# EDGAR Filing Document

**Accession Number:** 0000778207
**File Stem:** 0001410368-26-017971
**Filing Date:** 2026-2
**Character Count:** 569672
**Document Hash:** d0d7458db52e08433e58b5d15bdeb37e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-017971.hdr.sgml**: 20260225

**ACCESSION NUMBER**: 0001410368-26-017971

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260225

**DATE AS OF CHANGE**: 20260225

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TRANSAMERICA SERIES TRUST
- **CENTRAL INDEX KEY:** 0000778207

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04419
- **FILM NUMBER:** 26676228

**BUSINESS ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202
- **BUSINESS PHONE:** 720-482-8836

**MAIL ADDRESS:**
- **STREET 1:** 1801 CALIFORNIA STREET
- **STREET 2:** SUITE 5200
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES TRUST
- **DATE OF NAME CHANGE:** 20050511

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** AEGON/TRANSAMERICA SERIES FUND INC
- **DATE OF NAME CHANGE:** 20010501

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** WRL SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Transamerica JPMorgan Tactical Allocation VP (Series ID: S000007899)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000021443 | Initial      |  |
| C000021444 | Service      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-04419

- **c. CIK number of Registrant:** 0000778207

- **d. LEI of Registrant:** 5493000QR1WGXIM5V222

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

  - **Street Address 1:** 1801 CALIFORNIA STREET

  - **City:** DENVER

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80202

  - **Telephone number:** 720-493-4256

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

- **a. Name of Series:** Transamerica JPMorgan Tactical Allocation VP

- **b. EDGAR series identifier (if any):** S000007899

- **c. LEI of Series:** 549300LYI93XXXJI5949

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $866409673.06

**Total Liabilities:** $7223044.08

**Net Assets:** $859186628.98

**Cash Not Reported:** $576857.73

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -419.06000000 | **1-Year:** -11761.17000000 | **5-Year:** -44623.71000000 | **10-Year:** -68255.62000000 | **30-Year:** -24590.90000000

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

- **3-Month:** -51.90000000 | **1-Year:** -1124.64000000 | **5-Year:** -2379.21000000 | **10-Year:** -267.84000000 | **30-Year:** -54.50000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000021443 | 0.77%                | 0.46%                | 0.00%                |
| Class ID C000021444 | 0.71%                | 0.50%                | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5367696.01              | $-2071794.45                               |
| Month 2  | $2907804.53              | $-958254.68                                |
| Month 3  | $1864177.64              | $-3974409.43                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio VaR

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

### Schedule of Portfolio Investments

| Name                                                                            | Title                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AES CORP/THE                                                                    | AES Corp.                                                                     | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    317000 | PA      | $324184.07    | 0.04%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                                                    | AES Corp.                                                                     | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153823.33    | 0.02%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB Group PLC                                                                 | CUSIP: 00135TAE4<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    200000 | PA      | $211070.53    | 0.02%             | 2035-03-28      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                   | AIB Group PLC                                                                 | CUSIP: 00135TAF1<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    570000 | PA      | $588209.56    | 0.07%             | 2031-05-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                                         | Corebridge Global Funding                                                     | CUSIP: 00138CBH0<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    205000 | PA      | $206233.73    | 0.02%             | 2032-08-21      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AMSR Trust                                                                      | AMSR Trust                                                                    | CUSIP: 00179UAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $715504.17    | 0.08%             | 2041-11-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Angi Inc                                                                        | Angi, Inc.                                                                    | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |      3751 | NS      | $48500.43     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     21920 | NS      | $544492.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    230000 | PA      | $180916.82    | 0.02%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     74000 | PA      | $49522.59     | 0.01%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    358000 | PA      | $238299.91    | 0.03%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    354000 | PA      | $233448.62    | 0.03%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    873000 | PA      | $745079.53    | 0.09%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RMT6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    133000 | PA      | $137901.78    | 0.02%             | 2034-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RNC2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    260000 | PA      | $256791.49    | 0.03%             | 2035-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RND0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    465000 | PA      | $447807.29    | 0.05%             | 2045-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                        | AT&T, Inc.                                                                    | CUSIP: 00206RNE8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    370000 | PA      | $354891.43    | 0.04%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | AbbVie, Inc.                                                                  | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      7280 | NS      | $1663407.20   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc.                                                                  | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    167000 | PA      | $148546.80    | 0.02%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc.                                                                  | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    490000 | PA      | $437405.52    | 0.05%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc.                                                                  | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    241000 | PA      | $198476.73    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc.                                                                  | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    442000 | PA      | $402655.76    | 0.05%             | 2042-10-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                      | AbbVie, Inc.                                                                  | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     51000 | PA      | $49512.81     | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                           | Accenture Capital, Inc.                                                       | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    224000 | PA      | $224175.66    | 0.03%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    847000 | PA      | $821156.89    | 0.10%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                        | AerCap Ireland Capital DAC/AerCap Global Aviation Trust                       | CUSIP: 00774MBS3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $148206.66    | 0.02%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AIR CANADA 2015-2AA PTT                                                         | Air Canada Pass-Through Trust                                                 | CUSIP: 009088AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    528350 | PA      | $520916.24    | 0.06%             | 2027-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                        | Alexandria Real Estate Equities, Inc.                                         | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    575000 | PA      | $486170.19    | 0.06%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E                                                        | Alexandria Real Estate Equities, Inc.                                         | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              |  | US        |    216000 | PA      | $146749.12    | 0.02%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| ALLIANT ENERGY CORP                                                             | Alliant Energy Corp.                                                          | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |    130000 | PA      | $129763.14    | 0.02%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                                                     | Alnylam Pharmaceuticals, Inc.                                                 | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |      1220 | NS      | $485133.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc.                                                                | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     12532 | NS      | $3932541.60   | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                                                    | Alphabet, Inc.                                                                | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      4649 | NS      | $1455137.00   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                                    | Alphabet, Inc.                                                                | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    455000 | PA      | $456396.39    | 0.05%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | Alphabet, Inc.                                                                | CUSIP: 02079KAY3<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    440000 | PA      | $440107.76    | 0.05%             | 2035-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                                    | Alphabet, Inc.                                                                | CUSIP: 02079KBA4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    130000 | PA      | $127525.66    | 0.01%             | 2055-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | Altria Group, Inc.                                                            | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    480000 | PA      | $424455.19    | 0.05%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | Altria Group, Inc.                                                            | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    475000 | PA      | $367288.56    | 0.04%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                                | Altria Group, Inc.                                                            | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    520000 | PA      | $524146.55    | 0.06%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | Amazon.com, Inc.                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     24114 | NS      | $5565993.48   | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc.                                                              | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    130000 | PA      | $77698.23     | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                                  | Amazon.com, Inc.                                                              | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    860000 | PA      | $856522.15    | 0.10%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                        | Amcor Flexibles North America, Inc.                                           | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    180000 | PA      | $184767.70    | 0.02%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AM                                                        | Amcor Flexibles North America, Inc.                                           | CUSIP: 02344AAH1<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    285000 | PA      | $294386.52    | 0.03%             | 2035-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diageo PLC                                                                      | Diageo PLC                                                                    | CUSIP: 000000000<br>LEI: 213800ZVIELEA55JMJ32 | Long             | EC               | CORP              | GB        |     10691 | NS      | $230368.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMER AIRLINE 21-1B PTT                                                          | American Airlines Pass-Through Trust                                          | CUSIP: 02376LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     29200 | PA      | $28162.93     | 0.00%             | 2030-07-11      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AMER AIRLINE 16-1 A PTT                                                         | American Airlines Pass-Through Trust                                          | CUSIP: 02376WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    154964 | PA      | $152859.19    | 0.02%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | American Express Co.                                                          | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |      2713 | NS      | $1003674.35   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | American Express Co.                                                          | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    130000 | PA      | $137262.46    | 0.02%             | 2036-04-25      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                                             | American Express Co.                                                          | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     90000 | PA      | $91592.68     | 0.01%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                 | BAE Systems PLC                                                               | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |     19962 | NS      | $459426.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                                                           | American Homes 4 Rent                                                         | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |     10328 | NS      | $331528.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp                                                             | American Tower Corp.                                                          | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               |  | US        |      2070 | NS      | $363429.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp.                                                          | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    412000 | PA      | $424013.60    | 0.05%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                             | American Tower Corp.                                                          | CUSIP: 03027XCR9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |    150000 | PA      | $150032.53    | 0.02%             | 2032-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | Cencora, Inc.                                                                 | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      3418 | NS      | $1154429.50   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                                                     | Cencora, Inc.                                                                 | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     75000 | PA      | $70600.58     | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | Cencora, Inc.                                                                 | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     57000 | PA      | $52515.21     | 0.01%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                                     | Cencora, Inc.                                                                 | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     55000 | PA      | $56220.29     | 0.01%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                                                      | AMETEK, Inc.                                                                  | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      2376 | NS      | $487816.56    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     75000 | PA      | $64169.39     | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    137000 | PA      | $107979.27    | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    586000 | PA      | $546516.08    | 0.06%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    369000 | PA      | $292717.72    | 0.03%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    415000 | PA      | $365289.91    | 0.04%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                       | Amgen, Inc.                                                                   | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    267000 | PA      | $260507.10    | 0.03%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                              | Analog Devices, Inc.                                                          | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      3128 | NS      | $848313.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Andersen Group Inc                                                              | Andersen Group, Inc.                                                          | CUSIP: 033853102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4114 | NS      | $106676.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                          | Anglo American Capital PLC                                                    | CUSIP: 034863AX8<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |    735000 | PA      | $677445.05    | 0.08%             | 2030-09-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                                                         | Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.                  | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    393000 | PA      | $389009.10    | 0.05%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                        | Anheuser-Busch InBev Worldwide, Inc.                                          | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     24000 | PA      | $24466.43     | 0.00%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                                                        | Anheuser-Busch InBev Worldwide, Inc.                                          | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    460000 | PA      | $439217.91    | 0.05%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH INBEV FIN                                                        | Anheuser-Busch InBev Finance, Inc.                                            | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    177000 | PA      | $175202.57    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ANTERO RESOURCES CORP                                                           | Antero Resources Corp.                                                        | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    303000 | PA      | $307194.73    | 0.04%             | 2030-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc.                                                         | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    160000 | PA      | $152514.03    | 0.02%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc.                                                         | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    133000 | PA      | $137100.25    | 0.02%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                       | Apple, Inc.                                                                   | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     27681 | NS      | $7525356.66   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc.                                                                   | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    200000 | PA      | $133646.22    | 0.02%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                       | Apple, Inc.                                                                   | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    108000 | PA      | $66762.60     | 0.01%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                   | AppLovin Corp.                                                                | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |       888 | NS      | $598352.16    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aqua Finance Trust                                                              | Aqua Finance Issuer Trust                                                     | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283551 | PA      | $285474.19    | 0.03%             | 2051-05-17      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Aqua Finance Trust                                                              | Aqua Finance Issuer Trust                                                     | CUSIP: 038394AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    326709 | PA      | $332690.18    | 0.04%             | 2050-12-19      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                          | Standard Chartered PLC                                                        | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |     20238 | NS      | $493816.05    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | Athene Global Funding                                                         | CUSIP: 04685A4R9<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    705000 | PA      | $710264.52    | 0.08%             | 2030-07-17      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                                           | Athene Global Funding                                                         | CUSIP: 04685A4S7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    650000 | PA      | $652150.60    | 0.08%             | 2035-08-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: —       |
| AutoZone Inc                                                                    | AutoZone, Inc.                                                                | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |       241 | NS      | $817351.50    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AvalonBay Communities Inc                                                       | AvalonBay Communities, Inc.                                                   | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               |  | US        |       969 | NS      | $175689.39    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    348000 | PA      | $362606.13    | 0.04%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAV3<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    195000 | PA      | $202304.32    | 0.02%             | 2029-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    839000 | PA      | $852740.69    | 0.10%             | 2030-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    445000 | PA      | $456839.86    | 0.05%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    295000 | PA      | $296564.68    | 0.03%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401ABC4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    140000 | PA      | $138474.64    | 0.02%             | 2032-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                        | Avolon Holdings Funding Ltd.                                                  | CUSIP: 05401ABD2<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    220000 | PA      | $218583.88    | 0.03%             | 2031-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| EQUITABLE HOLDINGS INC                                                          | Equitable Holdings, Inc.                                                      | CUSIP: 054561AN5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    152000 | PA      | $152715.52    | 0.02%             | 2029-02-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp.                                                             | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    415000 | PA      | $466135.33    | 0.05%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp.                                                             | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    300000 | PA      | $248858.01    | 0.03%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp.                                                             | CUSIP: 05526DBT1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    377000 | PA      | $304986.39    | 0.04%             | 2040-09-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                                                | BAT Capital Corp.                                                             | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42437.02     | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                                                | BJ's Wholesale Club Holdings, Inc.                                            | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |      4864 | NS      | $437905.92    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP Paribas SA                                                                | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    485000 | PA      | $512246.82    | 0.06%             | 2029-08-16      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                       | CUSIP: 05571AAZ8<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $261146.66    | 0.03%             | 2031-01-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE SA                                                                       | CUSIP: 05571ABA2<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    315000 | PA      | $336201.10    | 0.04%             | 2036-01-14      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP Paribas SA                                                                | CUSIP: 05602XJC3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $208890.40    | 0.02%             | 2034-09-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: —       |
| BWX Technologies Inc                                                            | BWX Technologies, Inc.                                                        | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |      1763 | NS      | $304716.92    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co                                                                 | Baker Hughes Co.                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      8982 | NS      | $409040.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                                                        | Banco Nacional de Panama                                                      | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    300000 | PA      | $265763.84    | 0.03%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | Banco Santander SA                                                            | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    600000 | PA      | $589820.99    | 0.07%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | Banco Santander SA                                                            | CUSIP: 05971KAQ2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $240786.65    | 0.03%             | 2033-05-21      | Fixed         | 9.63%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                              | Banco Santander SA                                                            | CUSIP: 05971KAS8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $199930.43    | 0.02%             | 2035-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | Bank of America Corp.                                                         | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |     33448 | NS      | $1839640.00   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1561000 | PA      | $1557257.17   | 0.18%             | 2028-01-20      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1127000 | PA      | $1112824.64   | 0.13%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    608000 | PA      | $604576.57    | 0.07%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1159000 | PA      | $1102905.20   | 0.13%             | 2030-10-22      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     58000 | PA      | $42765.07     | 0.00%             | 2041-06-19      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    228000 | PA      | $204800.82    | 0.02%             | 2031-07-23      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    228000 | PA      | $203889.02    | 0.02%             | 2031-10-24      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    470000 | PA      | $431297.45    | 0.05%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    439000 | PA      | $413421.74    | 0.05%             | 2037-03-08      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    744000 | PA      | $763052.25    | 0.09%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    351000 | PA      | $361370.80    | 0.04%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    719000 | PA      | $749977.24    | 0.09%             | 2029-09-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256055.43    | 0.03%             | 2035-10-25      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    299000 | PA      | $308673.94    | 0.04%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06055HAH6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    197000 | PA      | $205264.35    | 0.02%             | 2030-05-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                            | Bank of America Corp.                                                         | CUSIP: 06055HAK9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    646000 | PA      | $656146.08    | 0.08%             | 2030-07-26      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF IRELAND GROUP                                                           | Bank of Ireland Group PLC                                                     | CUSIP: 06279JAD1<br>LEI: 635400C8EK6DRI12LJ39 | Long             | DBT              | CORP              | IE        |    435000 | PA      | $451789.33    | 0.05%             | 2030-03-20      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                                                        | Baxter International, Inc.                                                    | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    160000 | PA      | $151040.88    | 0.02%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                   | Rio Tinto PLC                                                                 | CUSIP: 000000000<br>LEI: 213800YOEO5OQ72G2R82 | Long             | EC               | CORP              | GB        |      7598 | NS      | $612026.63    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                                         | SSE PLC                                                                       | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |     12777 | NS      | $374594.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                                                        | Berkshire Hathaway Energy Co.                                                 | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     54000 | PA      | $45466.23     | 0.01%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY FIN                                                          | Berkshire Hathaway Finance Corp.                                              | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     56000 | PA      | $43092.16     | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                          | Berkshire Hathaway, Inc.                                                      | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |      3984 | NS      | $2002557.60   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BERRY GLOBAL INC                                                                | Berry Global, Inc.                                                            | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    279000 | PA      | $294527.34    | 0.03%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                                 | Best Buy Co., Inc.                                                            | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      4343 | NS      | $290676.99    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BIMBO BAKERIES USA INC                                                          | Bimbo Bakeries USA, Inc.                                                      | CUSIP: 09031WAC7<br>LEI: 549300HOXXHHT7926W92 | Long             | DBT              | CORP              | US        |    219000 | PA      | $228959.62    | 0.03%             | 2029-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | Biogen, Inc.                                                                  | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   1130000 | PA      | $1038056.15   | 0.12%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | Biogen, Inc.                                                                  | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    295000 | PA      | $310498.37    | 0.04%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BIOGEN INC                                                                      | Biogen, Inc.                                                                  | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136685.91    | 0.02%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                                                  | Blackstone, Inc.                                                              | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      2189 | NS      | $337412.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BNP PARIBAS                                                                     | BNP Paribas SA                                                                | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    305000 | PA      | $308387.52    | 0.04%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co.                                                                    | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $176919.26    | 0.02%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                                                       | Boeing Co.                                                                    | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    327000 | PA      | $321635.37    | 0.04%             | 2050-05-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| BOEING CO/THE                                                                   | Boeing Co.                                                                    | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    136000 | PA      | $154530.05    | 0.02%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                            | Booking Holdings, Inc.                                                        | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       215 | NS      | $1151395.95   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| AstraZeneca PLC                                                                 | AstraZeneca PLC                                                               | CUSIP: 000000000<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | EC               | CORP              | GB        |      8519 | NS      | $1576520.06   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| BOSTON UNIVERSITY                                                               | Trustees of Boston University                                                 | CUSIP: 10115CAB0<br>LEI: 549300M1CR2B2GU2ZU17 | Long             | DBT              | CORP              | US        |    282000 | PA      | $186836.31    | 0.02%             | 2050-10-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Bridge Trust                                                                    | Bridge Trust                                                                  | CUSIP: 10807GAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    404793 | PA      | $388203.12    | 0.05%             | 2042-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Bridgecrest Lending Auto Securitization Trust                                   | Bridgecrest Lending Auto Securitization Trust                                 | CUSIP: 10807UAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124000 | PA      | $124660.30    | 0.01%             | 2031-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                         | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     14592 | NS      | $787092.48    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122DR6<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     51000 | PA      | $36275.32     | 0.00%             | 2040-11-13      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    299000 | PA      | $219691.22    | 0.03%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    167000 | PA      | $121074.12    | 0.01%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     72000 | PA      | $74848.21     | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB CO                                                         | Bristol-Myers Squibb Co.                                                      | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    690000 | PA      | $677630.88    | 0.08%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                          | Brixmor Operating Partnership LP                                              | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    115000 | PA      | $118572.13    | 0.01%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BRIXMOR OPERATING PART                                                          | Brixmor Operating Partnership LP                                              | CUSIP: 11120VAP8<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              |  | US        |    210000 | PA      | $210444.36    | 0.02%             | 2033-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |     10661 | NS      | $3689772.10   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    134000 | PA      | $115398.91    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     83000 | PA      | $83231.41     | 0.01%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FCL3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    280000 | PA      | $285880.55    | 0.03%             | 2032-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FCS8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    106000 | PA      | $79912.74     | 0.01%             | 2051-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FCT6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    153000 | PA      | $139511.99    | 0.02%             | 2034-04-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FCU3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    573000 | PA      | $530405.91    | 0.06%             | 2033-04-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                                    | Broadcom, Inc.                                                                | CUSIP: 11135FCY5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    285000 | PA      | $281222.78    | 0.03%             | 2036-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                              | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $40785.40     | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                              | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     46000 | PA      | $38637.92     | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BURLINGTN NORTH SANTA FE                                                        | Burlington Northern Santa Fe LLC                                              | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    222000 | PA      | $177521.39    | 0.02%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Burlington Stores Inc                                                           | Burlington Stores, Inc.                                                       | CUSIP: 122017106<br>LEI: 5299003Z37DVGKKC1W09 | Long             | EC               | CORP              | US        |      1030 | NS      | $297515.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                                                          | CCO Holdings LLC/CCO Holdings Capital Corp.                                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $220524.02    | 0.03%             | 2031-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CBRE Group Inc                                                                  | CBRE Group, Inc.                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |      3230 | NS      | $519351.70    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                                                                     | CDW Corp.                                                                     | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |      2213 | NS      | $301410.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CF INDUSTRIES INC                                                               | CF Industries, Inc.                                                           | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     54000 | PA      | $48352.03     | 0.01%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CF INDUSTRIES INC                                                               | CF Industries, Inc.                                                           | CUSIP: 12527GAL7<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |    620000 | PA      | $617851.72    | 0.07%             | 2035-11-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | Cigna Group                                                                   | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |      2659 | NS      | $731836.57    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP/THE                                                                 | Cigna Group                                                                   | CUSIP: 125523CX6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221510.70    | 0.03%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                   | CME Group, Inc.                                                               | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      2176 | NS      | $594222.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                                                 | CMS Energy Corp.                                                              | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    215000 | PA      | $198250.98    | 0.02%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                                  | Consumer Portfolio Services Auto Trust                                        | CUSIP: 12630SAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $393403.30    | 0.05%             | 2031-07-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| COOF Securitization Trust                                                       | COOF Securitization Trust Ltd., Interest Only STRIPS                          | CUSIP: 12631UAA3<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     25749 | PA      | $1772.07      | 0.00%             | 2040-06-25      | Variable      | 3.20%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                         | CRH America Finance, Inc.                                                     | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     95000 | PA      | $95157.48     | 0.01%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                         | CRH America Finance, Inc.                                                     | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185638.78    | 0.02%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp.                                                              | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    145000 | PA      | $123912.64    | 0.01%             | 2040-04-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                 | CVS Health Corp.                                                              | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    370000 | PA      | $359268.74    | 0.04%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                              | Coterra Energy, Inc.                                                          | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    440000 | PA      | $422486.77    | 0.05%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COPT DEFENSE PROP LP                                                            | COPT Defense Properties LP                                                    | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    176000 | PA      | $175145.36    | 0.02%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CaixaBank SA                                                                  | CUSIP: 12803RAB0<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    395000 | PA      | $401842.66    | 0.05%             | 2027-09-13      | Fixed         | 6.68%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CaixaBank SA                                                                  | CUSIP: 12803RAC8<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    245000 | PA      | $273242.46    | 0.03%             | 2034-09-13      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CaixaBank SA                                                                  | CUSIP: 12803RAH7<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $213158.21    | 0.02%             | 2035-06-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CAIXABANK SA                                                                    | CaixaBank SA                                                                  | CUSIP: 12803RAM6<br>LEI: 7CUNS533WID6K7DGFI87 | Long             | DBT              | CORP              | ES        |    200000 | PA      | $205489.97    | 0.02%             | 2036-07-03      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                    | Calpine Corp.                                                                 | CUSIP: 131347CP9<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    365000 | PA      | $363633.51    | 0.04%             | 2029-02-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                                                    | Calpine Corp.                                                                 | CUSIP: 131347CQ7<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106637.79    | 0.01%             | 2031-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co.                                                  | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    536000 | PA      | $355586.61    | 0.04%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CANADIAN PACIFIC RAILWAY                                                        | Canadian Pacific Railway Co.                                                  | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    261000 | PA      | $229723.18    | 0.03%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | Capital One Financial Corp.                                                   | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |      5447 | NS      | $1320134.92   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                         | Capital One Multi-Asset Execution Trust                                       | CUSIP: 14041NGH8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    904000 | PA      | $903952.99    | 0.11%             | 2037-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                             | Cardinal Health, Inc.                                                         | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    200000 | PA      | $203251.15    | 0.02%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                | Carlisle Cos., Inc.                                                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |       661 | NS      | $211427.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co                                                                      | Carvana Co.                                                                   | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |       880 | NS      | $371377.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                                                      | Casey's General Stores, Inc.                                                  | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |       501 | NS      | $276907.71    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    226000 | PA      | $212477.58    | 0.02%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |    116000 | PA      | $87139.16     | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    773000 | PA      | $486550.84    | 0.06%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    417000 | PA      | $296607.47    | 0.03%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     74000 | PA      | $69270.91     | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    147000 | PA      | $101979.89    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    280000 | PA      | $294491.54    | 0.03%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                                                        | Charter Communications Operating LLC/Charter Communications Operating Capital | CUSIP: 161175CS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $309248.03    | 0.04%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                        | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    240000 | PA      | $240504.59    | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                        | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    404000 | PA      | $372097.85    | 0.04%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                                                        | Cheniere Energy Partners LP                                                   | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    316000 | PA      | $329941.26    | 0.04%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                                                             | Cheniere Energy, Inc.                                                         | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    315000 | PA      | $314466.22    | 0.04%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                        | Cheniere Corpus Christi Holdings LLC                                          | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    192000 | PA      | $193856.73    | 0.02%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                                                        | Cheniere Corpus Christi Holdings LLC                                          | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    219000 | PA      | $213871.33    | 0.02%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | Expand Energy Corp.                                                           | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    355000 | PA      | $355025.07    | 0.04%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                    | Chevron Corp.                                                                 | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4634 | NS      | $706267.94    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                      | Chipotle Mexican Grill, Inc.                                                  | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |      9538 | NS      | $352906.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ciena Corp                                                                      | Ciena Corp.                                                                   | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |      1825 | NS      | $426812.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                                                               | Cisco Systems, Inc.                                                           | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      4840 | NS      | $372825.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    727000 | PA      | $722376.36    | 0.08%             | 2028-07-24      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    447000 | PA      | $442995.29    | 0.05%             | 2028-10-27      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    239000 | PA      | $248371.03    | 0.03%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967PK1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    594000 | PA      | $612394.99    | 0.07%             | 2029-08-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967PR6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    510000 | PA      | $519143.79    | 0.06%             | 2030-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1021384.65   | 0.12%             | 2031-05-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    274000 | PA      | $274847.97    | 0.03%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    257000 | PA      | $259402.26    | 0.03%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    549000 | PA      | $522854.99    | 0.06%             | 2030-11-05      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    322000 | PA      | $324560.59    | 0.04%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    315000 | PA      | $324757.13    | 0.04%             | 2030-02-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 17327CBA0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    830000 | PA      | $849048.34    | 0.10%             | 2036-03-27      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                                   | Citigroup, Inc.                                                               | CUSIP: 17327CBC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    315000 | PA      | $327318.11    | 0.04%             | 2030-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Cloudflare Inc                                                                  | Cloudflare, Inc.                                                              | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |       839 | NS      | $165408.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                                                | Coca-Cola Co.                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     10393 | NS      | $726574.63    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| COLONIAL ENTERPRISES INC                                                        | Colonial Enterprises, Inc.                                                    | CUSIP: 19565CAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    240000 | PA      | $241861.92    | 0.03%             | 2035-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                        | Columbia Pipelines Holding Co. LLC                                            | CUSIP: 19828AAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35590.66     | 0.00%             | 2031-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                        | Columbia Pipelines Holding Co. LLC                                            | CUSIP: 19828AAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    365000 | PA      | $364967.49    | 0.04%             | 2032-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                         | Columbia Pipelines Operating Co. LLC                                          | CUSIP: 19828TAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    129000 | PA      | $136463.46    | 0.02%             | 2030-08-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                         | Columbia Pipelines Operating Co. LLC                                          | CUSIP: 19828TAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    422000 | PA      | $451733.07    | 0.05%             | 2033-11-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINES OPCO                                                         | Columbia Pipelines Operating Co. LLC                                          | CUSIP: 19828TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     55000 | PA      | $54179.26     | 0.01%             | 2055-02-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Columbia Sportswear Co                                                          | Columbia Sportswear Co.                                                       | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |      4348 | NS      | $239531.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                                                         | Comfort Systems USA, Inc.                                                     | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |       406 | NS      | $378915.74    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp.                                                                 | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    178000 | PA      | $146710.53    | 0.02%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp.                                                                 | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    236000 | PA      | $136717.41    | 0.02%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp.                                                                 | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1134000 | PA      | $663155.73    | 0.08%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp.                                                                 | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    970000 | PA      | $545018.66    | 0.06%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                                                    | Comcast Corp.                                                                 | CUSIP: 20030NES6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    122000 | PA      | $120288.18    | 0.01%             | 2037-01-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                                                          | Commonwealth Edison Co.                                                       | CUSIP: 202795JD3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    158000 | PA      | $141605.19    | 0.02%             | 2044-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                | Federal National Mortgage Association Connecticut Avenue Securities Trust     | CUSIP: 20754YAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    262655 | PA      | $262795.34    | 0.03%             | 2045-09-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                  | ConocoPhillips                                                                | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      8325 | NS      | $779303.25    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                          | ConocoPhillips Co.                                                            | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    213000 | PA      | $205210.88    | 0.02%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY CO                                                             | Consumers Energy Co.                                                          | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    224000 | PA      | $184984.62    | 0.02%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | Corebridge Financial, Inc.                                                    | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     69000 | PA      | $69527.30     | 0.01%             | 2054-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                        | Corebridge Financial, Inc.                                                    | CUSIP: 21871XAU3<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    146000 | PA      | $150040.61    | 0.02%             | 2030-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Colony American Finance Ltd                                                     | CoreVest American Finance Trust                                               | CUSIP: 21872NAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     66840 | PA      | $66707.63     | 0.01%             | 2052-10-15      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| CODELCO INC                                                                     | Corp. Nacional del Cobre de Chile                                             | CUSIP: 21987BBM9<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |    280000 | PA      | $301436.80    | 0.04%             | 2055-01-13      | Fixed         | 6.78%                 | No            |                  2 | On Loan: No      |
| Corpay Inc                                                                      | Corpay, Inc.                                                                  | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |      1493 | NS      | $449288.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| COPT DEFENSE PROP LP                                                            | COPT Defense Properties LP                                                    | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              |  | US        |    316000 | PA      | $288235.43    | 0.03%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: —       |
| Credit Acceptance Auto Loan Trust                                               | Credit Acceptance Auto Loan Trust                                             | CUSIP: 224940AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    195000 | PA      | $196709.08    | 0.02%             | 2036-01-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                              | Credit Agricole SA                                                            | CUSIP: 225313AR6<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $203718.60    | 0.02%             | 2034-09-23      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                              | Credit Agricole SA                                                            | CUSIP: 22535WAP2<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |    455000 | PA      | $464603.21    | 0.05%             | 2029-01-09      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Trust                                               | Credit Acceptance Auto Loan Trust                                             | CUSIP: 22536KAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    760000 | PA      | $771103.60    | 0.09%             | 2035-07-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1149000 | PA      | $1161512.84   | 0.14%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 226373AT5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    189000 | PA      | $196363.90    | 0.02%             | 2031-02-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                        | Crowdstrike Holdings, Inc.                                                    | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       811 | NS      | $380164.36    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc.                                                            | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    170000 | PA      | $172656.47    | 0.02%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                                | Crown Castle, Inc.                                                            | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |    404000 | PA      | $419211.45    | 0.05%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE Energy Co.                                                                | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    650000 | PA      | $670654.93    | 0.08%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                                                   | DTE Energy Co.                                                                | CUSIP: 233331BP1<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    551000 | PA      | $549987.73    | 0.06%             | 2035-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                | DT Midstream, Inc.                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $188482.03    | 0.02%             | 2029-06-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                | DT Midstream, Inc.                                                            | CUSIP: 23345MAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    404000 | PA      | $395532.77    | 0.05%             | 2031-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                    | Danaher Corp.                                                                 | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      2212 | NS      | $506371.04    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DANSKE BANK A/S                                                                 | Danske Bank AS                                                                | CUSIP: 23636ABH3<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    200000 | PA      | $207800.20    | 0.02%             | 2030-03-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                          | Darden Restaurants, Inc.                                                      | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      1158 | NS      | $213095.16    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Co                                                                      | Deere & Co.                                                                   | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       398 | NS      | $185296.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG                                                              | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    460000 | PA      | $452542.28    | 0.05%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG                                                              | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    350000 | PA      | $384534.01    | 0.04%             | 2034-02-10      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG                                                              | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1215000 | PA      | $1227283.21   | 0.14%             | 2031-08-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG                                                              | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    150000 | PA      | $149489.24    | 0.02%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                                                                | Deutsche Bank AG                                                              | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    460000 | PA      | $467019.95    | 0.05%             | 2027-07-13      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                          | Diamondback Energy, Inc.                                                      | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    215000 | PA      | $203182.99    | 0.02%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | Walt Disney Co.                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |     18863 | NS      | $2146043.51   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                                             | Dominion Energy, Inc.                                                         | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |      6751 | NS      | $395541.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                             | Dominion Energy, Inc.                                                         | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    299000 | PA      | $275556.08    | 0.03%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | Dominion Energy, Inc.                                                         | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    305000 | PA      | $231542.67    | 0.03%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                             | Dominion Energy, Inc.                                                         | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    477000 | PA      | $479200.32    | 0.06%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DoorDash Inc                                                                    | DoorDash, Inc.                                                                | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |      2849 | NS      | $645241.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corp                                                                      | Dover Corp.                                                                   | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |      3884 | NS      | $758312.16    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| DOW CHEMICAL CO/THE                                                             | Dow Chemical Co.                                                              | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     84000 | PA      | $66494.56     | 0.01%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | DuPont de Nemours, Inc.                                                       | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    397000 | PA      | $397830.90    | 0.05%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                                                           | DuPont de Nemours, Inc.                                                       | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |     24000 | PA      | $22823.24     | 0.00%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| EIDP INC                                                                        | EIDP, Inc.                                                                    | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205203.28    | 0.02%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                                | Duke Energy Corp.                                                             | CUSIP: 26441CCK9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    168000 | PA      | $163238.05    | 0.02%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                                                           | Duke Energy Carolinas LLC                                                     | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    159000 | PA      | $133367.05    | 0.02%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | Duke Energy Ohio, Inc.                                                        | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    172000 | PA      | $168087.72    | 0.02%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                            | Duke Energy Ohio, Inc.                                                        | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |    510000 | PA      | $525744.21    | 0.06%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC                                                      | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    230000 | PA      | $144734.46    | 0.02%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                        | Duke Energy Progress LLC                                                      | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     13000 | PA      | $12823.12     | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                         | Duke Energy Indiana LLC                                                       | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    181000 | PA      | $113063.87    | 0.01%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                         | Duke Energy Indiana LLC                                                       | CUSIP: 26443TAD8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    227000 | PA      | $215553.92    | 0.03%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY INDIANA LLC                                                         | Duke Energy Indiana LLC                                                       | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    220000 | PA      | $227847.00    | 0.03%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                                         | Duke Energy Florida LLC                                                       | CUSIP: 26444HAU5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    310000 | PA      | $308647.48    | 0.04%             | 2035-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DUQUESNE LIGHT HOLDINGS                                                         | Duquesne Light Holdings, Inc.                                                 | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |    336000 | PA      | $331332.30    | 0.04%             | 2027-08-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                         | Eni SpA                                                                       | CUSIP: 26874RAC2<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    405000 | PA      | $402647.59    | 0.05%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENI SPA                                                                         | Eni SpA                                                                       | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |    400000 | PA      | $396581.28    | 0.05%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG Resources, Inc.                                                           | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      9462 | NS      | $993604.62    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG RESOURCES INC                                                               | EOG Resources, Inc.                                                           | CUSIP: 26875PBB6<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281089.33    | 0.03%             | 2031-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                                | ERP Operating LP                                                              | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |    160000 | PA      | $163599.32    | 0.02%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT Corp.                                                                     | CUSIP: 26884LAX7<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    170000 | PA      | $170401.03    | 0.02%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT Corp.                                                                     | CUSIP: 26884LAZ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    468000 | PA      | $484277.48    | 0.06%             | 2029-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT Corp.                                                                     | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    151000 | PA      | $166095.32    | 0.02%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                        | EQT Corp.                                                                     | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    523000 | PA      | $526432.73    | 0.06%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EastGroup Properties Inc                                                        | EastGroup Properties, Inc.                                                    | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               |  | US        |      1016 | NS      | $180990.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EATON CORP                                                                      | Eaton Corp.                                                                   | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    315000 | PA      | $272693.58    | 0.03%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                            | Edison International                                                          | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    134000 | PA      | $133969.42    | 0.02%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                                                             | Electronic Arts, Inc.                                                         | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     71000 | PA      | $65491.02     | 0.01%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Emerson Electric Co                                                             | Emerson Electric Co.                                                          | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      4862 | NS      | $645284.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EMERA US FINANCE LP                                                             | Emera U.S. Finance LP                                                         | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    293000 | PA      | $250079.61    | 0.03%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EMERA US FINANCE LP                                                             | Emera U.S. Finance LP                                                         | CUSIP: 29103DAT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    271000 | PA      | $244895.92    | 0.03%             | 2031-06-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | Ovintiv, Inc.                                                                 | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     44000 | PA      | $47263.47     | 0.01%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | Ovintiv, Inc.                                                                 | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     51000 | PA      | $53439.25     | 0.01%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                                    | Enbridge, Inc.                                                                | CUSIP: 29250NBS3<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    214000 | PA      | $228986.63    | 0.03%             | 2084-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273VAM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    141000 | PA      | $144377.37    | 0.02%             | 2030-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     76000 | PA      | $83297.99     | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     95000 | PA      | $90026.84     | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    199000 | PA      | $204794.03    | 0.02%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    230000 | PA      | $225438.71    | 0.03%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                              | Energy Transfer LP                                                            | CUSIP: 29273VBG4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    564000 | PA      | $562133.81    | 0.07%             | 2056-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | Enel Finance International NV                                                 | CUSIP: 29278GAF5<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $197333.63    | 0.02%             | 2028-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | Enel Finance International NV                                                 | CUSIP: 29278GAN8<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $190120.20    | 0.02%             | 2028-07-12      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | Enel Finance International NV                                                 | CUSIP: 29278GAP3<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    490000 | PA      | $440764.34    | 0.05%             | 2031-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | Enel Finance International NV                                                 | CUSIP: 29278GBD9<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    355000 | PA      | $364054.32    | 0.04%             | 2029-06-26      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | Enel Finance International NV                                                 | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $199644.33    | 0.02%             | 2028-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ENEL FINANCE INTL NV                                                            | Enel Finance International NV                                                 | CUSIP: 29278GBH0<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $198656.83    | 0.02%             | 2035-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ENGIE SA                                                                        | Engie SA                                                                      | CUSIP: 29286DAA3<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |    240000 | PA      | $247778.41    | 0.03%             | 2029-04-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                            | Entergy Arkansas LLC                                                          | CUSIP: 29364DAT7<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     51000 | PA      | $47319.65     | 0.01%             | 2044-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                    | Entergy Corp.                                                                 | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |      1454 | NS      | $134393.22    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                                                    | Entergy Corp.                                                                 | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    558000 | PA      | $585873.99    | 0.07%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                                    | Entergy Corp.                                                                 | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324796.99    | 0.04%             | 2056-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | Entergy Louisiana LLC                                                         | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    333000 | PA      | $208498.91    | 0.02%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | Entergy Louisiana LLC                                                         | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    132000 | PA      | $131112.40    | 0.02%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                           | Entergy Louisiana LLC                                                         | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221090.94    | 0.03%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                               | Entergy Texas, Inc.                                                           | CUSIP: 29365TAD6<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     15000 | PA      | $14199.51     | 0.00%             | 2045-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: —       |
| ENTERGY TEXAS INC                                                               | Entergy Texas, Inc.                                                           | CUSIP: 29365TAF1<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28640.60     | 0.00%             | 2027-12-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                                               | Entergy Texas, Inc.                                                           | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     62000 | PA      | $60178.49     | 0.01%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                                                         | Entergy Mississippi LLC                                                       | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     38000 | PA      | $26454.68     | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                             | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    231000 | PA      | $260167.09    | 0.03%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                                                        | Enterprise Products Operating LLC                                             | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    160000 | PA      | $162870.52    | 0.02%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                        | Equinix Europe 2 Financing Corp. LLC                                          | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    165000 | PA      | $170823.21    | 0.02%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                        | Equinix Europe 2 Financing Corp. LLC                                          | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |    175000 | PA      | $175527.41    | 0.02%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                     | Equinix, Inc.                                                                 | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               |  | US        |       557 | NS      | $426751.12    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITABLE AMERICA GLOBAL                                                        | Equitable America Global Funding                                              | CUSIP: 29446Q2E2<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |    553000 | PA      | $550182.03    | 0.06%             | 2032-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ESSEX PORTFOLIO LP                                                              | Essex Portfolio LP                                                            | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              |  | US        |    299000 | PA      | $283862.38    | 0.03%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                               | EUSHI Finance, Inc.                                                           | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    212000 | PA      | $211552.53    | 0.02%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION EN GEN LLC                                                        | Constellation Energy Generation LLC                                           | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     25000 | PA      | $25075.14     | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                               | Expedia Group, Inc.                                                           | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |      2487 | NS      | $704591.97    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | Extra Space Storage LP                                                        | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |    439000 | PA      | $456913.17    | 0.05%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EXTRA SPACE STORAGE LP                                                          | Extra Space Storage LP                                                        | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              |  | US        |     90000 | PA      | $90973.86     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | Exxon Mobil Corp.                                                             | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |     11450 | NS      | $1377893.00   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      6815 | NS      | $4498513.35   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    359000 | PA      | $292156.68    | 0.03%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    166000 | PA      | $158888.57    | 0.02%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    660000 | PA      | $614008.12    | 0.07%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    116000 | PA      | $107600.99    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303M8X3<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    280000 | PA      | $271885.30    | 0.03%             | 2045-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    258000 | PA      | $260074.09    | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    450000 | PA      | $449397.00    | 0.05%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                              | Meta Platforms, Inc.                                                          | CUSIP: 30303MAE2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    345000 | PA      | $331120.98    | 0.04%             | 2055-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                                            | FREMF Mortgage Trust                                                          | CUSIP: 30307MAS7<br>LEI: 549300KQ08QVSM4XK212 | Long             | ABS-MBS          | USGSE             | US        |   1441000 | PA      | $1381851.27   | 0.16%             | 2028-04-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128ME4Y4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    259487 | PA      | $257662.89    | 0.03%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128MT6K9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       636 | PA      | $652.17       | 0.00%             | 2037-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128P7RY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28660 | PA      | $28266.30     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128P7SE4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     55990 | PA      | $55233.24     | 0.01%             | 2032-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3128UNDW9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1856 | PA      | $1909.88      | 0.00%             | 2037-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31295NJF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4327 | PA      | $4420.77      | 0.00%             | 2031-12-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31300LLL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6385 | PA      | $6571.06      | 0.00%             | 2036-02-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31300LUY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10544 | PA      | $10984.50     | 0.00%             | 2040-07-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | Federal Home Loan Banks                                                       | CUSIP: 3130AL5Y6<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3000000 | PA      | $2352481.23   | 0.27%             | 2036-02-11      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK                                                          | Federal Home Loan Banks                                                       | CUSIP: 3130ALDV3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4510000 | PA      | $3665237.45   | 0.43%             | 2036-02-22      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DM2N4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1062625 | PA      | $948234.80    | 0.11%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DM3Q6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    797280 | PA      | $688474.52    | 0.08%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DQYY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4443540 | PA      | $4640147.09   | 0.54%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSGF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    613302 | PA      | $634566.56    | 0.07%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DSQ62<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4342304 | PA      | $4345407.82   | 0.51%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DT2J8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   5982006 | PA      | $5983197.14   | 0.70%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DTCE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1972559 | PA      | $2029932.53   | 0.24%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DTQC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2326790 | PA      | $2394820.70   | 0.28%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DULR6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2305007 | PA      | $2357236.30   | 0.27%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DUTE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    460708 | PA      | $475015.15    | 0.06%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DUUQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    656310 | PA      | $678315.27    | 0.08%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DVLR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    546140 | PA      | $471146.90    | 0.05%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2261862 | PA      | $2360531.91   | 0.27%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWDJ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7571424 | PA      | $6437144.84   | 0.75%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWEE9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2823298 | PA      | $2830699.43   | 0.33%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7135451 | PA      | $6998678.33   | 0.81%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWF57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1998654 | PA      | $2001421.14   | 0.23%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWG98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8538335 | PA      | $8686814.72   | 1.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWHH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69207 | PA      | $71284.82     | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132DWHT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2548806 | PA      | $2591952.84   | 0.30%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132E0K92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2869669 | PA      | $2996209.37   | 0.35%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132G7CD5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39295 | PA      | $38672.68     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3132H3XT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63948 | PA      | $60805.80     | 0.01%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133BSPX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116590 | PA      | $118776.81    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133CAQ45<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    535268 | PA      | $552884.97    | 0.06%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                        | Federal Farm Credit Banks Funding Corp.                                       | CUSIP: 3133ELY65<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $3891992.70   | 0.45%             | 2035-07-23      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                        | Federal Farm Credit Banks Funding Corp.                                       | CUSIP: 3133EMRX2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   1525000 | PA      | $1228150.88   | 0.14%             | 2036-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                        | Federal Farm Credit Banks Funding Corp.                                       | CUSIP: 3133EMSR4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   2660000 | PA      | $2186789.38   | 0.25%             | 2036-03-10      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                        | Federal Farm Credit Banks Funding Corp.                                       | CUSIP: 3133EMVU3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   4647000 | PA      | $3865889.21   | 0.45%             | 2036-04-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK                                                        | Federal Farm Credit Banks Funding Corp.                                       | CUSIP: 3133ENMU1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |   3831000 | PA      | $3207089.97   | 0.37%             | 2037-02-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KLA98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    253291 | PA      | $218415.91    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KMLZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1927684 | PA      | $1644897.16   | 0.19%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133KPFQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    441628 | PA      | $394084.38    | 0.05%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3133W6EA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    446422 | PA      | $459738.68    | 0.05%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Principal Only STRIPS           | CUSIP: 3136AGZH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    145837 | PA      | $110215.45    | 0.01%             | 2043-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Principal Only STRIPS           | CUSIP: 3136AHNE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141212 | PA      | $107744.23    | 0.01%             | 2043-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                  | Federal National Mortgage Association-ACES                                    | CUSIP: 3136BBHB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    212229 | PA      | $200555.56    | 0.02%             | 2028-11-25      | Fixed         | 1.59%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                  | Federal National Mortgage Association-ACES, Interest Only STRIPS              | CUSIP: 3136BBSN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1724057 | PA      | $65055.41     | 0.01%             | 2028-11-25      | Variable      | 1.97%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                  | Federal National Mortgage Association-ACES, Interest Only STRIPS              | CUSIP: 3136BBTD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2349894 | PA      | $117284.62    | 0.01%             | 2030-07-25      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fanniemae-Aces                                                                  | Federal National Mortgage Association-ACES, Interest Only STRIPS              | CUSIP: 3136BDXR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2313213 | PA      | $141602.66    | 0.02%             | 2033-11-25      | Variable      | 1.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS                                  | CUSIP: 3136BKYQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4133494 | PA      | $3725075.17   | 0.43%             | 2048-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS                                  | CUSIP: 3136BPNB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429315 | PA      | $440035.47    | 0.05%             | 2033-11-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS                                  | CUSIP: 3136BRQC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1035850 | PA      | $1062807.33   | 0.12%             | 2046-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS                                  | CUSIP: 3136BSPM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1637847 | PA      | $1642872.01   | 0.19%             | 2054-09-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                 | Federal National Mortgage Association, Principal Only STRIPS                  | CUSIP: 3136FAQR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4899 | PA      | $4544.83      | 0.00%             | 2032-08-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31371NGL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2175 | PA      | $2231.80      | 0.00%             | 2027-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31371NH57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2167 | PA      | $2222.96      | 0.00%             | 2027-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31371NNB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8428 | PA      | $8662.19      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS                                       | CUSIP: 3137ABAC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     10743 | PA      | $10334.07     | 0.00%             | 2041-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS                                       | CUSIP: 3137ABB59<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20245 | PA      | $19970.74     | 0.00%             | 2041-05-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS                                       | CUSIP: 3137ACX95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6119 | PA      | $6385.47      | 0.00%             | 2038-10-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS                                       | CUSIP: 3137H5PG6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2744519 | PA      | $2493585.44   | 0.29%             | 2047-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS                                       | CUSIP: 3137HHCM1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1695943 | PA      | $1701967.47   | 0.20%             | 2054-11-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS                                       | CUSIP: 3137HHEP2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1689815 | PA      | $1701707.80   | 0.20%             | 2054-11-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138WMME8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    185195 | PA      | $175888.49    | 0.02%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3138X0AZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    210132 | PA      | $199575.99    | 0.02%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Interest Only STRIPS            | CUSIP: 31394VX47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     79366 | PA      | $7543.95      | 0.00%             | 2036-03-25      | Floating      | 2.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Principal Only STRIPS           | CUSIP: 31395BTU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5098 | PA      | $4396.48      | 0.00%             | 2036-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Principal Only STRIPS           | CUSIP: 31395DEB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3125 | PA      | $2619.56      | 0.00%             | 2034-12-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Interest Only STRIPS            | CUSIP: 31395DP45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32710 | PA      | $3530.69      | 0.00%             | 2036-06-25      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Principal Only STRIPS           | CUSIP: 31395DUD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5697 | PA      | $4973.88      | 0.00%             | 2036-06-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS                                       | CUSIP: 31395WWM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     21525 | PA      | $22783.20     | 0.00%             | 2035-06-15      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31396HVT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2025 | PA      | $1801.09      | 0.00%             | 2036-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31396JLG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2108 | PA      | $1846.18      | 0.00%             | 2036-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31396NGH3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       869 | PA      | $764.66       | 0.00%             | 2036-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Principal Only STRIPS           | CUSIP: 31396VD39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3492 | PA      | $3113.91      | 0.00%             | 2037-05-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Interest Only STRIPS            | CUSIP: 31396VKQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     42324 | PA      | $4830.92      | 0.00%             | 2035-08-25      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31397AJ95<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      6872 | PA      | $5915.65      | 0.00%             | 2036-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31397FVL3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      3321 | PA      | $2926.89      | 0.00%             | 2037-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Interest Only STRIPS                 | CUSIP: 31397KTW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     89199 | PA      | $7927.30      | 0.00%             | 2037-10-15      | Floating      | 2.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31397PGA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4533 | PA      | $4134.40      | 0.00%             | 2032-09-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Interest Only STRIPS            | CUSIP: 31397QW95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     87929 | PA      | $9847.55      | 0.00%             | 2041-01-25      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Principal Only STRIPS           | CUSIP: 31398FRR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2693 | PA      | $2426.19      | 0.00%             | 2037-03-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31398LQT8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      9136 | PA      | $7647.50      | 0.00%             | 2037-05-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31398LYU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8474 | PA      | $7108.78      | 0.00%             | 2040-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31398LZP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5539 | PA      | $4848.87      | 0.00%             | 2040-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association REMICS, Principal Only STRIPS           | CUSIP: 31398NR22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     44880 | PA      | $38045.19     | 0.00%             | 2040-10-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31398QCA3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7508 | PA      | $6378.81      | 0.00%             | 2036-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp. REMICS, Principal Only STRIPS                | CUSIP: 31398W2B9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8540 | PA      | $7148.64      | 0.00%             | 2040-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140BFDC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151207 | PA      | $153423.69    | 0.02%             | 2055-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140BS5L7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429243 | PA      | $436403.00    | 0.05%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140BS5U7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    229599 | PA      | $233529.18    | 0.03%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140FXHG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1150255 | PA      | $1202716.13   | 0.14%             | 2058-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140FXLX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    871588 | PA      | $896277.31    | 0.10%             | 2059-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140FXRT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1229654 | PA      | $1069777.18   | 0.12%             | 2060-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140MMBH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1622966 | PA      | $1504111.67   | 0.18%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140N5KN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    162233 | PA      | $167111.36    | 0.02%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QEN81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244659 | PA      | $211088.72    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QKF78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1224492 | PA      | $1097251.93   | 0.13%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QLR40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3143623 | PA      | $2805219.70   | 0.33%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QMCK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6549652 | PA      | $5844623.46   | 0.68%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QMZD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1712263 | PA      | $1471747.15   | 0.17%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QN3C4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1580795 | PA      | $1410619.04   | 0.16%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QNPA4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1607290 | PA      | $1440673.46   | 0.17%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QQCY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    742977 | PA      | $658570.67    | 0.08%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QQEM3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1057842 | PA      | $1096442.78   | 0.13%             | 2052-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QTKY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2392368 | PA      | $2503520.71   | 0.29%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140QVW83<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3026324 | PA      | $3099063.23   | 0.36%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140W1HR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    996279 | PA      | $1014808.50   | 0.12%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140W1MC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2069777 | PA      | $2117614.11   | 0.25%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140W4CP0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2405723 | PA      | $2446361.70   | 0.28%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XB4Y3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2856888 | PA      | $2549358.83   | 0.30%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XF7L9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    549596 | PA      | $490432.70    | 0.06%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XGJR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    236472 | PA      | $211163.64    | 0.02%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XHRT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2494417 | PA      | $2330109.12   | 0.27%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XHXF9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2785307 | PA      | $2400082.72   | 0.28%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XLYK8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1995455 | PA      | $2059908.45   | 0.24%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XQM38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    672897 | PA      | $687908.96    | 0.08%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XQXX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    268400 | PA      | $275637.63    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 3140XRGM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    362361 | PA      | $372411.83    | 0.04%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31417GGE0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     95792 | PA      | $90977.88     | 0.01%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418AHQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     37088 | PA      | $36635.64     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418AJX7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    124951 | PA      | $118673.29    | 0.01%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418AM96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    230923 | PA      | $219319.41    | 0.03%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418APN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     75274 | PA      | $71491.11     | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418AS33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151801 | PA      | $144172.66    | 0.02%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418AWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321357 | PA      | $305207.35    | 0.04%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418D4Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3721893 | PA      | $3170716.85   | 0.37%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418DB92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    787361 | PA      | $736143.64    | 0.09%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1396782 | PA      | $1191290.79   | 0.14%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3841635 | PA      | $3404182.65   | 0.40%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418EDD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1241492 | PA      | $1100276.41   | 0.13%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418EE30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1768851 | PA      | $1569349.06   | 0.18%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418EGT1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3362854 | PA      | $3368028.52   | 0.39%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418EKU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6136206 | PA      | $6145014.85   | 0.72%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2855890 | PA      | $2910662.33   | 0.34%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418EM23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2886498 | PA      | $2981961.31   | 0.35%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418ENL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1651474 | PA      | $1698513.03   | 0.20%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418ER85<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1139955 | PA      | $1160041.63   | 0.14%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418EV98<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    209006 | PA      | $215023.97    | 0.03%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31418FQ91<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3040301 | PA      | $3083491.68   | 0.36%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                      | Federal National Mortgage Association                                         | CUSIP: 31419AN52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59807 | PA      | $60232.26     | 0.01%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31425UTB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    224378 | PA      | $230535.80    | 0.03%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31426TVH7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400680 | PA      | $413321.32    | 0.05%             | 2055-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31427D7A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    545820 | PA      | $563160.94    | 0.07%             | 2055-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31427NAR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1081631 | PA      | $1007351.67   | 0.12%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31427Q5M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    433513 | PA      | $433980.05    | 0.05%             | 2055-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31427Q5S7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    328000 | PA      | $334186.72    | 0.04%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 31427Q5T5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    512000 | PA      | $521367.72    | 0.06%             | 2055-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FedEx Corp.                                                                   | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |      2374 | NS      | $685753.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDEX CORP                                                                      | FedEx Corp.                                                                   | CUSIP: 31428XDL7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    141000 | PA      | $105879.32    | 0.01%             | 2041-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                     | Federal Home Loan Mortgage Corp.                                              | CUSIP: 3142GSFK9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2734410 | PA      | $2839164.37   | 0.33%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                      | Fidelity National Information Services, Inc.                                  | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      4747 | NS      | $315485.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                             | Fifth Third Bancorp                                                           | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |      5586 | NS      | $261480.66    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                                                             | Fifth Third Bancorp                                                           | CUSIP: 316773DF4<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    190000 | PA      | $185735.51    | 0.02%             | 2033-04-25      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Figma Inc                                                                       | Figma, Inc.                                                                   | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |      1194 | NS      | $44619.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares Inc/NC                                                | First Citizens BancShares, Inc.                                               | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |       414 | NS      | $888518.52    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                                                        | Next PLC                                                                      | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      2783 | NS      | $512350.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| FIRSTENERGY TRANSMISSION                                                        | FirstEnergy Transmission LLC                                                  | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    388000 | PA      | $329577.96    | 0.04%             | 2049-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                                                              | Ford Motor Co.                                                                | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101334.31    | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    574000 | PA      | $615046.25    | 0.07%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204349.00    | 0.02%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                        | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    205000 | PA      | $214380.19    | 0.02%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: —       |
| Fortune Brands Innovations Inc                                                  | Fortune Brands Innovations, Inc.                                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |      2713 | NS      | $135704.26    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Foundation Finance Trust                                                        | Foundation Finance Trust                                                      | CUSIP: 35040WAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    356868 | PA      | $361146.07    | 0.04%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Foundation Finance Trust                                                        | Foundation Finance Trust                                                      | CUSIP: 35042TAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    378319 | PA      | $379324.99    | 0.04%             | 2052-08-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                           | Foundry JV Holdco LLC                                                         | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    770000 | PA      | $816501.32    | 0.10%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| FOUNDRY JV HOLDCO LLC                                                           | Foundry JV Holdco LLC                                                         | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    200000 | PA      | $206438.91    | 0.02%             | 2031-01-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                              | Federal Home Loan Mortgage Corp. Multifamily Structured Credit Risk           | CUSIP: 35563YAA8<br>LEI: 529900E2V0BG2KXC9E18 | Long             | ABS-MBS          | USGSE             | US        |    310555 | PA      | $310377.44    | 0.04%             | 2045-07-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                            | Freeport-McMoRan, Inc.                                                        | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    290000 | PA      | $280731.92    | 0.03%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GE CAPITAL FUNDING LLC                                                          | GE Capital Funding LLC                                                        | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202034.55    | 0.02%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                           | GFL Environmental, Inc.                                                       | CUSIP: 36168QAM6<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $108167.62    | 0.01%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                           | GFL Environmental, Inc.                                                       | CUSIP: 36168QAQ7<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   1010000 | PA      | $1059663.72   | 0.12%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179W2T4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5947608 | PA      | $4927248.97   | 0.57%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179XDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2284357 | PA      | $2057676.98   | 0.24%             | 2052-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7986957 | PA      | $7841131.17   | 0.91%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179XDF0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    773376 | PA      | $774993.27    | 0.09%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179XFJ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2025005 | PA      | $2030535.02   | 0.24%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179XHV1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1521792 | PA      | $1371016.84   | 0.16%             | 2052-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179XHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1848230 | PA      | $1758155.59   | 0.20%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179XLJ3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3519765 | PA      | $3586781.20   | 0.42%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 36179XNB8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2459374 | PA      | $2214835.44   | 0.26%             | 2052-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 3618N5GJ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1551544 | PA      | $1398147.15   | 0.16%             | 2055-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 3622ADEV6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1419238 | PA      | $1447954.67   | 0.17%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 3622ADHZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2022530 | PA      | $2063455.22   | 0.24%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association                                      | CUSIP: 3622ADJN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1821477 | PA      | $1858860.41   | 0.22%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                         | Arthur J Gallagher & Co.                                                      | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       887 | NS      | $229546.73    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corp                                                           | General Dynamics Corp.                                                        | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |      1707 | NS      | $574678.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS CO                                                               | General Motors Co.                                                            | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     81000 | PA      | $77944.06     | 0.01%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                                                               | General Motors Co.                                                            | CUSIP: 37045VAT7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    129000 | PA      | $125195.44    | 0.01%             | 2049-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co., Inc.                                            | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    144000 | PA      | $152644.89    | 0.02%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co., Inc.                                            | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    306000 | PA      | $320252.42    | 0.04%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co., Inc.                                            | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    430000 | PA      | $447671.30    | 0.05%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                          | General Motors Financial Co., Inc.                                            | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    130000 | PA      | $136992.67    | 0.02%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Gentex Corp                                                                     | Gentex Corp.                                                                  | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |      4802 | NS      | $111742.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                                                             | Gilead Sciences, Inc.                                                         | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      3043 | NS      | $373497.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                             | Gilead Sciences, Inc.                                                         | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    588000 | PA      | $617895.20    | 0.07%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                            | Glencore Funding LLC                                                          | CUSIP: 378272BZ0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    130000 | PA      | $133596.80    | 0.02%             | 2030-04-01      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                                                            | Glencore Funding LLC                                                          | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    783000 | PA      | $817503.42    | 0.10%             | 2035-04-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | Global Payments, Inc.                                                         | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    600000 | PA      | $537733.09    | 0.06%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | Global Payments, Inc.                                                         | CUSIP: 37940XAW2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1246388.20   | 0.15%             | 2030-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | Global Payments, Inc.                                                         | CUSIP: 37940XAX0<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175081.98    | 0.02%             | 2032-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                             | Global Payments, Inc.                                                         | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198786.44    | 0.02%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| GoDaddy Inc                                                                     | GoDaddy, Inc.                                                                 | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |      2049 | NS      | $254239.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |       944 | NS      | $829776.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1579000 | PA      | $1674507.88   | 0.19%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    931000 | PA      | $956563.29    | 0.11%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GB60<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    216000 | PA      | $218947.07    | 0.03%             | 2030-10-23      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    169000 | PA      | $175401.09    | 0.02%             | 2036-01-28      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1265238.10   | 0.15%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GD35<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1052485.54   | 0.12%             | 2031-10-21      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    680000 | PA      | $675050.50    | 0.08%             | 2036-10-21      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    984000 | PA      | $966759.14    | 0.11%             | 2027-09-10      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                         | Goldman Sachs Group, Inc.                                                     | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    277000 | PA      | $249076.98    | 0.03%             | 2038-10-31      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Goodgreen Trust                                                                 | Goodgreen Trust                                                               | CUSIP: 38218AAA3<br>LEI: 549300X0P2BXCQULUH20 | Long             | ABS-O            | CORP              | US        |       757 | PA      | $756.22       | 0.00%             | 2051-10-20      | Fixed         | 5.00%                 | No            |                  3 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38373MA91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11467 | PA      | $12424.41     | 0.00%             | 2037-04-20      | Floating      | 9.81%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BE73<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4 | PA      | $3.61         | 0.00%             | 2063-01-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BEL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       378 | PA      | $380.33       | 0.00%             | 2060-07-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BK84<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1104 | PA      | $1057.86      | 0.00%             | 2063-02-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BR61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        31 | PA      | $31.40        | 0.00%             | 2062-04-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BR95<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4986 | PA      | $4774.55      | 0.00%             | 2063-04-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BUB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         4 | PA      | $4.10         | 0.00%             | 2062-05-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BWC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        59 | PA      | $58.63        | 0.00%             | 2061-05-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BWP3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3665 | PA      | $3649.59      | 0.00%             | 2060-03-20      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38375BYQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       301 | PA      | $301.49       | 0.00%             | 2062-07-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS, Interest Only STRIPS         | CUSIP: 38375GBA8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       170 | PA      | $9.30         | 0.00%             | 2031-04-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS, Principal Only STRIPS        | CUSIP: 38375PCK5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4003 | PA      | $3264.95      | 0.00%             | 2038-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS, Interest Only STRIPS         | CUSIP: 38376R5T9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    849926 | PA      | $21251.72     | 0.00%             | 2067-06-20      | Variable      | 1.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38376RN28<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     83587 | PA      | $84146.56     | 0.01%             | 2066-12-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38377UD88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    311826 | PA      | $315145.28    | 0.04%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS, Interest Only STRIPS         | CUSIP: 38377WFA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     24898 | PA      | $1702.48      | 0.00%             | 2041-05-20      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38378GKK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     56310 | PA      | $54762.50     | 0.01%             | 2042-11-16      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                        | Government National Mortgage Association REMICS                               | CUSIP: 38385CKW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1056392 | PA      | $1021444.88   | 0.12%             | 2051-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging Holding Co                                                    | Graphic Packaging Holding Co.                                                 | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      9016 | NS      | $135780.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GREAT AMERICA LEASING RECEIVABLES                                               | GreatAmerica Leasing Receivables Funding LLC                                  | CUSIP: 39154GAK2<br>LEI: 549300JFP7GIDD4UWO79 | Long             | ABS-O            | CORP              | US        |    193000 | PA      | $196149.59    | 0.02%             | 2032-01-15      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Greensky Home Improvement Issuer Trust                                          | GreenSky Home Improvement Issuer Trust                                        | CUSIP: 39571VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    135000 | PA      | $136970.60    | 0.02%             | 2060-06-25      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| GUARDIAN LIFE GLOB FUND                                                         | Guardian Life Global Funding                                                  | CUSIP: 40139LBL6<br>LEI: 635400NHILJ5JEKILC36 | Long             | DBT              | CORP              | US        |    430000 | PA      | $433011.44    | 0.05%             | 2032-09-05      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     60000 | PA      | $56700.50     | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    207000 | PA      | $187080.89    | 0.02%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    124000 | PA      | $101265.95    | 0.01%             | 2052-03-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    363000 | PA      | $371921.64    | 0.04%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    460000 | PA      | $479351.37    | 0.06%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $71339.73     | 0.01%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    206000 | PA      | $204134.41    | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404119DH9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    145000 | PA      | $138175.24    | 0.02%             | 2055-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    220000 | PA      | $226770.65    | 0.03%             | 2028-09-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                         | HCA, Inc.                                                                     | CUSIP: 404121AL9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    120000 | PA      | $118547.64    | 0.01%             | 2054-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                                                              | HCA Healthcare, Inc.                                                          | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |       757 | NS      | $353413.02    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Ltd                                                                   | HDFC Bank Ltd.                                                                | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |      7256 | NS      | $265134.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                             | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    485000 | PA      | $512723.31    | 0.06%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                             | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    410000 | PA      | $417662.38    | 0.05%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                             | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    480000 | PA      | $488887.59    | 0.06%             | 2028-11-19      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                             | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    570000 | PA      | $588114.36    | 0.07%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                             | CUSIP: 404280EW5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    620000 | PA      | $638771.60    | 0.07%             | 2031-05-13      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                               | HSBC Holdings PLC                                                             | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    425000 | PA      | $426310.55    | 0.05%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                                             | LVMH Moet Hennessy Louis Vuitton SE                                           | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |      1358 | NS      | $1023573.04   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini SE                                                                    | Capgemini SE                                                                  | CUSIP: 000000000<br>LEI: 96950077L0TN7BAROX36 | Long             | EC               | CORP              | FR        |      2951 | NS      | $490008.04    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Holdings Inc                                                            | Hayward Holdings, Inc.                                                        | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     16652 | NS      | $257273.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HEALTHPEAK OP LLC                                                               | Healthpeak OP LLC                                                             | CUSIP: 42250GAA1<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | DBT              |  | US        |    130000 | PA      | $132776.47    | 0.02%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | Hess Corp.                                                                    | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    350000 | PA      | $377703.21    | 0.04%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                       | Hess Corp.                                                                    | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    359000 | PA      | $370926.93    | 0.04%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                        | Hess Midstream Operations LP                                                  | CUSIP: 428102AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    607000 | PA      | $614533.48    | 0.07%             | 2030-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                        | Hess Midstream Operations LP                                                  | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    249000 | PA      | $257142.30    | 0.03%             | 2029-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     29343 | NS      | $704818.86    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                   | Hilton Worldwide Holdings, Inc.                                               | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |       712 | NS      | $204522.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc.                                                              | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    118000 | PA      | $96358.86     | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC                                                                  | Home Depot, Inc.                                                              | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    458000 | PA      | $262681.19    | 0.03%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts Inc                                                       | Host Hotels & Resorts, Inc.                                                   | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               |  | US        |     11720 | NS      | $207795.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                                            | Howmet Aerospace, Inc.                                                        | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |      4341 | NS      | $889991.82    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot Inc                                                                     | HubSpot, Inc.                                                                 | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |       691 | NS      | $277298.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc                                                                      | Humana, Inc.                                                                  | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |      2255 | NS      | $577573.15    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| JB Hunt Transport Services Inc                                                  | JB Hunt Transport Services, Inc.                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |      2390 | NS      | $464472.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                           | Huntington Bancshares, Inc.                                                   | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    262000 | PA      | $274786.60    | 0.03%             | 2029-08-21      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON BANCSHARES                                                           | Huntington Bancshares, Inc.                                                   | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    264000 | PA      | $275772.46    | 0.03%             | 2035-02-02      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Kingspan Group PLC                                                              | Kingspan Group PLC                                                            | CUSIP: 000000000<br>LEI: 635400HM7V74SUB9OG75 | Long             | EC               | CORP              | IE        |      3886 | NS      | $334852.47    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                                                    | KBC Group NV                                                                  | CUSIP: 000000000<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | EC               | CORP              | BE        |      4736 | NS      | $616797.44    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Inc                                                                         | ITT, Inc.                                                                     | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |      2998 | NS      | $520182.98    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| IMPERIAL BRANDS FIN PLC                                                         | Imperial Brands Finance PLC                                                   | CUSIP: 45262BAH6<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |    597000 | PA      | $624234.28    | 0.07%             | 2034-07-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                    | ING Groep NV                                                                  | CUSIP: 456837BP7<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    515000 | PA      | $517320.58    | 0.06%             | 2029-03-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Insmed Inc                                                                      | Insmed, Inc.                                                                  | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |      4113 | NS      | $715826.52    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp.                                                                   | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    130000 | PA      | $105397.28    | 0.01%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                      | Intel Corp.                                                                   | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     65000 | PA      | $46253.57     | 0.01%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Interactive Brokers Group Inc                                                   | Interactive Brokers Group, Inc.                                               | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |      5016 | NS      | $322578.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | Intercontinental Exchange, Inc.                                               | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |      1082 | NS      | $175240.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                                                          | International Paper Co.                                                       | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      4846 | NS      | $190883.94    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | Intesa Sanpaolo SpA                                                           | CUSIP: 46115HBS5<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    925000 | PA      | $786918.53    | 0.09%             | 2042-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                             | Intesa Sanpaolo SpA                                                           | CUSIP: 46115HBZ9<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |    250000 | PA      | $275104.40    | 0.03%             | 2033-06-20      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                      | Intuit, Inc.                                                                  | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |      1319 | NS      | $873731.98    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                                                          | Intuitive Surgical, Inc.                                                      | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |      1050 | NS      | $594678.00    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                                              | IQVIA Holdings, Inc.                                                          | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      1362 | NS      | $307008.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE OF ISRAEL                                                                 | Israel Government International Bonds                                         | CUSIP: 46514Y8B6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    685000 | PA      | $714842.75    | 0.08%             | 2035-02-19      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                               | ITC Holdings Corp.                                                            | CUSIP: 465685AQ8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |   1117000 | PA      | $1054327.63   | 0.12%             | 2030-05-14      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                               | ITC Holdings Corp.                                                            | CUSIP: 465685AS4<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180244.02    | 0.02%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                                               | ITC Holdings Corp.                                                            | CUSIP: 465685AT2<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |    492000 | PA      | $512770.60    | 0.06%             | 2034-05-09      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                        | JBS USA Holding Lux SARL/JBS USA Food Co./JBS Lux Co. SARL                    | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    120000 | PA      | $107718.34    | 0.01%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                        | JBS USA Holding Lux SARL/JBS USA Food Co./JBS Lux Co. SARL                    | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    199000 | PA      | $154687.98    | 0.02%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD/LUX CO                                                        | JBS USA Holding Lux SARL/JBS USA Food Co./JBS Lux Co. SARL                    | CUSIP: 46590XAU0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    200000 | PA      | $187154.47    | 0.02%             | 2032-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                       | Jabil, Inc.                                                                   | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |      1780 | NS      | $405875.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pernod Ricard SA                                                                | Pernod Ricard SA                                                              | CUSIP: 000000000<br>LEI: 52990097YFPX9J0H5D87 | Long             | EC               | CORP              | FR        |      1130 | NS      | $96757.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TOBACCO INC                                                               | Japan Tobacco, Inc.                                                           | CUSIP: 471105AE6<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | DBT              | CORP              | JP        |    340000 | PA      | $362499.70    | 0.04%             | 2035-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                        | JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Co.  | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    570000 | PA      | $579209.89    | 0.07%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA HOLD/FOOD GRP/CO                                                        | JBS USA Holding Lux SARL/JBS USA Foods Group Holdings, Inc./JBS USA Food Co.  | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    190000 | PA      | $189178.54    | 0.02%             | 2066-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JETBLUE 2019-1 CLASS AA                                                         | JetBlue Pass-Through Trust                                                    | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    109374 | PA      | $98118.28     | 0.01%             | 2032-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                               | Johnson & Johnson                                                             | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |     12342 | NS      | $2554176.90   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| KBC GROUP NV                                                                    | KBC Group NV                                                                  | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    200000 | PA      | $203741.63    | 0.02%             | 2030-10-16      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| KBC GROUP NV                                                                    | KBC Group NV                                                                  | CUSIP: 48241FAE4<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | BE        |    250000 | PA      | $249359.84    | 0.03%             | 2031-09-23      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                                                        | KGS-Alpha SBA COOF Trust, Interest Only STRIPS                                | CUSIP: 48247KAA5<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     88694 | PA      | $1348.83      | 0.00%             | 2038-08-25      | Variable      | 0.91%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                                                        | KGS-Alpha SBA COOF Trust, Interest Only STRIPS                                | CUSIP: 48248XAA6<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     84687 | PA      | $2155.19      | 0.00%             | 2039-03-25      | Variable      | 1.57%                 | No            |                  2 | On Loan: No      |
| KGS-Alpha SBA COOF Trust                                                        | KGS-Alpha SBA COOF Trust, Interest Only STRIPS                                | CUSIP: 48249GAA2<br>LEI: N/A                  | Long             | ABS-O            | USGA              | US        |     24305 | PA      | $1391.39      | 0.00%             | 2040-04-25      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| SAP SE                                                                          | SAP SE                                                                        | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |      1437 | NS      | $349145.78    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| KENVUE INC                                                                      | Kenvue, Inc.                                                                  | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     31000 | PA      | $28115.96     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                            | Keurig Dr. Pepper, Inc.                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |     11207 | NS      | $313908.07    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KEURIG DR PEPPER INC                                                            | Keurig Dr. Pepper, Inc.                                                       | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    112000 | PA      | $75136.63     | 0.01%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| KEYCORP                                                                         | KeyCorp                                                                       | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    469000 | PA      | $468755.21    | 0.05%             | 2033-06-01      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                                                     | KeyBank NA                                                                    | CUSIP: 49327V2B9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    590000 | PA      | $578975.60    | 0.07%             | 2029-04-13      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                                                         | Kinder Morgan Energy Partners LP                                              | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    185000 | PA      | $197570.16    | 0.02%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | Kinder Morgan, Inc.                                                           | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |     15027 | NS      | $413092.23    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                                               | Kinder Morgan, Inc.                                                           | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    140000 | PA      | $144759.55    | 0.02%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                             | Kinetik Holdings LP                                                           | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    677000 | PA      | $683065.70    | 0.08%             | 2030-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Kinsale Capital Group Inc                                                       | Kinsale Capital Group, Inc.                                                   | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |       548 | NS      | $214333.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands Inc                                                              | Kontoor Brands, Inc.                                                          | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |      5094 | NS      | $311192.46    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | Kraft Heinz Foods Co.                                                         | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    415000 | PA      | $342839.65    | 0.04%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| KRAFT HEINZ FOODS CO                                                            | Kraft Heinz Foods Co.                                                         | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    220000 | PA      | $205819.35    | 0.02%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co.                                                                    | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     66000 | PA      | $55526.86     | 0.01%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                                       | Kroger Co.                                                                    | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    332000 | PA      | $316694.55    | 0.04%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                                                            | Labcorp Holdings, Inc.                                                        | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2441 | NS      | $612398.08    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Allianz SE                                                                      | Allianz SE                                                                    | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |      1665 | NS      | $769858.04    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| LEHMAN BROTHERS HOLDINGS                                                        | Lehman Brothers Holdings, Inc.                                                | CUSIP: 52522L590<br>LEI: 549300FDK6ZP3YIHRJ47 | Long             | DBT              | CORP              | US        |    899000 | PA      | $166.58       | 0.00%             | 2009-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                      | Leidos, Inc.                                                                  | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    655000 | PA      | $589331.18    | 0.07%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                      | Leidos, Inc.                                                                  | CUSIP: 52532XAK1<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    249000 | PA      | $258986.77    | 0.03%             | 2032-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                          | Lendmark Funding Trust                                                        | CUSIP: 52603GAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | PA      | $1038390.38   | 0.12%             | 2034-10-20      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                          | Lendmark Funding Trust                                                        | CUSIP: 52604DAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $580794.30    | 0.07%             | 2032-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lendmark Funding Trust                                                          | Lendmark Funding Trust                                                        | CUSIP: 52604QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    230000 | PA      | $233978.86    | 0.03%             | 2034-09-20      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                             | Erste Group Bank AG                                                           | CUSIP: 000000000<br>LEI: PQOH26KWDF7CG10L6792 | Long             | EC               | CORP              | AT        |      4319 | NS      | $517888.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                       | Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen                     | CUSIP: 000000000<br>LEI: 529900MUF4C20K50JS49 | Long             | EC               | CORP              | DE        |      1432 | NS      | $942379.66    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | Eli Lilly & Co.                                                               | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       759 | NS      | $815682.12    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                                                  | Eli Lilly & Co.                                                               | CUSIP: 532457DG0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100761.15    | 0.01%             | 2065-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                            | Lockheed Martin Corp.                                                         | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    220000 | PA      | $221951.05    | 0.03%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                      | Loews Corp.                                                                   | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |      6584 | NS      | $693361.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos Inc                                                                  | Lowe's Cos., Inc.                                                             | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |      5486 | NS      | $1323003.76   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos., Inc.                                                             | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    670000 | PA      | $481622.68    | 0.06%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                                                  | Lowe's Cos., Inc.                                                             | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    195000 | PA      | $189054.47    | 0.02%             | 2053-04-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                                       | Kering SA                                                                     | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |       888 | NS      | $310300.65    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T Bank Corp.                                                                | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      5490 | NS      | $1106125.20   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORPORATION                                                            | M&T Bank Corp.                                                                | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    501000 | PA      | $532198.11    | 0.06%             | 2032-03-13      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                            | M&T Bank Corp.                                                                | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     41000 | PA      | $41651.74     | 0.00%             | 2029-01-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                            | M&T Bank Corp.                                                                | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    231000 | PA      | $234731.16    | 0.03%             | 2036-01-16      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                                                            | M&T Bank Corp.                                                                | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    194000 | PA      | $199165.12    | 0.02%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| SEKISUI HOUSE US                                                                | Sekisui House U.S., Inc.                                                      | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |    154000 | PA      | $143698.98    | 0.02%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                                            | MGIC Investment Corp.                                                         | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |     17886 | NS      | $522628.92    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                       | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    236000 | PA      | $227629.59    | 0.03%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                                                                       | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    600000 | PA      | $604463.84    | 0.07%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                             | MRCD Mortgage Trust                                                           | CUSIP: 55348UAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1230000 | PA      | $1033200.00   | 0.12%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                         | Manulife Financial Corp.                                                      | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    169000 | PA      | $168441.68    | 0.02%             | 2032-02-24      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                         | Marathon Petroleum Corp.                                                      | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     74000 | PA      | $63251.30     | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mariner Finance Issuance Trust                                                  | Mariner Finance Issuance Trust                                                | CUSIP: 56847TAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    346000 | PA      | $347108.13    | 0.04%             | 2038-11-22      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | Banco Santander SA                                                            | CUSIP: 000000000<br>LEI: 5493006QMFDDMYWIAM13 | Long             | EC               | CORP              | ES        |     85015 | NS      | $1000668.05   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | Mars, Inc.                                                                    | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    525000 | PA      | $532192.70    | 0.06%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | Mars, Inc.                                                                    | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    180000 | PA      | $185533.96    | 0.02%             | 2032-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | Mars, Inc.                                                                    | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    260000 | PA      | $267235.70    | 0.03%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | Mars, Inc.                                                                    | CUSIP: 571676BB0<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    174000 | PA      | $175394.62    | 0.02%             | 2045-05-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| MARS INC                                                                        | Mars, Inc.                                                                    | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    167000 | PA      | $167580.43    | 0.02%             | 2065-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      1495 | NS      | $277352.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD                                                   | Marriott International, Inc.                                                  | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      1665 | NS      | $516549.60    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL                                                          | Marriott International, Inc.                                                  | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    225000 | PA      | $230328.70    | 0.03%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Siemens AG                                                                      | Siemens AG                                                                    | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |      5729 | NS      | $1604557.50   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                   | Martin Marietta Materials, Inc.                                               | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |       591 | NS      | $367992.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | Marvell Technology, Inc.                                                      | CUSIP: 573874AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348000 | PA      | $322311.72    | 0.04%             | 2031-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | Marvell Technology, Inc.                                                      | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    494000 | PA      | $515137.98    | 0.06%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: —       |
| MARVELL TECHNOLOGY INC                                                          | Marvell Technology, Inc.                                                      | CUSIP: 573874AQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    506000 | PA      | $541005.43    | 0.06%             | 2033-09-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | Marvell Technology, Inc.                                                      | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     35000 | PA      | $35457.29     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                                                          | Marvell Technology, Inc.                                                      | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    300000 | PA      | $309094.28    | 0.04%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MASSACHUSETTS ELECTRIC                                                          | Massachusetts Electric Co.                                                    | CUSIP: 575634AU4<br>LEI: 549300XN8GZY5U5O1B96 | Long             | DBT              | CORP              | US        |    334000 | PA      | $292190.88    | 0.03%             | 2030-11-24      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                  | Mastercard, Inc.                                                              | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      4092 | NS      | $2336040.96   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                                                 | McDonald's Corp.                                                              | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |      4841 | NS      | $1479554.83   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp.                                                              | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    271000 | PA      | $221185.71    | 0.03%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                                 | McDonald's Corp.                                                              | CUSIP: 58013MGB4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $252013.20    | 0.03%             | 2031-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                             | Deutsche Telekom AG                                                           | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |     17205 | NS      | $560040.86    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                        | Infineon Technologies AG                                                      | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |     22596 | NS      | $985884.70    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | Merck & Co., Inc.                                                             | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      4447 | NS      | $468091.22    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co., Inc.                                                             | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     86000 | PA      | $79026.46     | 0.01%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                                                  | Merck & Co., Inc.                                                             | CUSIP: 58933YBV6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    180000 | PA      | $180385.56    | 0.02%             | 2029-03-15      | Floating      | 4.32%                 | No            |                  2 | On Loan: —       |
| METLIFE CAPITAL TRUST IV                                                        | MetLife Capital Trust IV                                                      | CUSIP: 591560AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $469835.38    | 0.05%             | 2037-12-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                         | Metropolitan Life Global Funding I                                            | CUSIP: 59217GEG0<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    230000 | PA      | $218173.84    | 0.03%             | 2030-04-09      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                                                         | Metropolitan Life Global Funding I                                            | CUSIP: 59217GFP9<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    545000 | PA      | $560775.76    | 0.07%             | 2033-03-28      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International Inc                                                | Mettler-Toledo International, Inc.                                            | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |       134 | NS      | $186821.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEXICO CITY ARPT TRUST                                                          | Mexico City Airport Trust                                                     | CUSIP: 59284MAD6<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |    200000 | PA      | $175096.00    | 0.02%             | 2047-07-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                  | Microsoft Corp.                                                               | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     15516 | NS      | $7503847.92   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                                  | Microsoft Corp.                                                               | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    115000 | PA      | $70213.15     | 0.01%             | 2050-06-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | Micron Technology, Inc.                                                       | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    270000 | PA      | $287183.08    | 0.03%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                                                           | Micron Technology, Inc.                                                       | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    249000 | PA      | $265658.41    | 0.03%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc                                           | Mid-America Apartment Communities, Inc.                                       | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               |  | US        |      3750 | NS      | $520912.50    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENTS                                                          | Mid-America Apartments LP                                                     | CUSIP: 59523UAY3<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |    160000 | PA      | $159787.00    | 0.02%             | 2033-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MID-ATLANTIC INTERSTATE                                                         | Mid-Atlantic Interstate Transmission LLC                                      | CUSIP: 59524QAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $28019.10     | 0.00%             | 2028-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                              | Koninklijke KPN NV                                                            | CUSIP: 000000000<br>LEI: 549300YO0JZHAL7FVP81 | Long             | EC               | CORP              | NL        |    141039 | NS      | $659035.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp/The                                                               | Middleby Corp.                                                                | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |      2051 | NS      | $304922.17    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ajinomoto Co Inc                                                                | Ajinomoto Co., Inc.                                                           | CUSIP: 000000000<br>LEI: 353800UT0TLROREPIC92 | Long             | EC               | CORP              | JP        |     22200 | NS      | $469307.74    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                                                          | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822DN1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    440000 | PA      | $442369.30    | 0.05%             | 2031-09-12      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                           | Mohawk Industries, Inc.                                                       | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |      2944 | NS      | $321779.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                                                               | Telstra Group Ltd.                                                            | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |    204592 | NS      | $663811.11    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                                          | Morgan Stanley Bank NA                                                        | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    815000 | PA      | $831260.01    | 0.10%             | 2028-05-26      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | Morgan Stanley                                                                | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      4471 | NS      | $793736.63    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    417000 | PA      | $366230.54    | 0.04%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    210000 | PA      | $184245.10    | 0.02%             | 2032-04-28      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    214000 | PA      | $212791.17    | 0.02%             | 2029-01-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    797000 | PA      | $700812.76    | 0.08%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     76000 | PA      | $78428.13     | 0.01%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    325000 | PA      | $333634.12    | 0.04%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    461000 | PA      | $480281.66    | 0.06%             | 2030-04-18      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    307000 | PA      | $314762.83    | 0.04%             | 2030-07-19      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    615000 | PA      | $622440.01    | 0.07%             | 2030-10-18      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    480000 | PA      | $495113.87    | 0.06%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61748UAM4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    330000 | PA      | $328916.67    | 0.04%             | 2031-10-22      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                  | Morgan Stanley                                                                | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    279000 | PA      | $276530.16    | 0.03%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                          | DBS Group Holdings Ltd.                                                       | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |     41680 | NS      | $1825776.54   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                         | Morgan Stanley Private Bank NA                                                | CUSIP: 61776NVG5<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    455000 | PA      | $461232.39    | 0.05%             | 2031-07-18      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY PVT BANK                                                         | Morgan Stanley Private Bank NA                                                | CUSIP: 61776NZW6<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |    990000 | PA      | $992591.79    | 0.12%             | 2031-11-19      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Ltd                                                                   | Rio Tinto Ltd.                                                                | CUSIP: 000000000<br>LEI: 529900X2VMAQT2PE0V24 | Long             | EC               | CORP              | AU        |      3703 | NS      | $361248.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd                                              | Hong Kong Exchanges & Clearing Ltd.                                           | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | Long             | EC               | CORP              | HK        |     11400 | NS      | $596463.38    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA Inc                                                                  | Murphy USA, Inc.                                                              | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |       684 | NS      | $276007.68    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| NGPL PIPECO LLC                                                                 | NGPL PipeCo LLC                                                               | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    394000 | PA      | $395506.73    | 0.05%             | 2027-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NMEF Funding LLC                                                                | NMEF Funding LLC                                                              | CUSIP: 62919WAB5<br>LEI: 549300LKWL3P0UPHKL72 | Long             | ABS-O            | CORP              | US        |    435000 | PA      | $436673.92    | 0.05%             | 2033-01-18      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG Energy, Inc.                                                              | CUSIP: 629377CL4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    439000 | PA      | $437061.95    | 0.05%             | 2029-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG Energy, Inc.                                                              | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    243000 | PA      | $268609.53    | 0.03%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG Energy, Inc.                                                              | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    230000 | PA      | $230291.41    | 0.03%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                  | NRG Energy, Inc.                                                              | CUSIP: 629377DB5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324655.76    | 0.04%             | 2035-10-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| NTT FINANCE CORP                                                                | NTT Finance Corp.                                                             | CUSIP: 62954WAV7<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    200000 | PA      | $207087.63    | 0.02%             | 2035-07-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                          | NRZ Excess Spread-Collateralized Notes                                        | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670876 | PA      | $662774.99    | 0.08%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Natera Inc                                                                      | Natera, Inc.                                                                  | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |      1945 | NS      | $445580.05    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |    105100 | NS      | $1668049.54   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT, Inc.                                                                | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    250000 | PA      | $161646.63    | 0.02%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT, Inc.                                                                | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |    170000 | PA      | $119710.99    | 0.01%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                                                                    | NNN REIT, Inc.                                                                | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              |  | US        |     80000 | PA      | $49906.91     | 0.01%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                               | NatWest Group PLC                                                             | CUSIP: 639057AQ1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $225028.20    | 0.03%             | 2033-11-10      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| NATWEST MARKETS PLC                                                             | NatWest Markets PLC                                                           | CUSIP: 63906YAS7<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    560000 | PA      | $560594.60    | 0.07%             | 2030-11-06      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                     | Netflix, Inc.                                                                 | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |     10520 | NS      | $986355.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| NETFLIX INC                                                                     | Netflix, Inc.                                                                 | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    128000 | PA      | $133428.68    | 0.02%             | 2029-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                                                      | Neurocrine Biosciences, Inc.                                                  | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |      3188 | NS      | $452154.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEVADA POWER CO                                                                 | Nevada Power Co.                                                              | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    725000 | PA      | $733152.63    | 0.09%             | 2055-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hitachi Ltd                                                                     | Hitachi Ltd.                                                                  | CUSIP: 000000000<br>LEI: 549300T6IPOCDWLKC615 | Long             | EC               | CORP              | JP        |     24100 | NS      | $755813.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoya Corp                                                                       | Hoya Corp.                                                                    | CUSIP: 000000000<br>LEI: 353800X4VR3BHEUCJB42 | Long             | EC               | CORP              | JP        |      3600 | NS      | $546010.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corp                                                                        | IHI Corp.                                                                     | CUSIP: 000000000<br>LEI: 549300ETQIESIUQ2OE26 | Long             | EC               | CORP              | JP        |     23500 | NS      | $413143.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp                                                                     | ITOCHU Corp.                                                                  | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |     57500 | NS      | $726616.58    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp                                                                        | Kao Corp.                                                                     | CUSIP: 000000000<br>LEI: 353800HM38HFCB8RGL63 | Long             | EC               | CORP              | JP        |     15400 | NS      | $614637.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corp                                                                    | Keyence Corp.                                                                 | CUSIP: 000000000<br>LEI: 529900M7PQBS7A89DZ11 | Long             | EC               | CORP              | JP        |      1300 | NS      | $470242.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NY & PRESBYTERIAN HOSPIT                                                        | New York & Presbyterian Hospital                                              | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |    234000 | PA      | $163748.76    | 0.02%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                         | New York Life Insurance Co.                                                   | CUSIP: 64952GAQ1<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     86000 | PA      | $66994.12     | 0.01%             | 2069-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE INSURANCE                                                         | New York Life Insurance Co.                                                   | CUSIP: 64952GAT5<br>LEI: TAE73CY392TBWJ3O3305 | Long             | DBT              | CORP              | US        |     72000 | PA      | $53365.59     | 0.01%             | 2050-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                        | New York Life Global Funding                                                  | CUSIP: 64952WDS9<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    242000 | PA      | $211493.81    | 0.02%             | 2030-08-07      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                                                        | New York Life Global Funding                                                  | CUSIP: 64952WEG4<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    230000 | PA      | $201804.31    | 0.02%             | 2031-08-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings Inc                                                       | Tokio Marine Holdings, Inc.                                                   | CUSIP: 000000000<br>LEI: 5299009QN2NZ191KLS29 | Long             | EC               | CORP              | JP        |     11600 | NS      | $428806.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media Group Inc                                                         | Nexstar Media Group, Inc.                                                     | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1617 | NS      | $328331.85    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                                                              | NextEra Energy, Inc.                                                          | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |     14309 | NS      | $1148726.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                          | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    216000 | PA      | $230598.47    | 0.03%             | 2054-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                          | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    304000 | PA      | $313803.09    | 0.04%             | 2055-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                                          | NextEra Energy Capital Holdings, Inc.                                         | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     80000 | PA      | $80879.44     | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                        | NIKE, Inc.                                                                    | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |      2321 | NS      | $147870.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource, Inc.                                                                | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    216000 | PA      | $224813.23    | 0.03%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                                    | NiSource, Inc.                                                                | CUSIP: 65473QAZ6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     36000 | PA      | $36213.80     | 0.00%             | 2042-02-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                                                 | Nordea Bank Abp                                                               | CUSIP: 65557FAH9<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |    270000 | PA      | $270066.97    | 0.03%             | 2033-09-13      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp.                                                        | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     76000 | PA      | $62996.66     | 0.01%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp.                                                        | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    165000 | PA      | $142491.40    | 0.02%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                           | Norfolk Southern Corp.                                                        | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    218000 | PA      | $143195.34    | 0.02%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co Ltd                                                           | Mitsui Fudosan Co. Ltd.                                                       | CUSIP: 000000000<br>LEI: 353800ND4ZKNZDYKMF33 | Long             | EC               | CORP              | JP        |     50300 | NS      | $571622.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co Ltd                                                                 | Nintendo Co. Ltd.                                                             | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      7900 | NS      | $533364.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                                                         | Northern Natural Gas Co.                                                      | CUSIP: 665501AL6<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |     58000 | PA      | $46446.49     | 0.01%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NORTHERN NATURAL GAS CO                                                         | Northern Natural Gas Co.                                                      | CUSIP: 665501AM4<br>LEI: 5493007M02M6CT9EXE41 | Long             | DBT              | CORP              | US        |    119000 | PA      | $79559.54     | 0.01%             | 2051-10-16      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Obayashi Corp                                                                   | Obayashi Corp.                                                                | CUSIP: 000000000<br>LEI: 529900YT4O5S0LCXWD54 | Long             | EC               | CORP              | JP        |     19900 | NS      | $416465.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                        | Northwestern Mutual Life Insurance Co.                                        | CUSIP: 668131AA3<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    284000 | PA      | $301804.27    | 0.04%             | 2040-03-30      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL LIFE                                                        | Northwestern Mutual Life Insurance Co.                                        | CUSIP: 668138AA8<br>LEI: 1DU7IM20QESYGDO4HO54 | Long             | DBT              | CORP              | US        |    224000 | PA      | $173957.20    | 0.02%             | 2047-09-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA Corp.                                                                  | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |     53210 | NS      | $9923665.00   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Nuvalent Inc                                                                    | Nuvalent, Inc.                                                                | CUSIP: 670703107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1087 | NS      | $109341.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Exchange Group Inc                                                        | Japan Exchange Group, Inc.                                                    | CUSIP: 000000000<br>LEI: 353800578ADEGIJTVW07 | Long             | EC               | CORP              | JP        |     23500 | NS      | $250828.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR                                                        | Occidental Petroleum Corp.                                                    | CUSIP: 674599CF0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    164000 | PA      | $132337.03    | 0.02%             | 2045-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                              | Ohio Power Co.                                                                | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |    218000 | PA      | $134354.91    | 0.02%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                                                       | Shin-Etsu Chemical Co. Ltd.                                                   | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |      8100 | NS      | $251595.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | Omnicom Group, Inc.                                                           | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      5557 | NS      | $448727.75    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sony Group Corp                                                                 | Sony Group Corp.                                                              | CUSIP: 000000000<br>LEI: 529900R5WX9N2OI2N910 | Long             | EC               | CORP              | JP        |     78500 | NS      | $2013601.19   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc.                                                                   | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    212000 | PA      | $216286.56    | 0.03%             | 2028-01-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc.                                                                   | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     96000 | PA      | $98923.47     | 0.01%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc.                                                                   | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     32000 | PA      | $34307.51     | 0.00%             | 2030-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc.                                                                   | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    338000 | PA      | $319333.23    | 0.04%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc.                                                                   | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     80000 | PA      | $69932.82     | 0.01%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                       | ONEOK, Inc.                                                                   | CUSIP: 682680DC4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    235000 | PA      | $237440.39    | 0.03%             | 2035-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                                                | OneMain Financial Issuance Trust                                              | CUSIP: 682696AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465000 | PA      | $447908.09    | 0.05%             | 2035-09-14      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Oportun Funding LLC                                                             | Oportun Issuance Trust                                                        | CUSIP: 68379HAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179000 | PA      | $179564.67    | 0.02%             | 2033-02-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | Oracle Corp.                                                                  | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |      3411 | NS      | $664838.01    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XBG9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    180000 | PA      | $124312.59    | 0.01%             | 2055-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     78000 | PA      | $65144.70     | 0.01%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    194000 | PA      | $143877.74    | 0.02%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    321000 | PA      | $199954.36    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    485000 | PA      | $353817.04    | 0.04%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    187000 | PA      | $123038.43    | 0.01%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     77000 | PA      | $62275.62     | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                                     | Oracle Corp.                                                                  | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    375000 | PA      | $330670.64    | 0.04%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd                                                | Sumitomo Electric Industries Ltd.                                             | CUSIP: 000000000<br>LEI: 5493005SP87FL5TOS202 | Long             | EC               | CORP              | JP        |      8000 | NS      | $322218.05    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co Ltd                                            | Sumitomo Realty & Development Co. Ltd.                                        | CUSIP: 000000000<br>LEI: 353800SO2DCLOI3LNZ64 | Long             | EC               | CORP              | JP        |      5800 | NS      | $145614.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corp                                                               | Suzuki Motor Corp.                                                            | CUSIP: 000000000<br>LEI: 353800D83H0V3ZV1SV24 | Long             | EC               | CORP              | JP        |     42300 | NS      | $632616.18    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                       | Taiwan Semiconductor Manufacturing Co. Ltd.                                   | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |     17000 | NS      | $835673.35    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd                                                              | Tokyo Electron Ltd.                                                           | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |      2300 | NS      | $512272.67    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                               | Toyota Motor Corp.                                                            | CUSIP: 000000000<br>LEI: 5493006W3QUS5LMH6R84 | Long             | EC               | CORP              | JP        |     43100 | NS      | $925662.71    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| OVINTIV INC                                                                     | Ovintiv, Inc.                                                                 | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    162000 | PA      | $171836.56    | 0.02%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                                                  | PECO Energy Co.                                                               | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    266000 | PA      | $166472.96    | 0.02%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PG&E Corp                                                                       | PG&E Corp.                                                                    | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |     23498 | NS      | $377612.86    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                       | PG&E Corp.                                                                    | CUSIP: 69331CAM0<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |    318000 | PA      | $331194.14    | 0.04%             | 2055-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     11000 | PA      | $10783.73     | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BP9<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    218000 | PA      | $225060.15    | 0.03%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    189000 | PA      | $213877.50    | 0.02%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc.                                            | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    216000 | PA      | $227691.81    | 0.03%             | 2035-01-22      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc.                                            | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    324000 | PA      | $329726.72    | 0.04%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                                                          | PNC Financial Services Group, Inc.                                            | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    125000 | PA      | $128560.62    | 0.01%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308GZ4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    326000 | PA      | $269562.46    | 0.03%             | 2042-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    333000 | PA      | $277903.00    | 0.03%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    206830 | PA      | $205941.43    | 0.02%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    416371 | PA      | $362825.36    | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    415000 | PA      | $386152.62    | 0.04%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    121000 | PA      | $118051.51    | 0.01%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     83000 | PA      | $88070.91     | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    136000 | PA      | $142237.63    | 0.02%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                                                          | Pacific Gas & Electric Co.                                                    | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    321000 | PA      | $331198.65    | 0.04%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                      | PacifiCorp                                                                    | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     78000 | PA      | $45679.14     | 0.01%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                       | Packaging Corp. of America                                                    | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |      1865 | NS      | $384618.95    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                                          | Palo Alto Networks, Inc.                                                      | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |      2720 | NS      | $501024.00    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Panama Government International Bonds                                           | Panama Government International Bonds                                         | CUSIP: 698299BH6<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |    200000 | PA      | $154220.00    | 0.02%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Boerse AG                                                              | Deutsche Boerse AG                                                            | CUSIP: 000000000<br>LEI: 529900G3SW56SHYNPR95 | Long             | EC               | CORP              | DE        |      1927 | NS      | $506456.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                                     | Novartis AG                                                                   | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      8127 | NS      | $1119867.14   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                | Roche Holding AG                                                              | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |      1011 | NS      | $417512.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle SA                                                                       | Nestle SA                                                                     | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |     10387 | NS      | $1031004.48   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                                                         | Pfizer Investment Enterprises Pte. Ltd.                                       | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    328000 | PA      | $304318.78    | 0.04%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | Philip Morris International, Inc.                                             | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      6512 | NS      | $1044524.80   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc.                                             | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    253000 | PA      | $208500.70    | 0.02%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc.                                             | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    355000 | PA      | $367852.10    | 0.04%             | 2031-02-13      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc.                                             | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    885000 | PA      | $903630.40    | 0.11%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                                          | Philip Morris International, Inc.                                             | CUSIP: 718172EA3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    855000 | PA      | $836430.33    | 0.10%             | 2035-10-29      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT HEALTHCARE INC                                                         | Piedmont Healthcare, Inc.                                                     | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |    444000 | PA      | $383699.74    | 0.04%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                                                         | Piedmont Natural Gas Co., Inc.                                                | CUSIP: 720186AM7<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    202000 | PA      | $138602.17    | 0.02%             | 2050-06-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| EssilorLuxottica SA                                                             | EssilorLuxottica SA                                                           | CUSIP: 000000000<br>LEI: 549300M3VH1A3ER1TB49 | Long             | EC               | CORP              | FR        |      1465 | NS      | $463229.79    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PIONEER NATURAL RESOURCE                                                        | Pioneer Natural Resources Co.                                                 | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    768000 | PA      | $696530.78    | 0.08%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                                                        | Plains All American Pipeline LP/PAA Finance Corp.                             | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $298411.90    | 0.03%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                  | Lonza Group AG                                                                | CUSIP: 000000000<br>LEI: 549300EFW4H2TCZ71055 | Long             | EC               | CORP              | CH        |      1152 | NS      | $776701.04    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | Post Holdings, Inc.                                                           | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |      4636 | NS      | $459195.80    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                         | Procter & Gamble Co.                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      3331 | NS      | $477365.61    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PRM7 Trust                                                                      | PRM7 Trust                                                                    | CUSIP: 74290HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496000 | PA      | $489102.92    | 0.06%             | 2042-11-10      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | Progressive Corp.                                                             | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |      1690 | NS      | $384846.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Residential Trust                                                      | Progress Residential Trust                                                    | CUSIP: 74334BAA5<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $381205.84    | 0.04%             | 2042-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Progress Residential Trust                                                      | Progress Residential Trust                                                    | CUSIP: 74334GAA4<br>LEI: 5493002EEQ4GX2578787 | Long             | ABS-O            | CORP              | US        |    548200 | PA      | $522574.59    | 0.06%             | 2042-04-17      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                                     | Prologis LP                                                                   | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     85000 | PA      | $87748.33     | 0.01%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                        | Prudential Financial, Inc.                                                    | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    184000 | PA      | $194475.03    | 0.02%             | 2054-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co. of Colorado                                                | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    185000 | PA      | $156881.90    | 0.02%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co. of Colorado                                                | CUSIP: 744448CU3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    132000 | PA      | $79464.67     | 0.01%             | 2051-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                                                         | Public Service Co. of Colorado                                                | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    125000 | PA      | $104130.48    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                                                         | Public Service Co. of Oklahoma                                                | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    725000 | PA      | $743329.18    | 0.09%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | Public Service Enterprise Group, Inc.                                         | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |      2649 | NS      | $212714.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                  | Public Storage                                                                | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               |  | US        |      1562 | NS      | $405339.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| PUGET ENERGY INC                                                                | Puget Energy, Inc.                                                            | CUSIP: 745310AQ5<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |    422000 | PA      | $433037.90    | 0.05%             | 2035-03-15      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                                                          | Puget Sound Energy, Inc.                                                      | CUSIP: 745332CD6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    199000 | PA      | $198806.02    | 0.02%             | 2041-04-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| QNITY ELECTRONICS INC                                                           | Qnity Electronics, Inc.                                                       | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    156000 | PA      | $159501.58    | 0.02%             | 2032-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                             | Quanta Services, Inc.                                                         | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |      1431 | NS      | $603967.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC                                                             | Quanta Services, Inc.                                                         | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    103000 | PA      | $96404.30     | 0.01%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                             | Quanta Services, Inc.                                                         | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    526000 | PA      | $539309.63    | 0.06%             | 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        |    435000 | PA      | $435354.64    | 0.05%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                             | Quanta Services, Inc.                                                         | CUSIP: 74762EAP7<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    260000 | PA      | $260556.54    | 0.03%             | 2035-08-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | Quest Diagnostics, Inc.                                                       | CUSIP: 74834LBE9<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75895.65     | 0.01%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                           | Quest Diagnostics, Inc.                                                       | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    428000 | PA      | $432854.57    | 0.05%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                      | ROCK Trust                                                                    | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441393 | PA      | $453477.41    | 0.05%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                     | Raymond James Financial, Inc.                                                 | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |      2618 | NS      | $420424.62    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc                                                                    | Rayonier, Inc.                                                                | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               |  | US        |     10390 | NS      | $224943.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp                                                                        | RTX Corp.                                                                     | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |      5430 | NS      | $995862.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                                        | RTX Corp.                                                                     | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    114000 | PA      | $76723.11     | 0.01%             | 2050-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                                        | RTX Corp.                                                                     | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    494000 | PA      | $440173.52    | 0.05%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | Realty Income Corp.                                                           | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     98000 | PA      | $87903.51     | 0.01%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                              | Realty Income Corp.                                                           | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     90000 | PA      | $91545.63     | 0.01%             | 2035-04-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Reddit Inc                                                                      | Reddit, Inc.                                                                  | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |      1451 | NS      | $333541.37    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| REGAL REXNORD CORP                                                              | Regal Rexnord Corp.                                                           | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    361000 | PA      | $373441.12    | 0.04%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| REGAL REXNORD CORP                                                              | Regal Rexnord Corp.                                                           | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    147000 | PA      | $158118.33    | 0.02%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Regency Centers Corp                                                            | Regency Centers Corp.                                                         | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               |  | US        |      8009 | NS      | $552861.27    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENCY CENTERS LP                                                              | Regency Centers LP                                                            | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              |  | US        |    194000 | PA      | $186046.33    | 0.02%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                   | Regeneron Pharmaceuticals, Inc.                                               | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |       669 | NS      | $516381.03    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                                                          | Regions Financial Corp.                                                       | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |     22881 | NS      | $620075.10    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| RFC PRINCIPAL STRIP                                                             | Resolution Funding Corp., Principal Only STRIPS                               | CUSIP: 76116FAC1<br>LEI: N/A                  | Long             | DBT              | USGSE             | US        |    400000 | PA      | $338617.04    | 0.04%             | 2030-04-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets Inc                                                           | Robinhood Markets, Inc.                                                       | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |      4713 | NS      | $533040.30    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ROBLOX Corp                                                                     | ROBLOX Corp.                                                                  | CUSIP: 771049103<br>LEI: 529900ANZDBDFU91SO19 | Long             | EC               | CORP              | US        |      2199 | NS      | $178184.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                        | Rogers Communications, Inc.                                                   | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    693000 | PA      | $652921.59    | 0.08%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                                                        | Rogers Communications, Inc.                                                   | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    343000 | PA      | $345607.51    | 0.04%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | Roper Technologies, Inc.                                                      | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    166000 | PA      | $167566.79    | 0.02%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | Roper Technologies, Inc.                                                      | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     91000 | PA      | $91988.75     | 0.01%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                          | Roper Technologies, Inc.                                                      | CUSIP: 776696AL0<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    100000 | PA      | $100460.88    | 0.01%             | 2030-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Heineken NV                                                                     | Heineken NV                                                                   | CUSIP: 000000000<br>LEI: 724500K5PTPSST86UQ23 | Long             | EC               | CORP              | NL        |      6269 | NS      | $517235.84    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                                                         | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 780153BW1<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    225000 | PA      | $230021.28    | 0.03%             | 2031-09-30      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                                  | S&P Global, Inc.                                                              | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    184000 | PA      | $93047.91     | 0.01%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                         | SBA Communications Corp.                                                      | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               |  | US        |      1679 | NS      | $324768.97    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SCF Equipment Trust Llc                                                         | SCF Equipment Leasing LLC                                                     | CUSIP: 78437DAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    667000 | PA      | $685084.84    | 0.08%             | 2034-09-20      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SCF Equipment Trust Llc                                                         | SCF Equipment Leasing LLC                                                     | CUSIP: 78439XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    505000 | PA      | $506542.83    | 0.06%             | 2036-06-20      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| SREIT Trust                                                                     | SREIT Trust                                                                   | CUSIP: 78472UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    738181 | PA      | $737725.37    | 0.09%             | 2038-11-15      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                        | Sabine Pass Liquefaction LLC                                                  | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    329000 | PA      | $329323.56    | 0.04%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                                                        | Sabine Pass Liquefaction LLC                                                  | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    295000 | PA      | $296194.29    | 0.03%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SALESFORCE INC                                                                  | Salesforce, Inc.                                                              | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    250000 | PA      | $181341.71    | 0.02%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co.                                                  | CUSIP: 797440BQ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     37000 | PA      | $31631.34     | 0.00%             | 2042-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co.                                                  | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     65000 | PA      | $44774.41     | 0.01%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co.                                                  | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    222000 | PA      | $140940.93    | 0.02%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co.                                                  | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    299000 | PA      | $282446.87    | 0.03%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| SAN DIEGO G & E                                                                 | San Diego Gas & Electric Co.                                                  | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    410000 | PA      | $424376.24    | 0.05%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                        | Santander U.K. Group Holdings PLC                                             | CUSIP: 80281LAU9<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    602000 | PA      | $609190.60    | 0.07%             | 2030-09-11      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                        | Santander U.K. Group Holdings PLC                                             | CUSIP: 80281LAV7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    590000 | PA      | $615114.65    | 0.07%             | 2031-04-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                        | Santander U.K. Group Holdings PLC                                             | CUSIP: 80281LAY1<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    350000 | PA      | $349081.15    | 0.04%             | 2036-09-22      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                          | Santander Drive Auto Receivables Trust                                        | CUSIP: 80288JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    205000 | PA      | $206251.30    | 0.02%             | 2031-09-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                              | Santos Finance Ltd.                                                           | CUSIP: 803014AA7<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    319000 | PA      | $298907.98    | 0.03%             | 2031-04-29      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                              | Santos Finance Ltd.                                                           | CUSIP: 803014AB5<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    196000 | PA      | $214377.16    | 0.02%             | 2033-09-19      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SANTOS FINANCE LTD                                                              | Santos Finance Ltd.                                                           | CUSIP: 803014AC3<br>LEI: 213800BKUBSWG53XNS94 | Long             | DBT              | CORP              | AU        |    260000 | PA      | $258555.57    | 0.03%             | 2035-11-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Henry Schein Inc                                                                | Henry Schein, Inc.                                                            | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |      6405 | NS      | $484089.90    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                                                         | Charles Schwab Corp.                                                          | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |     13608 | NS      | $1359575.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP                                                             | Charles Schwab Corp.                                                          | CUSIP: 808513CL7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    460000 | PA      | $456911.16    | 0.05%             | 2036-11-14      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                                   | SDR Commercial Mortgage Trust                                                 | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    246000 | PA      | $245385.32    | 0.03%             | 2039-05-15      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                                                         | Sea Ltd.                                                                      | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      3232 | NS      | $412306.24    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                                          | Sempra                                                                        | CUSIP: 816851BW8<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    110000 | PA      | $112290.81    | 0.01%             | 2056-04-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                  | ServiceNow, Inc.                                                              | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      1565 | NS      | $239742.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SHELL FINANCE US INC                                                            | Shell Finance U.S., Inc.                                                      | CUSIP: 822905AX3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    210000 | PA      | $204684.91    | 0.02%             | 2041-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                                                     | Shopify, Inc.                                                                 | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      2302 | NS      | $370552.94    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| SIERRA PACIFIC POWER CO                                                         | Sierra Pacific Power Co.                                                      | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |    155000 | PA      | $153613.04    | 0.02%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Sierra Receivables Funding Co LLC                                               | Sierra Timeshare Receivables Funding LLC                                      | CUSIP: 82653HAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163187 | PA      | $163709.04    | 0.02%             | 2044-04-20      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Silgan Holdings Inc                                                             | Silgan Holdings, Inc.                                                         | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |      8866 | NS      | $357920.42    | 0.04%             |  |  |  | No            |                  1 | On Loan: —       |
| SIMON PROPERTY GROUP LP                                                         | Simon Property Group LP                                                       | CUSIP: 828807EA1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |    403000 | PA      | $409046.85    | 0.05%             | 2035-10-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                        | South Bow USA Infrastructure Holdings LLC                                     | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    141000 | PA      | $142289.72    | 0.02%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                        | South Bow USA Infrastructure Holdings LLC                                     | CUSIP: 83007CAD4<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    403000 | PA      | $408795.39    | 0.05%             | 2029-10-01      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Snowflake Inc                                                                   | Snowflake, Inc.                                                               | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |      2602 | NS      | $570774.72    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                                                                | Societe Generale SA                                                           | CUSIP: 83368RCG5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    200000 | PA      | $206143.96    | 0.02%             | 2031-05-22      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                | Societe Generale SA                                                           | CUSIP: 83370RAE8<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $684412.95    | 0.08%             | 2029-11-21      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| SOLVENTUM CORP                                                                  | Solventum Corp.                                                               | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    470000 | PA      | $490266.81    | 0.06%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                              | Sonoco Products Co.                                                           | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    241000 | PA      | $242933.07    | 0.03%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| SONOCO PRODUCTS CO                                                              | Sonoco Products Co.                                                           | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    239000 | PA      | $236752.89    | 0.03%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co.                                                | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    168000 | PA      | $120890.51    | 0.01%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co.                                                | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    185000 | PA      | $182865.57    | 0.02%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co.                                                | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    196000 | PA      | $119421.99    | 0.01%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co.                                                | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     69000 | PA      | $64036.34     | 0.01%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co.                                                | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    444000 | PA      | $445915.01    | 0.05%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CAL EDISON                                                             | Southern California Edison Co.                                                | CUSIP: 842400JJ3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    189000 | PA      | $193836.07    | 0.02%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | Southern Co.                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |     10981 | NS      | $957543.20    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                         | Southern Co. Gas Capital Corp.                                                | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    121000 | PA      | $107054.53    | 0.01%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                         | Southern Co. Gas Capital Corp.                                                | CUSIP: 8426EPAE8<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    282000 | PA      | $182833.32    | 0.02%             | 2051-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                                                         | Southern Co. Gas Capital Corp.                                                | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    135000 | PA      | $143051.29    | 0.02%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | Southern Power Co.                                                            | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    329000 | PA      | $316778.81    | 0.04%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | Southern Power Co.                                                            | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    314000 | PA      | $299476.07    | 0.03%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | Southern Power Co.                                                            | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    137000 | PA      | $136633.85    | 0.02%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                                                               | Southern Power Co.                                                            | CUSIP: 843646AY6<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    682000 | PA      | $674650.91    | 0.08%             | 2035-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | Southwest Airlines Co.                                                        | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |     10326 | NS      | $426773.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                                                         | Southwestern Electric Power Co.                                               | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     71000 | PA      | $55032.10     | 0.01%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | Expand Energy Corp.                                                           | CUSIP: 845467AR0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |     40000 | PA      | $40000.82     | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | Expand Energy Corp.                                                           | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    581000 | PA      | $588894.94    | 0.07%             | 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        |    487000 | PA      | $480428.70    | 0.06%             | 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        |    327000 | PA      | $350913.19    | 0.04%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                          | Standard Chartered PLC                                                        | CUSIP: 853254CX6<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    715000 | PA      | $768948.13    | 0.09%             | 2030-02-08      | Fixed         | 7.02%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | State Street Corp.                                                            | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |      7056 | NS      | $910294.56    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                                               | State Street Corp.                                                            | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $135632.51    | 0.02%             | 2029-03-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                               | State Street Corp.                                                            | CUSIP: 857477CM3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    432000 | PA      | $452381.76    | 0.05%             | 2029-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| Fixed Income Clearing Corp                                                      | FIXED INC CLEARING CORP.REPO                                                  | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  24507398 | PA      | $24507397.60  | 2.85%             |  |  |  | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                           | Stellantis Finance U.S., Inc.                                                 | CUSIP: 85855CAK6<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    230000 | PA      | $237272.47    | 0.03%             | 2030-03-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                           | Stellantis Finance U.S., Inc.                                                 | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    310000 | PA      | $322248.06    | 0.04%             | 2035-03-18      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | Synopsys, Inc.                                                                | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    260000 | PA      | $265551.74    | 0.03%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                                                    | Synopsys, Inc.                                                                | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    130000 | PA      | $132744.45    | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                  | TD SYNNEX Corp.                                                               | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |      3234 | NS      | $485843.82    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                                                                 | TJX Cos., Inc.                                                                | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      4215 | NS      | $647466.15    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    263000 | PA      | $258627.61    | 0.03%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    455000 | PA      | $304156.57    | 0.04%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                            | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    597000 | PA      | $569828.03    | 0.07%             | 2029-02-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    319000 | PA      | $328273.98    | 0.04%             | 2032-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                                | T-Mobile USA, Inc.                                                            | CUSIP: 87264ADV4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    272000 | PA      | $304910.61    | 0.04%             | 2033-12-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                       | Taiwan Semiconductor Manufacturing Co. Ltd.                                   | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      5808 | NS      | $1764993.12   | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc                                               | Take-Two Interactive Software, Inc.                                           | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      2191 | NS      | $560961.73    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TAKE-TWO INTERACTIVE SOF                                                        | Take-Two Interactive Software, Inc.                                           | CUSIP: 874054AM1<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     80000 | PA      | $82765.63     | 0.01%             | 2029-06-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                            | Targa Resources Corp.                                                         | CUSIP: 87612GAS0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    280000 | PA      | $280322.12    | 0.03%             | 2036-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TEACHERS INSUR & ANNUITY                                                        | Teachers Insurance & Annuity Association of America                           | CUSIP: 878091BC0<br>LEI: O06XD7BJ4EPXNABVFN69 | Long             | DBT              | CORP              | US        |    610000 | PA      | $699478.45    | 0.08%             | 2039-12-16      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| TENNESSEE GAS PIPELINE                                                          | Tennessee Gas Pipeline Co. LLC                                                | CUSIP: 880451AZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     66000 | PA      | $62241.20     | 0.01%             | 2030-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                    | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    874000 | PA      | $976138.03    | 0.11%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                    | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    155000 | PA      | $137847.36    | 0.02%             | 2060-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENN VALLEY AUTHORITY                                                           | Tennessee Valley Authority                                                    | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    264000 | PA      | $217618.64    | 0.03%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TENN VAL AUTH CPN STRIP                                                         | Tennessee Valley Authority, Interest Only STRIPS                              | CUSIP: 88059ENP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |   1000000 | PA      | $911489.92    | 0.11%             | 2028-07-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                                                    | Teradyne, Inc.                                                                | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |      2113 | NS      | $408992.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                       | Tesla, Inc.                                                                   | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      6119 | NS      | $2751836.68   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                                                           | Texas Instruments, Inc.                                                       | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      4385 | NS      | $760753.65    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | Thermo Fisher Scientific, Inc.                                                | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       714 | NS      | $413727.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                                                           | 3M Co.                                                                        | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      5514 | NS      | $882791.40    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| TIME WARNER CABLE ENTRMN                                                        | Time Warner Cable Enterprises LLC                                             | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    185000 | PA      | $213478.03    | 0.02%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                         | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     46000 | PA      | $46941.11     | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                         | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    108000 | PA      | $99938.16     | 0.01%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                         | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    275000 | PA      | $241354.76    | 0.03%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TIME WARNER CABLE LLC                                                           | Time Warner Cable LLC                                                         | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     65000 | PA      | $49986.49     | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                                                           | Toronto-Dominion Bank                                                         | CUSIP: 89115KAJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    315000 | PA      | $314767.55    | 0.04%             | 2035-10-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAP INTL                                                          | TotalEnergies Capital International SA                                        | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    493000 | PA      | $372937.80    | 0.04%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TotalEnergies Capital SA                                                      | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    174000 | PA      | $168054.65    | 0.02%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| TOTALENERGIES CAPITAL SA                                                        | TotalEnergies Capital SA                                                      | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     42000 | PA      | $39463.38     | 0.00%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                           | TransCanada PipeLines Ltd.                                                    | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    110000 | PA      | $114273.85    | 0.01%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES                                                           | TransCanada PipeLines Ltd.                                                    | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     78000 | PA      | $81950.68     | 0.01%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                               | Transcanada Trust                                                             | CUSIP: 89356BAB4<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    208000 | PA      | $208254.59    | 0.02%             | 2076-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA TRUST                                                               | Transcanada Trust                                                             | CUSIP: 89356BAE8<br>LEI: 549300Y0MFCAXLBWUV51 | Long             | DBT              | CORP              | CA        |    385000 | PA      | $382104.84    | 0.04%             | 2079-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransUnion                                                                      | TransUnion                                                                    | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |      5152 | NS      | $441784.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Cos Inc/The                                                           | Travelers Cos., Inc.                                                          | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |      2210 | NS      | $641032.60    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp.                                                        | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    659000 | PA      | $671444.53    | 0.08%             | 2034-01-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                           | Truist Financial Corp.                                                        | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    330000 | PA      | $326484.61    | 0.04%             | 2036-10-23      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                                                      | Twilio, Inc.                                                                  | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      1796 | NS      | $255463.04    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS Group AG                                                                  | CUSIP: 902613BE7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $234551.40    | 0.03%             | 2033-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS Group AG                                                                  | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $219449.80    | 0.03%             | 2028-11-13      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                                                    | UBS Group AG                                                                  | CUSIP: 902613BT4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    345000 | PA      | $345330.99    | 0.04%             | 2033-11-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR, Inc.                                                                     | CUSIP: 90265EAP5<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    149000 | PA      | $149674.18    | 0.02%             | 2029-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR, Inc.                                                                     | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    110000 | PA      | $90784.77     | 0.01%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| UDR INC                                                                         | UDR, Inc.                                                                     | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              |  | US        |    415000 | PA      | $419504.04    | 0.05%             | 2034-09-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | U.S. Bancorp                                                                  | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      8385 | NS      | $447423.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UPG HI Issuer Trust                                                             | UPG HI Issuer Trust                                                           | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133000 | PA      | $132943.04    | 0.02%             | 2047-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | Uber Technologies, Inc.                                                       | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    380000 | PA      | $380046.74    | 0.04%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | Uber Technologies, Inc.                                                       | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    316000 | PA      | $301360.79    | 0.04%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                           | Uber Technologies, Inc.                                                       | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298415.72    | 0.03%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ulta Beauty Inc                                                                 | Ulta Beauty, Inc.                                                             | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |       758 | NS      | $458597.58    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UNICREDIT SPA                                                                   | UniCredit SpA                                                                 | CUSIP: 904678AS8<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    755000 | PA      | $769582.25    | 0.09%             | 2035-06-30      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                   | UniCredit SpA                                                                 | CUSIP: 904678AY5<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |    200000 | PA      | $185875.02    | 0.02%             | 2032-06-03      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | Union Electric Co.                                                            | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     59000 | PA      | $45097.78     | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | Union Electric Co.                                                            | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     48000 | PA      | $46264.75     | 0.01%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | Union Electric Co.                                                            | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    178000 | PA      | $166165.46    | 0.02%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                                               | Union Electric Co.                                                            | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    370000 | PA      | $380980.67    | 0.04%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | Union Pacific Corp.                                                           | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      2748 | NS      | $635667.36    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED AIR 2016-2 AA PTT                                                        | United Airlines Pass-Through Trust                                            | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328809 | PA      | $316984.08    | 0.04%             | 2028-10-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| UNITED AIR 2024-1 A PTT                                                         | United Airlines Pass-Through Trust                                            | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    348553 | PA      | $357048.60    | 0.04%             | 2037-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                           | Mexico Government International Bonds                                         | CUSIP: 91086QBB3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    234000 | PA      | $192816.00    | 0.02%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                           | Mexico Government International Bonds                                         | CUSIP: 91087BAG5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    265000 | PA      | $200472.50    | 0.02%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                           | Mexico Government International Bonds                                         | CUSIP: 91087BAN0<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    205000 | PA      | $126177.50    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                           | Mexico Government International Bonds                                         | CUSIP: 91087BAQ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    200000 | PA      | $160600.00    | 0.02%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                           | Mexico Government International Bonds                                         | CUSIP: 91087BAX8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    350000 | PA      | $333375.00    | 0.04%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                           | Mexico Government International Bonds                                         | CUSIP: 91087BAZ3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    247000 | PA      | $250211.00    | 0.03%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                           | Mexico Government International Bonds                                         | CUSIP: 91087BBL3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    667000 | PA      | $657662.00    | 0.08%             | 2035-09-22      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | U.S. Bancorp                                                                  | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    287000 | PA      | $306197.73    | 0.04%             | 2034-06-12      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | U.S. Bancorp                                                                  | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    178000 | PA      | $187950.76    | 0.02%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                      | U.S. Bancorp                                                                  | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    210000 | PA      | $216466.45    | 0.03%             | 2031-05-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bills                                                           | CUSIP: 912797SZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    565000 | PA      | $560936.15    | 0.07%             | 2026-03-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Inflation-Protected Indexed Bonds                               | CUSIP: 912810PZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     75822 | PA      | $78253.05     | 0.01%             | 2029-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    250000 | PA      | $245751.95    | 0.03%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1225000 | PA      | $1134512.69   | 0.13%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1780000 | PA      | $1439644.53   | 0.17%             | 2043-02-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1100000 | PA      | $853917.97    | 0.10%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1010000 | PA      | $871835.15    | 0.10%             | 2043-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    220000 | PA      | $162894.53    | 0.02%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       300 | PA      | $190.35       | 0.00%             | 2040-05-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |         0 | PA      | $0.00         | 0.00%             | 2050-11-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1109000 | PA      | $619740.39    | 0.07%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1930000 | PA      | $1216276.95   | 0.14%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1670000 | PA      | $1013220.31   | 0.12%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    830000 | PA      | $579962.50    | 0.07%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $472699.22    | 0.06%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    862300 | PA      | $747742.10    | 0.09%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1710000 | PA      | $1533990.23   | 0.18%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4729000 | PA      | $4275311.56   | 0.50%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2870000 | PA      | $2776500.80   | 0.32%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6110000 | PA      | $5524299.19   | 0.64%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5500000 | PA      | $5047753.92   | 0.59%             | 2044-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1480000 | PA      | $1395940.62   | 0.16%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5310000 | PA      | $5203385.18   | 0.61%             | 2044-11-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds                                                           | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     55000 | PA      | $54046.09     | 0.01%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    355000 | PA      | $349938.48    | 0.04%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    245000 | PA      | $241762.83    | 0.03%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    185000 | PA      | $182441.80    | 0.02%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     40000 | PA      | $37339.06     | 0.00%             | 2029-08-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    900000 | PA      | $885725.33    | 0.10%             | 2026-10-31      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    130000 | PA      | $127768.65    | 0.01%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    530000 | PA      | $503500.00    | 0.06%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3305000 | PA      | $3128001.75   | 0.36%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2029000 | PA      | $1988964.40   | 0.23%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23510000 | PA      | $22148991.52  | 2.58%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3440000 | PA      | $3370797.69   | 0.39%             | 2026-10-31      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2291000 | PA      | $2262630.98   | 0.26%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23852000 | PA      | $23566894.18  | 2.74%             | 2027-05-31      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2480000 | PA      | $2506543.74   | 0.29%             | 2027-09-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4161700 | PA      | $4163363.06   | 0.48%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21990000 | PA      | $22366235.27  | 2.60%             | 2029-10-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    455000 | PA      | $459781.05    | 0.05%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3870000 | PA      | $3893708.63   | 0.45%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20260000 | PA      | $20609801.46  | 2.40%             | 2029-11-30      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    660000 | PA      | $664099.22    | 0.08%             | 2027-01-31      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    520000 | PA      | $522660.94    | 0.06%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Notes                                                           | CUSIP: 91282CPB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    100000 | PA      | $100019.53    | 0.01%             | 2027-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds, Principal Only STRIPS                                    | CUSIP: 9128334S6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13775000 | PA      | $11051563.76  | 1.29%             | 2031-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds, Principal Only STRIPS                                    | CUSIP: 9128334Z0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    170000 | PA      | $115121.21    | 0.01%             | 2035-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds, Principal Only STRIPS                                    | CUSIP: 9128337Q7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4980000 | PA      | $3950604.02   | 0.46%             | 2031-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds, Principal Only STRIPS                                    | CUSIP: 912833PB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1241000 | PA      | $1202635.83   | 0.14%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: —       |
| United States Treasury                                                          | U.S. Treasury Bonds, Principal Only STRIPS                                    | CUSIP: 912834FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    410000 | PA      | $209347.94    | 0.02%             | 2040-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds, Principal Only STRIPS                                    | CUSIP: 912834JH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2494000 | PA      | $1216688.55   | 0.14%             | 2040-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                          | U.S. Treasury Bonds, Principal Only STRIPS                                    | CUSIP: 912834KP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3125000 | PA      | $1459503.06   | 0.17%             | 2041-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2600 | NS      | $858286.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    539000 | PA      | $448805.96    | 0.05%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    167000 | PA      | $124893.69    | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     86000 | PA      | $65204.91     | 0.01%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    194000 | PA      | $130937.33    | 0.02%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     66000 | PA      | $68762.45     | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                          | UnitedHealth Group, Inc.                                                      | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     44000 | PA      | $41516.12     | 0.00%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UNIVERSITY OF MIAMI                                                             | University of Miami                                                           | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |    272000 | PA      | $217868.16    | 0.03%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LIMITED                                                           | Vale Overseas Ltd.                                                            | CUSIP: 91911TAT0<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    400000 | PA      | $400120.00    | 0.05%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                                                | Ventas Realty LP                                                              | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |    595000 | PA      | $566486.93    | 0.07%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | Venture Global Plaquemines LNG LLC                                            | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     52000 | PA      | $53263.10     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                        | Venture Global Calcasieu Pass LLC                                             | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    437000 | PA      | $409661.80    | 0.05%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                        | Venture Global Calcasieu Pass LLC                                             | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    110000 | PA      | $100097.02    | 0.01%             | 2031-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                                                        | Venture Global Calcasieu Pass LLC                                             | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |    340000 | PA      | $344221.15    | 0.04%             | 2030-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VERALTO CORP                                                                    | Veralto Corp.                                                                 | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    314000 | PA      | $323767.34    | 0.04%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | Verizon Communications, Inc.                                                  | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |      7748 | NS      | $315576.04    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc.                                                  | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    929000 | PA      | $817738.98    | 0.10%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                                                          | Verizon Communications, Inc.                                                  | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    547000 | PA      | $552857.88    | 0.06%             | 2037-07-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                                                      | Vertex Pharmaceuticals, Inc.                                                  | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |       547 | NS      | $247987.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPAND ENERGY CORP                                                              | Expand Energy Corp.                                                           | CUSIP: 92735LAA0<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    466000 | PA      | $468729.15    | 0.05%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric & Power Co.                                                 | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    195000 | PA      | $174587.40    | 0.02%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric & Power Co.                                                 | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    274000 | PA      | $157424.67    | 0.02%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                                                        | Virginia Electric & Power Co.                                                 | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     71000 | PA      | $69917.15     | 0.01%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAQ5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    300000 | PA      | $334301.40    | 0.04%             | 2033-10-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAV4<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     67000 | PA      | $66972.85     | 0.01%             | 2030-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                        | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAW2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    161000 | PA      | $160483.32    | 0.02%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                                                              | Vodafone Group PLC                                                            | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    116000 | PA      | $112673.84    | 0.01%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                        | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CS9<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    245000 | PA      | $253749.09    | 0.03%             | 2035-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                        | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200578.00    | 0.02%             | 2027-09-11      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP Carey, Inc.                                                                | CUSIP: 92936UAG4<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    403000 | PA      | $363210.13    | 0.04%             | 2031-02-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| WP CAREY INC                                                                    | WP Carey, Inc.                                                                | CUSIP: 92936UAJ8<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              |  | US        |    283000 | PA      | $249539.37    | 0.03%             | 2032-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Wachovia Bank Commercial Mortgage Trust                                         | Wachovia Bank Commercial Mortgage Trust, Interest Only STRIPS                 | CUSIP: 92976BGA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       852 | PA      | $0.01         | 0.00%             | 2045-03-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | Walmart, Inc.                                                                 | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |     10560 | NS      | $1176489.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Warner Music Group Corp                                                         | Warner Music Group Corp.                                                      | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      7344 | NS      | $225240.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| P4 SFR HOLDCO LLC                                                               | P4 SFR Holdco LLC                                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770392 | PA      | $762302.88    | 0.09%             | 2026-10-11      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc.                                                         | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    123000 | PA      | $110671.64    | 0.01%             | 2042-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                                                             | Elevance Health, Inc.                                                         | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     86000 | PA      | $77065.80     | 0.01%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | Wells Fargo & Co.                                                             | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |     25311 | NS      | $2358985.20   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                             | CUSIP: 949746TD3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    221000 | PA      | $220312.48    | 0.03%             | 2026-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                             | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    496000 | PA      | $516054.34    | 0.06%             | 2034-04-24      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                             | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    640000 | PA      | $670984.58    | 0.08%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                             | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    580000 | PA      | $600601.56    | 0.07%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                             | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2113000 | PA      | $2181045.21   | 0.25%             | 2031-04-23      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                           | Wells Fargo & Co.                                                             | CUSIP: 95000U4B6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    863000 | PA      | $860304.85    | 0.10%             | 2036-09-15      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                            | Western Digital Corp.                                                         | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |      1780 | NS      | $306640.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                                                        | Western Midstream Operating LP                                                | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    280000 | PA      | $255096.21    | 0.03%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                 | Weyerhaeuser Co.                                                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               |  | US        |     11984 | NS      | $283900.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Cos Inc/The                                                            | Williams Cos., Inc.                                                           | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |     14542 | NS      | $874119.62    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos., Inc.                                                           | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    662000 | PA      | $681496.97    | 0.08%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                                                          | Williams Cos., Inc.                                                           | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    413000 | PA      | $420874.08    | 0.05%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WillScot Holdings Corp                                                          | WillScot Holdings Corp.                                                       | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |     24672 | NS      | $464573.76    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                                 | Xcel Energy, Inc.                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      7301 | NS      | $539251.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                                                 | Yum! Brands, Inc.                                                             | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |      4438 | NS      | $671380.64    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings Inc                                                          | Yum China Holdings, Inc.                                                      | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      9628 | NS      | $459640.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                                                          | Zimmer Biomet Holdings, Inc.                                                  | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    347000 | PA      | $359857.93    | 0.04%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | Zoetis, Inc.                                                                  | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    124000 | PA      | $113816.08    | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | Zoetis, Inc.                                                                  | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    427000 | PA      | $390650.82    | 0.05%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                      | Zoetis, Inc.                                                                  | CUSIP: 98978VAX1<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    105000 | PA      | $106150.51    | 0.01%             | 2035-08-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ASML Holding NV                                                                 | ASML Holding NV                                                               | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |      1888 | NS      | $2034358.05   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                                                     | Cie Financiere Richemont SA                                                   | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |      3872 | NS      | $835000.34    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil SA                                                   | Industria de Diseno Textil SA                                                 | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      7325 | NS      | $483191.15    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS Group AG                                                                  | CUSIP: 000000000<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | EC               | CORP              | CH        |     11575 | NS      | $534470.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX PLC                                                                        | RELX PLC                                                                      | CUSIP: 000000000<br>LEI: 549300WSX3VBUFFJOO66 | Long             | EC               | CORP              | GB        |     10781 | NS      | $439116.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        53 | NC      | $50746.17     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |      -111 | NC      | $-249128.40   | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        23 | NC      | $-85936.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                  | Future                                                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        20 | NC      | $47291.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                               | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        34 | NC      | $14542.28     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                          | Future                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        36 | NC      | $20089.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |       199 | NC      | $63301.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                                                          | Future                                                                        | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        -9 | NC      | $-6182.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DFE              |  | US        |        61 | NC      | $70415.35     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                | Future                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |        39 | NC      | $111719.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                               | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |      -130 | NC      | $-30242.01    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                                               | Future                                                                        | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       134 | NC      | $-35993.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       148 | NC      | $-147680.12   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       653 | NC      | $-390911.76   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -30 | NC      | $48261.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        60 | NC      | $-19079.66    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        71 | NC      | $-5281.09     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -126 | NC      | $85689.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division                                | Future                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |       204 | NC      | $134495.81    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                                                  | Future                                                                        | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DIR              |  | JP        |       -34 | NC      | $229898.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                          | Future                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DE               |  | US        |      -124 | NC      | $10874.80     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                                                     | Future                                                                        | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        47 | NC      | $22107.39     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                                       | Safran SA                                                                     | CUSIP: 000000000<br>LEI: 969500UIC89GT3UL7L24 | Long             | EC               | CORP              | FR        |      6743 | NS      | $2348700.58   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | Engie SA                                                                      | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |     26943 | NS      | $707774.75    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                 | London Stock Exchange Group PLC                                               | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |      3982 | NS      | $478988.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                                                      | Legrand SA                                                                    | CUSIP: 000000000<br>LEI: 969500XXRPGD7HCAFA90 | Long             | EC               | CORP              | FR        |      6939 | NS      | $1031570.03   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TotalEnergies SE                                                              | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      9205 | NS      | $600147.49    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                                        | Volvo AB                                                                      | CUSIP: 000000000<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |     46748 | NS      | $1487737.39   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                                        | Vinci SA                                                                      | CUSIP: 000000000<br>LEI: 213800WFQ334R8UXUG83 | Long             | EC               | CORP              | FR        |      3377 | NS      | $475086.74    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group PLC                                                                    | 3i Group PLC                                                                  | CUSIP: 000000000<br>LEI: 35GDVHRBMFE7NWATNM84 | Long             | EC               | CORP              | GB        |     19909 | NS      | $872986.06    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                                                  | Air Liquide SA                                                                | CUSIP: 000000000<br>LEI: 969500MMPQVHK671GT54 | Long             | EC               | CORP              | FR        |      3969 | NS      | $745989.05    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Financial Group Inc                                                        | Sony Financial Group, Inc.                                                    | CUSIP: 000000000<br>LEI: 353800O7BDSU41WOZA60 | Long             | EC               | CORP              | JP        |     53400 | NS      | $56590.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                                                    | Iberdrola SA                                                                  | CUSIP: 000000000<br>LEI: 5QK37QC7NWOJ8D7WVQ45 | Long             | EC               | CORP              | ES        |     45308 | NS      | $981071.79    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd                                                                   | AIA Group Ltd.                                                                | CUSIP: 000000000<br>LEI: ZP5ILWVSYE4LJGMMVD57 | Long             | EC               | CORP              | HK        |     91600 | NS      | $942847.37    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Novonesis Novozymes B                                                           | Novonesis Novozymes B                                                         | CUSIP: 000000000<br>LEI: 529900T6WNZXD2R3JW38 | Long             | EC               | CORP              | DK        |      6377 | NS      | $408003.75    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Sage Group PLC/The                                                              | Sage Group PLC                                                                | CUSIP: 000000000<br>LEI: 2138005RN5XYLTF8G138 | Long             | EC               | CORP              | GB        |      9437 | NS      | $137256.25    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                   | Koninklijke Ahold Delhaize NV                                                 | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |     12718 | NS      | $521525.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                               | Compass Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138008M6MH9OZ6U2T68 | Long             | EC               | CORP              | GB        |     21482 | NS      | $680658.53    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                 | Nordea Bank Abp                                                               | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     44711 | NS      | $841203.78    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                               | InterContinental Hotels Group PLC                                             | CUSIP: 000000000<br>LEI: 2138007ZFQYRUSLU3J98 | Long             | EC               | CORP              | GB        |      2949 | NS      | $414419.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Prosus NV                                                                       | Prosus NV                                                                     | CUSIP: 000000000<br>LEI: 635400Z5LQ5F9OLVT688 | Long             | EC               | CORP              | NL        |      6849 | NS      | $424082.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                                                  | Atlas Copco AB                                                                | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     71144 | NS      | $1266545.73   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NatWest Group PLC                                                             | CUSIP: 000000000<br>LEI: 2138005O9XJIJN4JPN90 | Long             | EC               | CORP              | GB        |    121128 | NS      | $1062568.56   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Ltd                                                            | Tencent Holdings Ltd.                                                         | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |      8000 | NS      | $613948.25    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                | Novo Nordisk AS                                                               | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      4903 | NS      | $248672.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Shell PLC                                                                       | Shell PLC                                                                     | CUSIP: 000000000<br>LEI: 21380068P1DRHMJ8KU70 | Long             | EC               | CORP              | GB        |     30870 | NS      | $1137629.16   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA                                    | Cie Generale des Etablissements Michelin SCA                                  | CUSIP: 000000000<br>LEI: 549300SOSI58J6VIW052 | Long             | EC               | CORP              | FR        |      7582 | NS      | $251314.34    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co Ltd                                                         | Recruit Holdings Co. Ltd.                                                     | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |      7000 | NS      | $393340.87    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Medibank Pvt Ltd                                                                | Medibank Pvt Ltd.                                                             | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |    119137 | NS      | $380209.13    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UniCredit SpA                                                                   | UniCredit SpA                                                                 | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |     11146 | NS      | $923186.31    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                                    | State Street Navigator Securities Lending Government Money Market Portfolio   | CUSIP: 857509301<br>LEI: 5493008BJIBKQ5KTIF74 | Long             | STIV             | RF                | US        |   2977530 | NS      | $2977530.50   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd                                                          | Arch Capital Group Ltd.                                                       | CUSIP: 000000000<br>LEI: 549300AYR4P8AFKDCE43 | Long             | EC               | CORP              | BM        |      2591 | NS      | $248528.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd                                                      | Axalta Coating Systems Ltd.                                                   | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |     10446 | NS      | $337510.26    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                                                  | Eaton Corp. PLC                                                               | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      1733 | NS      | $551977.83    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment PLC                                                       | Flutter Entertainment PLC                                                     | CUSIP: 000000000<br>LEI: 635400EG4YIJLJMZJ782 | Long             | EC               | CORP              | IE        |      1163 | NS      | $250091.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                                       | Linde PLC                                                                     | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |      1488 | NS      | $634468.32    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                                   | Medtronic PLC                                                                 | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |     11244 | NS      | $1080098.64   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit WestRock PLC                                                            | Smurfit WestRock PLC                                                          | CUSIP: 000000000<br>LEI: 635400EGSEOPDW2EXS14 | Long             | EC               | CORP              | IE        |      7824 | NS      | $302554.08    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                                                  | TechnipFMC PLC                                                                | CUSIP: 000000000<br>LEI: 549300D5I93QWCJTCK36 | Long             | EC               | CORP              | GB        |      8526 | NS      | $379918.56    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                                          | Trane Technologies PLC                                                        | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |      3103 | NS      | $1207687.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                                                       | Chubb Ltd.                                                                    | CUSIP: 000000000<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | CH        |      1328 | NS      | $414495.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                                      | Garmin Ltd.                                                                   | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |      1207 | NS      | $244839.95    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                                                           | Spotify Technology SA                                                         | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |       679 | NS      | $394302.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| uniQure NV                                                                      | uniQure NV                                                                    | CUSIP: 000000000<br>LEI: 724500RPCTZLFYJZ3S98 | Long             | EC               | CORP              | NL        |      1558 | NS      | $37282.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-29

**Name of Applicant:** TRANSAMERICA SERIES TRUST

**Signature:** Kari Seabrands

**Name of Signer:** Kari Seabrands

**Title:** Treasurer