 | PA      | $673603.50    | 0.10%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1347000 | PA      | $1375683.73   | 0.20%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1578742.73   | 0.23%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    930000 | PA      | $949376.46    | 0.14%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    245000 | PA      | $254449.21    | 0.04%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    630000 | PA      | $657994.81    | 0.09%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: —       |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    775000 | PA      | $792609.85    | 0.11%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1560000 | PA      | $1589553.01   | 0.23%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      5000 | PA      | $5011.42      | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    230000 | PA      | $231825.33    | 0.03%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $347742.71    | 0.05%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2189621.52   | 0.31%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| Philip Morris International, Inc.                  | Philip Morris International, Inc.                                                                           | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    350000 | PA      | $345737.93    | 0.05%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp.                        | Pinnacle West Capital Corp.                                                                                 | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353031.98    | 0.05%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                      | Pioneer Natural Resources Co.                                                                               | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    550000 | PA      | $496834.06    | 0.07%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co.                      | Pioneer Natural Resources Co.                                                                               | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    875000 | PA      | $790139.28    | 0.11%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                    | Plains All American Pipeline LP                                                                             | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180000 | PA      | $174277.01    | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Plains All American Pipeline LP                    | Plains All American Pipeline LP                                                                             | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $351643.23    | 0.05%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Plains All American Pipeline LP                    | Plains All American Pipeline LP                                                                             | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    550000 | PA      | $563047.63    | 0.08%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                    | Plains All American Pipeline LP                                                                             | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    270000 | PA      | $278427.66    | 0.04%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                    | Plains All American Pipeline LP                                                                             | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    340000 | PA      | $340578.03    | 0.05%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Booking Holdings, Inc.                             | Booking Holdings, Inc.                                                                                      | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    425000 | PA      | $419142.29    | 0.06%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: —       |
| Primerica, Inc.                                    | Primerica, Inc.                                                                                             | CUSIP: 74164MAB4<br>LEI: 254900621R686KJR7022 | Long             | DBT              | CORP              | US        |    400000 | PA      | $359960.84    | 0.05%             | 2031-11-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: —       |
| Procter & Gamble Co. (The)                         | Procter & Gamble Co. (The)                                                                                  | CUSIP: 742718CB3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    220000 | PA      | $231673.03    | 0.03%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                         | Procter & Gamble Co. (The)                                                                                  | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49328.11     | 0.01%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: —       |
| Procter & Gamble Co. (The)                         | Procter & Gamble Co. (The)                                                                                  | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |   1444000 | PA      | $1383065.74   | 0.20%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Procter & Gamble Co. (The)                         | Procter & Gamble Co. (The)                                                                                  | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    375000 | PA      | $377160.61    | 0.05%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Procter & Gamble Co. (The)                         | Procter & Gamble Co. (The)                                                                                  | CUSIP: 742718GQ6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48602.86     | 0.01%             | 2035-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Progress Energy, Inc.                              | Progress Energy, Inc.                                                                                       | CUSIP: 743263AE5<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |    740000 | PA      | $832446.06    | 0.12%             | 2031-03-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Progressive Corp. (The)                            | Progressive Corp. (The)                                                                                     | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108805.60    | 0.02%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: —       |
| Progressive Corp. (The)                            | Progressive Corp. (The)                                                                                     | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     51000 | PA      | $48820.30     | 0.01%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Prudential Financial, Inc.                         | Prudential Financial, Inc.                                                                                  | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20266.08     | 0.00%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: —       |
| Prudential Financial, Inc.                         | Prudential Financial, Inc.                                                                                  | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    380000 | PA      | $391287.52    | 0.06%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: —       |
| Public Service Co. of Oklahoma                     | Public Service Co. of Oklahoma                                                                              | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    250000 | PA      | $253775.92    | 0.04%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.              | Public Service Enterprise Group, Inc.                                                                       | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    650000 | PA      | $663453.52    | 0.10%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: —       |
| Public Service Enterprise Group, Inc.              | Public Service Enterprise Group, Inc.                                                                       | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    100000 | PA      | $106143.32    | 0.02%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.              | Public Service Enterprise Group, Inc.                                                                       | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265692.44    | 0.04%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.              | Public Service Enterprise Group, Inc.                                                                       | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151516.25    | 0.02%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Public Storage                                     | Public Storage Operating Co.                                                                                | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295578.51    | 0.04%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: —       |
| Public Storage Operating Co.                       | Public Storage Operating Co.                                                                                | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44441.51     | 0.01%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Public Storage Operating Co.                       | Public Storage Operating Co.                                                                                | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1010078.43   | 0.14%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co.                       | Public Storage Operating Co.                                                                                | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99724.19     | 0.01%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| PulteGroup, Inc.                                   | PulteGroup, Inc.                                                                                            | CUSIP: 745867AM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $229744.29    | 0.03%             | 2032-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PulteGroup, Inc.                                   | PulteGroup, Inc.                                                                                            | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    490000 | PA      | $527864.94    | 0.08%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: —       |
| Qorvo, Inc.                                        | Qorvo, Inc.                                                                                                 | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245197.50    | 0.04%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: —       |
| QUALCOMM, Inc.                                     | QUALCOMM, Inc.                                                                                              | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     50000 | PA      | $42448.06     | 0.01%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: —       |
| Quanta Services, Inc.                              | Quanta Services, Inc.                                                                                       | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     50000 | PA      | $46567.34     | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| Quanta Services, Inc.                              | Quanta Services, Inc.                                                                                       | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150615.31    | 0.02%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Quanta Services, Inc.                              | Quanta Services, Inc.                                                                                       | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152112.03    | 0.02%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                              | Quanta Services, Inc.                                                                                       | CUSIP: 74762EAN2<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148950.15    | 0.02%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Quanta Services, Inc.                              | Quanta Services, Inc.                                                                                       | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $497875.82    | 0.07%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Quest Diagnostics, Inc.                            | Quest Diagnostics, Inc.                                                                                     | CUSIP: 74834LBD1<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $271904.09    | 0.04%             | 2033-11-30      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics, Inc.                            | Quest Diagnostics, Inc.                                                                                     | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    250000 | PA      | $250852.10    | 0.04%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                 | RELX Capital, Inc.                                                                                          | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |   1052000 | PA      | $1038828.53   | 0.15%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| RELX Capital, Inc.                                 | RELX Capital, Inc.                                                                                          | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    552000 | PA      | $520553.41    | 0.07%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| RELX Capital, Inc.                                 | RELX Capital, Inc.                                                                                          | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500459.56    | 0.07%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| RELX Capital, Inc.                                 | RELX Capital, Inc.                                                                                          | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50361.53     | 0.01%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RELX Capital, Inc.                                 | RELX Capital, Inc.                                                                                          | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504663.52    | 0.07%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RPM International, Inc.                            | RPM International, Inc.                                                                                     | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150367.62    | 0.02%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| RPM International, Inc.                            | RPM International, Inc.                                                                                     | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |    150000 | PA      | $135330.22    | 0.02%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Radian Group, Inc.                                 | Radian Group, Inc.                                                                                          | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |    400000 | PA      | $413719.23    | 0.06%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: —       |
| Ralph Lauren Corp.                                 | Ralph Lauren Corp.                                                                                          | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508123.42    | 0.07%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Raymond James Financial, Inc.                      | Raymond James Financial, Inc.                                                                               | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40272.58     | 0.01%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                      | Raymond James Financial, Inc.                                                                               | CUSIP: 754730AJ8<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    290000 | PA      | $282906.07    | 0.04%             | 2035-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rayonier LP                                        | Rayonier LP                                                                                                 | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270281.43    | 0.04%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| RTX Corp.                                          | RTX Corp.                                                                                                   | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    350000 | PA      | $376767.92    | 0.05%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA                                   | Citizens Bank NA                                                                                            | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170254.35    | 0.02%             | 2028-08-09      | Variable      | 4.58%                 | No            |                  2 | On Loan: —       |
| Regency Centers LP                                 | Regency Centers LP                                                                                          | CUSIP: 75884RBC6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49723.93     | 0.01%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                    | Regeneron Pharmaceuticals, Inc.                                                                             | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    815000 | PA      | $724433.08    | 0.10%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                            | Regions Financial Corp.                                                                                     | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513769.06    | 0.07%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: —       |
| Regions Financial Corp.                            | Regions Financial Corp.                                                                                     | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |    700000 | PA      | $703156.86    | 0.10%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Reliance, Inc.                                     | Reliance, Inc.                                                                                              | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    350000 | PA      | $315409.10    | 0.05%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd.                        | RenaissanceRe Holdings Ltd.                                                                                 | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    500000 | PA      | $485541.89    | 0.07%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: —       |
| RenaissanceRe Holdings Ltd.                        | RenaissanceRe Holdings Ltd.                                                                                 | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    350000 | PA      | $360385.49    | 0.05%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| RenaissanceRe Holdings Ltd.                        | RenaissanceRe Holdings Ltd.                                                                                 | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    200000 | PA      | $204860.11    | 0.03%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                            | Republic Services, Inc.                                                                                     | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $231039.43    | 0.03%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Republic Services, Inc.                            | Republic Services, Inc.                                                                                     | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    345000 | PA      | $350067.28    | 0.05%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Republic Services, Inc.                            | Republic Services, Inc.                                                                                     | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20184.93     | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd.                         | Rio Tinto Finance USA Ltd.                                                                                  | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    342000 | PA      | $362405.33    | 0.05%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                          | Rio Tinto Finance USA plc                                                                                   | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $152209.42    | 0.02%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                          | Rio Tinto Finance USA plc                                                                                   | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     40000 | PA      | $40205.16     | 0.01%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Rio Tinto Finance USA plc                          | Rio Tinto Finance USA plc                                                                                   | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    225000 | PA      | $228346.20    | 0.03%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA plc                          | Rio Tinto Finance USA plc                                                                                   | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |   1400000 | PA      | $1424883.03   | 0.20%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation, Inc.                          | Rockwell Automation, Inc.                                                                                   | CUSIP: 773903AB5<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |    400000 | PA      | $415462.33    | 0.06%             | 2028-01-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Rollins, Inc.                                      | Rollins, Inc.                                                                                               | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324588.33    | 0.05%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                           | Roper Technologies, Inc.                                                                                    | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    350000 | PA      | $346917.24    | 0.05%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Roper Technologies, Inc.                           | Roper Technologies, Inc.                                                                                    | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1090109.94   | 0.16%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                           | Roper Technologies, Inc.                                                                                    | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    405000 | PA      | $393141.66    | 0.06%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Roper Technologies, Inc.                           | Roper Technologies, Inc.                                                                                    | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    376000 | PA      | $373078.50    | 0.05%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Roper Technologies, Inc.                           | Roper Technologies, Inc.                                                                                    | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    800000 | PA      | $756948.95    | 0.11%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Roper Technologies, Inc.                           | Roper Technologies, Inc.                                                                                    | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    377000 | PA      | $337649.78    | 0.05%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies, Inc.                           | Roper Technologies, Inc.                                                                                    | CUSIP: 776743AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    639000 | PA      | $554020.96    | 0.08%             | 2031-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Roper Technologies, Inc.                           | Roper Technologies, Inc.                                                                                    | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    200000 | PA      | $191799.60    | 0.03%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| Ross Stores, Inc.                                  | Ross Stores, Inc.                                                                                           | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    350000 | PA      | $308106.86    | 0.04%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                                                        | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    900000 | PA      | $935106.30    | 0.13%             | 2084-05-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                                                        | CUSIP: 780082AT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $725399.85    | 0.10%             | 2084-11-24      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                                                        | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    750000 | PA      | $763267.50    | 0.11%             | 2085-08-24      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                                                           | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    340000 | PA      | $342207.98    | 0.05%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                                                           | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    375000 | PA      | $372935.90    | 0.05%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                  | NatWest Group plc                                                                                           | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    443000 | PA      | $448052.98    | 0.06%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                               | Royal Bank of Canada                                                                                        | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     80000 | PA      | $71463.71     | 0.01%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                                                                        | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     55000 | PA      | $52841.97     | 0.01%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                               | Royal Bank of Canada                                                                                        | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $51206.09     | 0.01%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                               | Royal Bank of Canada                                                                                        | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    577000 | PA      | $584107.72    | 0.08%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                               | Royal Bank of Canada                                                                                        | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    830000 | PA      | $837156.77    | 0.12%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                               | Royal Bank of Canada                                                                                        | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    500000 | PA      | $508172.87    | 0.07%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                               | Royal Bank of Canada                                                                                        | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    550000 | PA      | $550456.06    | 0.08%             | 2029-08-06      | Variable      | 4.50%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                               | Royal Bank of Canada                                                                                        | CUSIP: 78017DAM0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $998646.29    | 0.14%             | 2031-08-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                               | Royal Bank of Canada                                                                                        | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    105000 | PA      | $105209.39    | 0.02%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: —       |
| Royal Bank of Canada                               | Royal Bank of Canada                                                                                        | CUSIP: 78017FZT3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    850000 | PA      | $852414.96    | 0.12%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                 | Koninklijke KPN NV                                                                                          | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |    326000 | PA      | $374520.65    | 0.05%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: —       |
| Royalty Pharma plc                                 | Royalty Pharma plc                                                                                          | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    150000 | PA      | $135474.59    | 0.02%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                   | S&P Global, Inc.                                                                                            | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    250000 | PA      | $234377.65    | 0.03%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                   | S&P Global, Inc.                                                                                            | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $174545.29    | 0.03%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: —       |
| S&P Global, Inc.                                   | S&P Global, Inc.                                                                                            | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100942.78    | 0.01%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| S&P Global, Inc.                                   | S&P Global, Inc.                                                                                            | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1193784.08   | 0.17%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| S&P Global, Inc.                                   | S&P Global, Inc.                                                                                            | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1262000 | PA      | $1217337.90   | 0.17%             | 2029-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| S&P Global, Inc.                                   | S&P Global, Inc.                                                                                            | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1027288.26   | 0.15%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| S&P Global, Inc.                                   | S&P Global, Inc.                                                                                            | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514904.55    | 0.07%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| S&P Global, Inc.                                   | S&P Global, Inc.                                                                                            | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147949.71    | 0.02%             | 2031-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                       | Sabine Pass Liquefaction LLC                                                                                | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    190000 | PA      | $189163.06    | 0.03%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                       | Sabine Pass Liquefaction LLC                                                                                | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    570000 | PA      | $569357.62    | 0.08%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                               | Sabra Health Care LP                                                                                        | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    151000 | PA      | $146744.46    | 0.02%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                               | Sabra Health Care LP                                                                                        | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    600000 | PA      | $542433.41    | 0.08%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: —       |
| Salesforce, Inc.                                   | Salesforce, Inc.                                                                                            | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    585000 | PA      | $510026.63    | 0.07%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Salesforce, Inc.                                   | Salesforce, Inc.                                                                                            | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4985313.45   | 0.71%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                    | Santander UK Group Holdings plc                                                                             | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    300000 | PA      | $296586.37    | 0.04%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                    | Santander UK Group Holdings plc                                                                             | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   2745000 | PA      | $2705659.59   | 0.39%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                    | Santander UK Group Holdings plc                                                                             | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    700000 | PA      | $721987.87    | 0.10%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                    | Santander UK Group Holdings plc                                                                             | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $205795.14    | 0.03%             | 2031-04-15      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                    | Santander UK Group Holdings plc                                                                             | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    600000 | PA      | $595350.92    | 0.09%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                       | Santander Holdings USA, Inc.                                                                                | CUSIP: 80282KBC9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $985712.35    | 0.14%             | 2028-01-06      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                       | Santander Holdings USA, Inc.                                                                                | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    645000 | PA      | $665090.91    | 0.10%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                       | Santander Holdings USA, Inc.                                                                                | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    300000 | PA      | $310314.84    | 0.04%             | 2029-06-12      | Variable      | 6.57%                 | No            |                  2 | On Loan: —       |
| Santander Holdings USA, Inc.                       | Santander Holdings USA, Inc.                                                                                | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $386637.09    | 0.06%             | 2031-11-09      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                       | Santander Holdings USA, Inc.                                                                                | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    450000 | PA      | $464425.37    | 0.07%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                       | Santander Holdings USA, Inc.                                                                                | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    500000 | PA      | $526827.45    | 0.08%             | 2035-05-31      | Variable      | 6.34%                 | No            |                  2 | On Loan: —       |
| Santander Holdings USA, Inc.                       | Santander Holdings USA, Inc.                                                                                | CUSIP: 80282KBM7<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1212668.20   | 0.17%             | 2030-09-06      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA, Inc.                       | Santander Holdings USA, Inc.                                                                                | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205548.31    | 0.03%             | 2031-03-20      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                         | Charles Schwab Corp. (The)                                                                                  | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1055710.25   | 0.15%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                         | Charles Schwab Corp. (The)                                                                                  | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    500000 | PA      | $512979.07    | 0.07%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                         | Charles Schwab Corp. (The)                                                                                  | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    870000 | PA      | $913103.98    | 0.13%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                         | Charles Schwab Corp. (The)                                                                                  | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    995000 | PA      | $1062063.08   | 0.15%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                         | Charles Schwab Corp. (The)                                                                                  | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156420.62    | 0.02%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                         | Charles Schwab Corp. (The)                                                                                  | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243962.97    | 0.03%             | 2036-11-14      | Variable      | 4.91%                 | No            |                  2 | On Loan: —       |
| Sempra                                             | Sempra                                                                                                      | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197103.52    | 0.03%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| ServiceNow, Inc.                                   | ServiceNow, Inc.                                                                                            | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $880105.70    | 0.13%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: —       |
| Shell Finance US, Inc.                             | Shell Finance US, Inc.                                                                                      | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $423937.98    | 0.06%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                         | Sherwin-Williams Co. (The)                                                                                  | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    565000 | PA      | $559962.20    | 0.08%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                         | Sherwin-Williams Co. (The)                                                                                  | CUSIP: 824348BJ4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    701000 | PA      | $668929.91    | 0.10%             | 2029-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                         | Sherwin-Williams Co. (The)                                                                                  | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366930.15    | 0.05%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| Sherwin-Williams Co. (The)                         | Sherwin-Williams Co. (The)                                                                                  | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $218137.80    | 0.03%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Sherwin-Williams Co. (The)                         | Sherwin-Williams Co. (The)                                                                                  | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347389.45    | 0.05%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                         | Sherwin-Williams Co. (The)                                                                                  | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    900000 | PA      | $897407.15    | 0.13%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Sherwin-Williams Co. (The)                         | Sherwin-Williams Co. (The)                                                                                  | CUSIP: 824348BW5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251428.70    | 0.04%             | 2035-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                            | Simon Property Group LP                                                                                     | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     40000 | PA      | $43104.83     | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                            | Simon Property Group LP                                                                                     | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97824.24     | 0.01%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC          | South Bow USA Infrastructure Holdings LLC                                                                   | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    400000 | PA      | $402555.83    | 0.06%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: —       |
| South Bow USA Infrastructure Holdings LLC          | South Bow USA Infrastructure Holdings LLC                                                                   | CUSIP: 83007CAF9<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    142375 | PA      | $141872.84    | 0.02%             | 2034-10-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: —       |
| Sixth Street Specialty Lending, Inc.               | Sixth Street Specialty Lending, Inc.                                                                        | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50739.18     | 0.01%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending, Inc.               | Sixth Street Specialty Lending, Inc.                                                                        | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |    160000 | PA      | $158866.45    | 0.02%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions, Inc.                           | Skyworks Solutions, Inc.                                                                                    | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |    375000 | PA      | $337897.36    | 0.05%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Smith & Nephew plc                                 | Smith & Nephew plc                                                                                          | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    400000 | PA      | $357276.82    | 0.05%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: —       |
| Southern California Edison Co.                     | Southern California Edison Co.                                                                              | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156688.89    | 0.02%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                 | Southern Co. (The)                                                                                          | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25208.09     | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                 | Southern Co. (The)                                                                                          | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    377000 | PA      | $381523.81    | 0.05%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: —       |
| Southern Co. (The)                                 | Southern Co. (The)                                                                                          | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20563.52     | 0.00%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                 | Southern Co. (The)                                                                                          | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    230000 | PA      | $238238.90    | 0.03%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                 | Southern Co. (The)                                                                                          | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    163000 | PA      | $158607.23    | 0.02%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                 | Southern Co. (The), Series 2025                                                                             | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    350000 | PA      | $360516.10    | 0.05%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: —       |
| Southern Copper Corp.                              | Southern Copper Corp.                                                                                       | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    340000 | PA      | $396874.87    | 0.06%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Southern Co. Gas Capital Corp.                     | Southern Co. Gas Capital Corp.                                                                              | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50732.70     | 0.01%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southern Power Co.                                 | Southern Power Co., Series B                                                                                | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    125000 | PA      | $121048.13    | 0.02%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co.                    | Southwestern Electric Power Co.                                                                             | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152122.38    | 0.02%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                | Expand Energy Corp.                                                                                         | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    240000 | PA      | $242480.13    | 0.03%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                | Expand Energy Corp.                                                                                         | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $588279.73    | 0.08%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                               | Sprint Capital Corp.                                                                                        | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    690000 | PA      | $728538.78    | 0.10%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp.                               | Sprint Capital Corp.                                                                                        | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    400000 | PA      | $475971.87    | 0.07%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                 | State Street Corp.                                                                                          | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     25000 | PA      | $23455.21     | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                 | State Street Corp.                                                                                          | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44812.86     | 0.01%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                 | State Street Corp.                                                                                          | CUSIP: 857477BU6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147118.73    | 0.02%             | 2033-05-13      | Variable      | 4.42%                 | No            |                  2 | On Loan: —       |
| State Street Corp.                                 | State Street Corp.                                                                                          | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51090.56     | 0.01%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: —       |
| State Street Corp.                                 | State Street Corp.                                                                                          | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304562.63    | 0.04%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                 | State Street Corp.                                                                                          | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     10000 | PA      | $10566.34     | 0.00%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| State Street Corp.                                 | State Street Corp.                                                                                          | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60153.55     | 0.01%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: —       |
| Steel Dynamics, Inc.                               | Steel Dynamics, Inc.                                                                                        | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    430000 | PA      | $412023.05    | 0.06%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: —       |
| Steel Dynamics, Inc.                               | Steel Dynamics, Inc.                                                                                        | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141073.21    | 0.02%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Steel Dynamics, Inc.                               | Steel Dynamics, Inc.                                                                                        | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    350000 | PA      | $356578.60    | 0.05%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: —       |
| Steel Dynamics, Inc.                               | Steel Dynamics, Inc.                                                                                        | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151171.64    | 0.02%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| STERIS Irish FinCo. UnLtd Co.                      | STERIS Irish FinCo. UnLtd Co.                                                                               | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $364140.95    | 0.05%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Stifel Financial Corp.                             | Stifel Financial Corp.                                                                                      | CUSIP: 860630AG7<br>LEI: 549300E5F07FE5GHJX84 | Long             | DBT              | CORP              | US        |    246000 | PA      | $239325.49    | 0.03%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                      | Stryker Corp.                                                                                               | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    400000 | PA      | $395240.44    | 0.06%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                      | Stryker Corp.                                                                                               | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1374000 | PA      | $1242872.49   | 0.18%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Stryker Corp.                                      | Stryker Corp.                                                                                               | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    600000 | PA      | $607970.14    | 0.09%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                      | Stryker Corp.                                                                                               | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149363.53    | 0.02%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: —       |
| Stryker Corp.                                      | Stryker Corp.                                                                                               | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    775000 | PA      | $758065.92    | 0.11%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Stryker Corp.                                      | Stryker Corp.                                                                                               | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    720000 | PA      | $724479.58    | 0.10%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                      | Stryker Corp.                                                                                               | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50641.90     | 0.01%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                      | Stryker Corp.                                                                                               | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    680000 | PA      | $688845.41    | 0.10%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                                                       | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     50000 | PA      | $44783.69     | 0.01%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                                                       | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $206704.20    | 0.03%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                                                       | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     20000 | PA      | $20963.35     | 0.00%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.              | Sumitomo Mitsui Financial Group, Inc.                                                                       | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    400000 | PA      | $410777.18    | 0.06%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: —       |
| Sun Communities Operating LP                       | Sun Communities Operating LP                                                                                | CUSIP: 866677AE7<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    510000 | PA      | $459337.29    | 0.07%             | 2031-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                       | Sun Communities Operating LP                                                                                | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336249.75    | 0.05%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: —       |
| Suncor Energy, Inc.                                | Suncor Energy, Inc.                                                                                         | CUSIP: 867229AC0<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    450000 | PA      | $498763.68    | 0.07%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Suncor Energy, Inc.                                | Suncor Energy, Inc.                                                                                         | CUSIP: 867229AD8<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $367484.23    | 0.05%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                | Suzano Austria GmbH                                                                                         | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    100000 | PA      | $102101.10    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                | Suzano Austria GmbH                                                                                         | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    150000 | PA      | $148986.99    | 0.02%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Suzano Austria GmbH                                | Suzano Austria GmbH                                                                                         | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     50000 | PA      | $47033.18     | 0.01%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Pinnacle Financial Partners, Inc.                  | Pinnacle Financial Partners, Inc.                                                                           | CUSIP: 87161CAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $256518.81    | 0.04%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: —       |
| TD SYNNEX Corp.                                    | TD SYNNEX Corp.                                                                                             | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     52000 | PA      | $49446.32     | 0.01%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                    | TD SYNNEX Corp.                                                                                             | CUSIP: 87162WAK6<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    370000 | PA      | $329678.39    | 0.05%             | 2031-08-09      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| TD SYNNEX Corp.                                    | TD SYNNEX Corp.                                                                                             | CUSIP: 87162WAL4<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    400000 | PA      | $416736.80    | 0.06%             | 2034-04-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp.                                    | TD SYNNEX Corp.                                                                                             | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326433.09    | 0.05%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank                                      | Pinnacle Bank                                                                                               | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |    350000 | PA      | $352608.11    | 0.05%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial                                                                                         | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    705000 | PA      | $697194.27    | 0.10%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial                                                                                         | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    662000 | PA      | $663628.98    | 0.10%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial                                                                                         | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    475000 | PA      | $417393.63    | 0.06%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial                                                                                         | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    340000 | PA      | $346806.44    | 0.05%             | 2030-08-02      | Variable      | 5.93%                 | No            |                  2 | On Loan: —       |
| Synchrony Financial                                | Synchrony Financial                                                                                         | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    500000 | PA      | $501359.30    | 0.07%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                | Synchrony Financial                                                                                         | CUSIP: 87165BAY9<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    215000 | PA      | $213909.24    | 0.03%             | 2036-07-29      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                     | Synchrony Bank                                                                                              | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    404000 | PA      | $407516.12    | 0.06%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                        | Sysco Corp.                                                                                                 | CUSIP: 871829AJ6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1097318.41   | 0.16%             | 2035-09-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                        | Sysco Corp.                                                                                                 | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     30000 | PA      | $29561.35     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                        | Sysco Corp.                                                                                                 | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     70000 | PA      | $64479.26     | 0.01%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                        | Sysco Corp.                                                                                                 | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     45000 | PA      | $46828.90     | 0.01%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Sysco Corp.                                        | Sysco Corp.                                                                                                 | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    100000 | PA      | $88231.52     | 0.01%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: —       |
| Sysco Corp.                                        | Sysco Corp.                                                                                                 | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    375000 | PA      | $395059.17    | 0.06%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| Sysco Corp.                                        | Sysco Corp.                                                                                                 | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    350000 | PA      | $351177.05    | 0.05%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: —       |
| Sysco Corp.                                        | Sysco Corp.                                                                                                 | CUSIP: 871829BX4<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     40000 | PA      | $38381.64     | 0.01%             | 2036-03-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Carlyle Secured Lending, Inc.                      | Carlyle Secured Lending, Inc.                                                                               | CUSIP: 872280AA0<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75543.75     | 0.01%             | 2030-02-18      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                    | TC PipeLines LP                                                                                             | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248314.35    | 0.04%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                               | TJX Cos., Inc. (The)                                                                                        | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    281000 | PA      | $277128.99    | 0.04%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                               | TJX Cos., Inc. (The)                                                                                        | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    350000 | PA      | $329829.49    | 0.05%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: —       |
| TJX Cos., Inc. (The)                               | TJX Cos., Inc. (The)                                                                                        | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    250000 | PA      | $219228.32    | 0.03%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                 | T-Mobile USA, Inc.                                                                                          | CUSIP: 87264ADC6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    920000 | PA      | $959308.89    | 0.14%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp.                                 | TSMC Arizona Corp.                                                                                          | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    750000 | PA      | $681509.77    | 0.10%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: —       |
| TSMC Arizona Corp.                                 | TSMC Arizona Corp.                                                                                          | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39922.28     | 0.01%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                | Take-Two Interactive Software, Inc.                                                                         | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    411000 | PA      | $391987.17    | 0.06%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Take-Two Interactive Software, Inc.                | Take-Two Interactive Software, Inc.                                                                         | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    300000 | PA      | $302257.82    | 0.04%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                | Take-Two Interactive Software, Inc.                                                                         | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102210.91    | 0.01%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                               | Tanger Properties LP                                                                                        | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148839.96    | 0.02%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                               | Tanger Properties LP                                                                                        | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |    250000 | PA      | $223689.52    | 0.03%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tapestry, Inc.                                     | Tapestry, Inc.                                                                                              | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202441.89    | 0.03%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: —       |
| Tapestry, Inc.                                     | Tapestry, Inc.                                                                                              | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150695.02    | 0.02%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP                        | Targa Resources Partners LP                                                                                 | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $571242.01    | 0.08%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Targa Resources Corp.                              | Targa Resources Corp.                                                                                       | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    175000 | PA      | $185115.97    | 0.03%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                              | Targa Resources Corp.                                                                                       | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     15000 | PA      | $15622.95     | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                              | Targa Resources Corp.                                                                                       | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    285000 | PA      | $309018.37    | 0.04%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                              | Targa Resources Corp.                                                                                       | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    165000 | PA      | $167130.15    | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: —       |
| Targa Resources Corp.                              | Targa Resources Corp.                                                                                       | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203177.13    | 0.03%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: —       |
| Targa Resources Corp.                              | Targa Resources Corp.                                                                                       | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     10000 | PA      | $9951.93      | 0.00%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                              | Targa Resources Corp.                                                                                       | CUSIP: 87612GAT8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    150000 | PA      | $147031.22    | 0.02%             | 2031-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                              | Targa Resources Corp.                                                                                       | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    655000 | PA      | $659818.58    | 0.09%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies, Inc.                        | Teledyne Technologies, Inc.                                                                                 | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    357000 | PA      | $342937.95    | 0.05%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| Teledyne Technologies, Inc.                        | Teledyne Technologies, Inc.                                                                                 | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    700000 | PA      | $640878.88    | 0.09%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Tencent Music Entertainment Group                  | Tencent Music Entertainment Group                                                                           | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |    600000 | PA      | $543350.77    | 0.08%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission LP                      | Texas Eastern Transmission LP                                                                               | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     25000 | PA      | $27803.79     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Textron, Inc.                                      | Textron, Inc.                                                                                               | CUSIP: 883203CA7<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195615.79    | 0.03%             | 2029-09-17      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                      | Textron, Inc.                                                                                               | CUSIP: 883203CB5<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $141185.63    | 0.02%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: —       |
| Textron, Inc.                                      | Textron, Inc.                                                                                               | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    150000 | PA      | $159372.92    | 0.02%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Textron, Inc.                                      | Textron, Inc.                                                                                               | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255117.32    | 0.04%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Toll Brothers Finance Corp.                        | Toll Brothers Finance Corp.                                                                                 | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99619.54     | 0.01%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                        | Toll Brothers Finance Corp.                                                                                 | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243599.19    | 0.03%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                                                 | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $154669.76    | 0.02%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                                                 | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50618.53     | 0.01%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                                                 | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1400000 | PA      | $1433627.19   | 0.21%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                                                 | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $352721.23    | 0.05%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                                                 | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    420000 | PA      | $411294.16    | 0.06%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                                                 | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $201344.60    | 0.03%             | 2085-10-31      | Variable      | 6.35%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                                                 | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    600000 | PA      | $623296.20    | 0.09%             | 2084-07-31      | Variable      | 7.25%                 | No            |                  2 | On Loan: —       |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                                                                 | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2255000 | PA      | $2345538.25   | 0.34%             | 2082-10-31      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                           | TotalEnergies Capital SA                                                                                    | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    140000 | PA      | $143024.87    | 0.02%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co.                                 | Tractor Supply Co.                                                                                          | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    600000 | PA      | $529992.14    | 0.08%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: —       |
| Tractor Supply Co.                                 | Tractor Supply Co.                                                                                          | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |    400000 | PA      | $403637.59    | 0.06%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Trane Technologies Financing Ltd.                  | Trane Technologies Financing Ltd.                                                                           | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    430000 | PA      | $442429.04    | 0.06%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Trane Technologies Financing Ltd.                  | Trane Technologies Financing Ltd.                                                                           | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    340000 | PA      | $344612.34    | 0.05%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Transcanada Trust                                  | Transcanada Trust                                                                                           | CUSIP: 89356BAC2<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    540000 | PA      | $538043.20    | 0.08%             | 2077-03-15      | Variable      | 5.30%                 | No            |                  2 | On Loan: —       |
| Transcanada Trust                                  | Transcanada Trust                                                                                           | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    350000 | PA      | $348259.35    | 0.05%             | 2079-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: —       |
| Trimble, Inc.                                      | Trimble, Inc.                                                                                               | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    400000 | PA      | $400951.19    | 0.06%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Trimble, Inc.                                      | Trimble, Inc.                                                                                               | CUSIP: 896239AE0<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |    900000 | PA      | $945006.31    | 0.14%             | 2033-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: —       |
| Truist Bank                                        | Truist Bank                                                                                                 | CUSIP: 89788JAH2<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    720000 | PA      | $713751.83    | 0.10%             | 2029-10-23      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                                                      | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    250000 | PA      | $236947.76    | 0.03%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                                                      | CUSIP: 89788MAG7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    350000 | PA      | $348725.04    | 0.05%             | 2028-06-06      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                                                      | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    700000 | PA      | $741356.47    | 0.11%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                                                      | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1405000 | PA      | $1415057.45   | 0.20%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp.                             | Truist Financial Corp.                                                                                      | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    850000 | PA      | $849556.03    | 0.12%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                                                      | CUSIP: 89788MAP7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1644000 | PA      | $1711104.51   | 0.25%             | 2034-06-08      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                                                      | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1105000 | PA      | $1172310.92   | 0.17%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp.                             | Truist Financial Corp.                                                                                      | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1360923.82   | 0.19%             | 2030-01-24      | Variable      | 5.43%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp.                             | Truist Financial Corp.                                                                                      | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1646554.56   | 0.24%             | 2035-01-24      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                             | Truist Financial Corp.                                                                                      | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    100000 | PA      | $101237.19    | 0.01%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp.                             | Truist Financial Corp.                                                                                      | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    685000 | PA      | $661872.53    | 0.09%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: —       |
| Truist Financial Corp.                             | Truist Financial Corp.                                                                                      | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49037.84     | 0.01%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co.                          | Tucson Electric Power Co.                                                                                   | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    400000 | PA      | $366639.25    | 0.05%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: —       |
| Tucson Electric Power Co.                          | Tucson Electric Power Co.                                                                                   | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100831.27    | 0.01%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                          | Tyco Electronics Group SA                                                                                   | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     20000 | PA      | $19706.46     | 0.00%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                          | Tyco Electronics Group SA                                                                                   | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    725000 | PA      | $645904.35    | 0.09%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                          | Tyco Electronics Group SA                                                                                   | CUSIP: 902133BA4<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    200000 | PA      | $201935.62    | 0.03%             | 2030-02-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                          | Tyco Electronics Group SA                                                                                   | CUSIP: 902133BC0<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |    240000 | PA      | $238973.57    | 0.03%             | 2031-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods, Inc.                                  | Tyson Foods, Inc.                                                                                           | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    690000 | PA      | $687893.14    | 0.10%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: —       |
| Tyson Foods, Inc.                                  | Tyson Foods, Inc.                                                                                           | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    350000 | PA      | $362981.33    | 0.05%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: —       |
| Uber Technologies, Inc.                            | Uber Technologies, Inc.                                                                                     | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644847.13    | 0.09%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: —       |
| Uber Technologies, Inc.                            | Uber Technologies, Inc.                                                                                     | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1612114.38   | 0.23%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies, Inc.                            | Uber Technologies, Inc.                                                                                     | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    100000 | PA      | $97395.08     | 0.01%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                             | Unilever Capital Corp.                                                                                      | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    250000 | PA      | $270157.16    | 0.04%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                             | Unilever Capital Corp.                                                                                      | CUSIP: 904764BC0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    502000 | PA      | $496439.34    | 0.07%             | 2028-03-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                             | Unilever Capital Corp.                                                                                      | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    175000 | PA      | $163996.11    | 0.02%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: —       |
| Unilever Capital Corp.                             | Unilever Capital Corp.                                                                                      | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    350000 | PA      | $357904.35    | 0.05%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Unilever Capital Corp.                             | Unilever Capital Corp.                                                                                      | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    600000 | PA      | $593925.59    | 0.09%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                         | US Bancorp                                                                                                  | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     55000 | PA      | $48488.25     | 0.01%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: —       |
| US Bancorp                                         | US Bancorp                                                                                                  | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    120000 | PA      | $120189.24    | 0.02%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: —       |
| US Bancorp                                         | US Bancorp                                                                                                  | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    251000 | PA      | $249700.23    | 0.04%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: —       |
| US Bancorp                                         | US Bancorp                                                                                                  | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100390.14    | 0.01%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                         | US Bancorp                                                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    445000 | PA      | $464768.08    | 0.07%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: —       |
| US Bancorp                                         | US Bancorp                                                                                                  | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306783.18    | 0.04%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: —       |
| US Bancorp                                         | US Bancorp                                                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    250000 | PA      | $258357.22    | 0.04%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: —       |
| RTX Corp.                                          | RTX Corp.                                                                                                   | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    320000 | PA      | $316720.75    | 0.05%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                           | UnitedHealth Group, Inc.                                                                                    | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    150000 | PA      | $134842.32    | 0.02%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                           | UnitedHealth Group, Inc.                                                                                    | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    500000 | PA      | $514565.69    | 0.07%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                           | UnitedHealth Group, Inc.                                                                                    | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    240000 | PA      | $235329.42    | 0.03%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                           | UnitedHealth Group, Inc.                                                                                    | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     30000 | PA      | $30373.28     | 0.00%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                           | UnitedHealth Group, Inc.                                                                                    | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    230000 | PA      | $233037.04    | 0.03%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| UnitedHealth Group, Inc.                           | UnitedHealth Group, Inc.                                                                                    | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50596.90     | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                           | UnitedHealth Group, Inc.                                                                                    | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    160000 | PA      | $160995.12    | 0.02%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                           | UnitedHealth Group, Inc.                                                                                    | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204001.93    | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                    | Universal Health Services, Inc.                                                                             | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    450000 | PA      | $406614.22    | 0.06%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: —       |
| Universal Health Services, Inc.                    | Universal Health Services, Inc.                                                                             | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    350000 | PA      | $306359.76    | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                    | Universal Health Services, Inc.                                                                             | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    400000 | PA      | $397166.17    | 0.06%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: —       |
| Unum Group                                         | Unum Group                                                                                                  | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |    100000 | PA      | $98099.82     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Vale Overseas Ltd.                                 | Vale Overseas Ltd.                                                                                          | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    545000 | PA      | $522158.45    | 0.07%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: —       |
| Vale Overseas Ltd.                                 | Vale Overseas Ltd.                                                                                          | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    525000 | PA      | $553691.25    | 0.08%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                | Valero Energy Corp.                                                                                         | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    300000 | PA      | $340475.13    | 0.05%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp.                                | Valero Energy Corp.                                                                                         | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $164964.02    | 0.02%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                      | Veralto Corp.                                                                                               | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    485000 | PA      | $494456.53    | 0.07%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                      | Veralto Corp.                                                                                               | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    300000 | PA      | $307190.15    | 0.04%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| VeriSign, Inc.                                     | VeriSign, Inc.                                                                                              | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    790000 | PA      | $711925.43    | 0.10%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: —       |
| VeriSign, Inc.                                     | VeriSign, Inc.                                                                                              | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152083.99    | 0.02%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| Verisk Analytics, Inc.                             | Verisk Analytics, Inc.                                                                                      | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    252000 | PA      | $249772.08    | 0.04%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| Verisk Analytics, Inc.                             | Verisk Analytics, Inc.                                                                                      | CUSIP: 92345YAH9<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    525000 | PA      | $545225.57    | 0.08%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| Verisk Analytics, Inc.                             | Verisk Analytics, Inc.                                                                                      | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    500000 | PA      | $499712.89    | 0.07%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                             | Verisk Analytics, Inc.                                                                                      | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    650000 | PA      | $644380.18    | 0.09%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                 | VICI Properties LP                                                                                          | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    955000 | PA      | $956322.90    | 0.14%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| VICI Properties LP                                 | VICI Properties LP                                                                                          | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    703000 | PA      | $703132.92    | 0.10%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                 | VICI Properties LP                                                                                          | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1031057.57   | 0.15%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                 | VICI Properties LP                                                                                          | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304571.76    | 0.04%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| VICI Properties LP                                 | VICI Properties LP                                                                                          | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498562.05    | 0.07%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| VICI Properties LP                                 | VICI Properties LP                                                                                          | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $350515.30    | 0.05%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| VICI Properties LP                                 | VICI Properties LP                                                                                          | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    635000 | PA      | $637004.60    | 0.09%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                          | Viper Energy Partners LLC                                                                                   | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299831.27    | 0.04%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Visa, Inc.                                         | Visa, Inc.                                                                                                  | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    410000 | PA      | $403072.83    | 0.06%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                         | Visa, Inc.                                                                                                  | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    325000 | PA      | $299282.09    | 0.04%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                         | Visa, Inc.                                                                                                  | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     50000 | PA      | $43297.63     | 0.01%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Visa, Inc.                                         | Visa, Inc.                                                                                                  | CUSIP: 92826CBB7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    500000 | PA      | $495296.61    | 0.07%             | 2036-02-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| VMware LLC                                         | VMware LLC                                                                                                  | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    903000 | PA      | $908129.70    | 0.13%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                         | VMware LLC                                                                                                  | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    555000 | PA      | $523975.74    | 0.08%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: —       |
| VMware LLC                                         | VMware LLC                                                                                                  | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    934000 | PA      | $826692.13    | 0.12%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: —       |
| Vontier Corp.                                      | Vontier Corp.                                                                                               | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    402000 | PA      | $385537.21    | 0.06%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Vontier Corp.                                      | Vontier Corp.                                                                                               | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |    475000 | PA      | $433832.89    | 0.06%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Vulcan Materials Co.                               | Vulcan Materials Co.                                                                                        | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    175000 | PA      | $168049.20    | 0.02%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: —       |
| Vulcan Materials Co.                               | Vulcan Materials Co.                                                                                        | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    420000 | PA      | $426848.42    | 0.06%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Vulcan Materials Co.                               | Vulcan Materials Co.                                                                                        | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    440000 | PA      | $448161.69    | 0.06%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| WP Carey, Inc.                                     | WP Carey, Inc.                                                                                              | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    100000 | PA      | $89597.67     | 0.01%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: —       |
| WP Carey, Inc.                                     | WP Carey, Inc.                                                                                              | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    640000 | PA      | $534176.55    | 0.08%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: —       |
| WP Carey, Inc.                                     | WP Carey, Inc.                                                                                              | CUSIP: 92936UAM1<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251926.78    | 0.04%             | 2034-06-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group, Inc.                             | WEC Energy Group, Inc.                                                                                      | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    700000 | PA      | $707022.70    | 0.10%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| Wachovia Corp.                                     | Wachovia Corp.                                                                                              | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1192747.07   | 0.17%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                      | Walmart, Inc.                                                                                               | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    480000 | PA      | $485997.90    | 0.07%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: —       |
| Waste Management, Inc.                             | Waste Management, Inc.                                                                                      | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50074.04     | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: —       |
| Webster Financial Corp.                            | Webster Financial Corp.                                                                                     | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |    215000 | PA      | $210002.81    | 0.03%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                                                           | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199750.36    | 0.03%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                                                           | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1655763.45   | 0.24%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                                                           | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149278.76    | 0.02%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                                                           | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47200.40     | 0.01%             | 2030-10-30      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                                                           | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    730000 | PA      | $677225.01    | 0.10%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: —       |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                                                           | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    305000 | PA      | $302682.26    | 0.04%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                                                           | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    300000 | PA      | $299391.65    | 0.04%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                                                           | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51101.41     | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                                                           | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1197065.28   | 0.17%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                                                           | CUSIP: 95000U3H4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    100000 | PA      | $108366.38    | 0.02%             | 2034-10-23      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                                                           | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $508443.98    | 0.07%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                                                           | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50985.08     | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                                                           | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    500000 | PA      | $504540.32    | 0.07%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                   | Welltower OP LLC                                                                                            | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    245000 | PA      | $233413.43    | 0.03%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: —       |
| Welltower OP LLC                                   | Welltower OP LLC                                                                                            | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    100000 | PA      | $92142.01     | 0.01%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                   | Welltower OP LLC                                                                                            | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    443000 | PA      | $406934.41    | 0.06%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                   | Welltower OP LLC                                                                                            | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    650000 | PA      | $650011.91    | 0.09%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                   | Welltower OP LLC                                                                                            | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260688.51    | 0.04%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Western Alliance Bank                              | Western Alliance Bank                                                                                       | CUSIP: 95758BCL1<br>LEI: SI7YQSVPFZBSQ878IC17 | Long             | DBT              | CORP              | US        |    150000 | PA      | $148278.00    | 0.02%             | 2035-11-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: —       |
| Western Midstream Operating LP                     | Western Midstream Operating LP                                                                              | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199793.98    | 0.03%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| Western Midstream Operating LP                     | Western Midstream Operating LP                                                                              | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100360.88    | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Western Midstream Operating LP                     | Western Midstream Operating LP                                                                              | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    375000 | PA      | $365169.13    | 0.05%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                     | Western Midstream Operating LP                                                                              | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    890000 | PA      | $933561.19    | 0.13%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Western Midstream Operating LP                     | Western Midstream Operating LP                                                                              | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104091.21    | 0.01%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                     | Western Midstream Operating LP                                                                              | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    540000 | PA      | $537412.21    | 0.08%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: —       |
| Western Midstream Operating LP                     | Western Midstream Operating LP                                                                              | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     73000 | PA      | $72514.51     | 0.01%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: —       |
| Westinghouse Air Brake Technologies Corp.          | Westinghouse Air Brake Technologies Corp.                                                                   | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    664000 | PA      | $666077.16    | 0.10%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.          | Westinghouse Air Brake Technologies Corp.                                                                   | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    300000 | PA      | $309374.00    | 0.04%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.          | Westinghouse Air Brake Technologies Corp.                                                                   | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    120000 | PA      | $121428.79    | 0.02%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp.          | Westinghouse Air Brake Technologies Corp.                                                                   | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255666.59    | 0.04%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                                                       | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     75000 | PA      | $74173.08     | 0.01%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                                                       | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $492351.72    | 0.07%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                                                       | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     50000 | PA      | $51651.25     | 0.01%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                                                       | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $437392.68    | 0.06%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                                                                       | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     25000 | PA      | $25594.80     | 0.00%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                   | Weyerhaeuser Co.                                                                                            | CUSIP: 962166AW4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154814.27    | 0.02%             | 2027-10-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                   | Weyerhaeuser Co.                                                                                            | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    180000 | PA      | $201226.44    | 0.03%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                   | Weyerhaeuser Co.                                                                                            | CUSIP: 962166BT0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    185000 | PA      | $202863.39    | 0.03%             | 2033-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                          | Williams Cos., Inc. (The), Series A                                                                         | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $111699.44    | 0.02%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: —       |
| Williams Cos., Inc. (The)                          | Williams Cos., Inc. (The)                                                                                   | CUSIP: 969457BD1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    100000 | PA      | $113197.10    | 0.02%             | 2031-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                          | Williams Cos., Inc. (The)                                                                                   | CUSIP: 969457BM1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    200000 | PA      | $238262.77    | 0.03%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                          | Williams Cos., Inc. (The)                                                                                   | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     50000 | PA      | $47581.68     | 0.01%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                          | Williams Cos., Inc. (The)                                                                                   | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $136179.62    | 0.02%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: —       |
| Williams Cos., Inc. (The)                          | Williams Cos., Inc. (The)                                                                                   | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    227000 | PA      | $235073.43    | 0.03%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                          | Williams Cos., Inc. (The)                                                                                   | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150167.91    | 0.02%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                         | Willis North America, Inc.                                                                                  | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    240000 | PA      | $239680.15    | 0.03%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                         | Willis North America, Inc.                                                                                  | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    354000 | PA      | $335651.62    | 0.05%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Willis North America, Inc.                         | Willis North America, Inc.                                                                                  | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100235.94    | 0.01%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: —       |
| Willis North America, Inc.                         | Willis North America, Inc.                                                                                  | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    505000 | PA      | $512099.73    | 0.07%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: —       |
| Willis North America, Inc.                         | Willis North America, Inc.                                                                                  | CUSIP: 970648AP6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1155485.87   | 0.17%             | 2031-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: —       |
| Woodside Finance Ltd.                              | Woodside Finance Ltd.                                                                                       | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    450000 | PA      | $443557.05    | 0.06%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                              | Woodside Finance Ltd.                                                                                       | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $259753.15    | 0.04%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                              | Woodside Finance Ltd.                                                                                       | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    550000 | PA      | $572025.37    | 0.08%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd.                              | Woodside Finance Ltd.                                                                                       | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    250000 | PA      | $251959.82    | 0.04%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                      | Workday, Inc.                                                                                               | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    400000 | PA      | $389942.97    | 0.06%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: —       |
| Workday, Inc.                                      | Workday, Inc.                                                                                               | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $931164.73    | 0.13%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: —       |
| Xylem, Inc.                                        | Xylem, Inc.                                                                                                 | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $226021.29    | 0.03%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Xylem, Inc.                                        | Xylem, Inc.                                                                                                 | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    350000 | PA      | $336525.92    | 0.05%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: —       |
| Yamana Gold, Inc.                                  | Yamana Gold, Inc.                                                                                           | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |    185000 | PA      | $164413.39    | 0.02%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: —       |
| Zions Bancorp NA                                   | Zions Bancorp NA                                                                                            | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    252000 | PA      | $234698.75    | 0.03%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                   | Zions Bancorp NA                                                                                            | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |    250000 | PA      | $261017.17    | 0.04%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                       | Zoetis, Inc.                                                                                                | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1346000 | PA      | $1322812.47   | 0.19%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                       | Zoetis, Inc.                                                                                                | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    102000 | PA      | $100898.39    | 0.01%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: —       |
| Zoetis, Inc.                                       | Zoetis, Inc.                                                                                                | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    600000 | PA      | $545270.08    | 0.08%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: —       |
| Zoetis, Inc.                                       | Zoetis, Inc.                                                                                                | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    575000 | PA      | $601339.49    | 0.09%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                       | Zoetis, Inc.                                                                                                | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    195000 | PA      | $194109.00    | 0.03%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                       | Zoetis, Inc.                                                                                                | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    200000 | PA      | $199153.48    | 0.03%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| BANK OF MONTREAL CHICAGO                           | BANK OF MONTREAL/CHICAGO IL CERTIFICATE OF DEPOSIT VARIABLE 18/NOV/2026 USD 1000                            | CUSIP: 06367DTG0<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1000369.00   | 0.14%             | 2026-11-18      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL CHICAGO                           | BANK OF MONTREAL/CHICAGO IL CERTIFICATE OF DEPOSIT VARIABLE 29/MAY/2026 USD 1000                            | CUSIP: 06367DQZ1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2000220.00   | 0.29%             | 2026-05-29      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA HOUSTON                        | BANK OF NOVA SCOTIA/HOUSTON CERTIFICATE OF DEPOSIT VARIABLE 01/JUL/2026 USD 1000                            | CUSIP: 06418NHH8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999989.40    | 0.14%             | 2026-07-01      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE CIB, NY                            | CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK CERTIFICATE OF DEPOSIT VARIABLE 05/JUN/2026 USD 1000 | CUSIP: 22532XJ33<br>LEI: 254900BN8XS34XZDJ223 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $2000194.00   | 0.29%             | 2026-06-05      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| KBC, NEW YORK                                      | KBC BANK NV CERTIFICATE OF DEPOSIT FIXED 3.99% 22/JUN/2026 USD 1                                            | CUSIP: 4823TDW72<br>LEI: 6B2PBRV1FCJDMR45RZ53 | Long             | DBT              | CORP              | BE        |   2000000 | PA      | $2000458.00   | 0.29%             | 2026-06-22      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LIMITED NEW YORK                       | MIZUHO BANK LTD/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE 11/MAY/2026 USD 1000                            | CUSIP: 60701A2C6<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1000010.00   | 0.14%             | 2026-05-11      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| MIZUHO BANK LIMITED NEW YORK                       | MIZUHO BANK LTD/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE 27/MAY/2026 USD 1000                            | CUSIP: 60701A2G7<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1000037.00   | 0.14%             | 2026-05-27      | Floating      | 3.89%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP, NEW YORK BRANCH                   | NORDEA BANK ABP/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE 24/SEP/2026 USD 1000                            | CUSIP: 65558WUD8<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2000000 | PA      | $2000484.00   | 0.29%             | 2026-09-24      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA NY                            | ROYAL BANK OF CANADA/NEW YORK NY CERTIFICATE OF DEPOSIT VARIABLE 12/NOV/2026 USD 1000                       | CUSIP: 78015JRQ2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2000830.00   | 0.29%             | 2026-11-12      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED NY                              | STANDARD CHARTERED BANK/NEW YORK CALLABLE CERTIFICATE OF DEPOSIT VARIABLE 18/SEP/2026 USD 1000              | CUSIP: 85325VVH0<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $2000538.00   | 0.29%             | 2026-09-18      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI BANKING CORP NY                    | SUMITOMO MITSUI BANKING CORP/NEW YORK CERTIFICATE OF DEPOSIT VARIABLE 23/JUL/2026 USD 1000                  | CUSIP: 86565GXQ8<br>LEI: 549300MS3WYYVQ4HXM15 | Long             | DBT              | CORP              | JP        |   2000000 | PA      | $1999948.00   | 0.29%             | 2026-07-23      | Floating      | 3.84%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION NY                                | TORONTO-DOMINION BANK/NY CERTIFICATE OF DEPOSIT VARIABLE 09/OCT/2026 USD 1000                               | CUSIP: 89115DXV3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $2000584.00   | 0.29%             | 2026-10-09      | Floating      | 3.95%                 | No            |                  2 | On Loan: No      |
| WESTPAC BKG CORP, NEW YORK                         | WESTPAC BANKING CORP COMMERCIAL PAPER VARIABLE 15/OCT/2026 USD                                              | CUSIP: 9612CABL0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $1000135.00   | 0.14%             | 2026-10-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** FlexShares Trust

**Signature:** Randal Rein

**Name of Signer:** Randal Rein

**Title:** Treasurer and PFO