# EDGAR Filing Document

**Accession Number:** 0001532203
**File Stem:** 0001532203-26-000082
**Filing Date:** 2026-6
**Character Count:** 744222
**Document Hash:** a88a8802a5da42aa6ed62e7117e0e1e5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001532203-26-000082.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0001532203-26-000082

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Vanguard Charlotte Funds
- **CENTRAL INDEX KEY:** 0001532203

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22619
- **FILM NUMBER:** 261128226

**BUSINESS ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106695410

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

## Series and Classes Contracts Data

### Vanguard Global Credit Bond Fund (Series ID: S000063385)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000205451 | Admiral Shares  | VGCAX           |
| C000205452 | Investor Shares | VGCIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD CHARLOTTE FUNDS

- **b. Investment Company Act file number:** 811-22619

- **c. CIK number of Registrant:** 0001532203

- **d. LEI of Registrant:** 549300Z9BHDBGHMJLU94

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD GLOBAL CREDIT BOND FUND

- **b. EDGAR series identifier (if any):** S000063385

- **c. LEI of Series:** 549300H0QLZWH1GB0P07

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $984051697.41

**Total Liabilities:** $5358697.02

**Net Assets:** $978693000.39

**Cash Not Reported:** $996051.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -987.52579632 | **1-Year:** -39265.24996636 | **5-Year:** -150261.44592942 | **10-Year:** -181361.02962202 | **30-Year:** -74321.29502054

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

- **3-Month:** -164.55760032 | **1-Year:** -6333.58867730 | **5-Year:** -13325.99835639 | **10-Year:** -6368.38351994 | **30-Year:** -1617.01690513

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000205451 | 1.18%                | -2.19%               | 0.73%                |
| Class ID C000205452 | 1.13%                | -2.24%               | 0.76%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2527334.77              | $5606156.74                                |
| Month 2  | $-289583.83              | $-35253153.89                              |
| Month 3  | $-528803.71              | $11222331.88                               |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate Credit Index Hedged in USD

- **Index Identifier:** H03434US

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                             | AUD/NZD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $29597.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8149.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $5605.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2666.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1818.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2411.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1618.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $429.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $610.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $784.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260602               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $845.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $37986.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1402.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1306.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $343.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $217.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $110.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260601               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $9275.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $37157.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $127980.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $104103.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3758.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4270.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2023.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4512.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2164.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2343.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-628.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1443.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $3438.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/GBP FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $7191.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/SEK FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $4181.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/GBP FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $813.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $27177.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $41051.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $72073.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $8142.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260507               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1195.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260507               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1028.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260507               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $585.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260507               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $967.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260507               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $488.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260507               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $535.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | MXN/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $1506.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/NZD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-26433.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-27918.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $378.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4444.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260617               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-953.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-33835.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260507               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-381.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NOK/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-159.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CZK/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-621.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | USD/ZAR FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-31791.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260507               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-17337.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SEK/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-303.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3515183.62  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | NZD/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2910.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CHF/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-15.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-30579.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3011.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1325352.59  | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5167635.13  | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5856.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5970.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260507               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-778.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-703.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-73007.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-680.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-14874.80    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2434.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260507               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-515.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3702.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $37.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-15656.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-712.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $23112.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-7388.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-384.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260507               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-376.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $12918.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5263.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $636.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-20675.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-525.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-222.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | JPY/USD FWD 20260507               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-484.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-351.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-3121.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-234.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2564.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-4513.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUD/USD FWD 20260504               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-31.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-1108.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | EUR/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-2815.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260505               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-10871.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260501               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-263.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260601               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-8946.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | GBP/USD FWD 20260602               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-5961.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | CAD/USD FWD 20260601               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-197.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kommunalkredit Austria AG                                                       | KOMMUNALKREDIT                     | CUSIP: N/A<br>LEI: 549300IEVCBWVV97WC81       | Long             | DBT              | CORP              | AT        |    5600000 | PA      | $6774160.01   | 0.69%             | 2029-03-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Volksbank Wien AG                                                               | VOLKSBANK WIEN A                   | CUSIP: N/A<br>LEI: 529900D4CD6DIB3CI904       | Long             | DBT              | CORP              | AT        |    6800000 | PA      | $8228188.70   | 0.84%             | 2034-06-21      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Volksbank Wien AG                                                               | VOLKSBANK WIEN A                   | CUSIP: N/A<br>LEI: 529900D4CD6DIB3CI904       | Long             | DBT              | CORP              | AT        |    2200000 | PA      | $2651462.85   | 0.27%             | 2035-12-04      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty Ltd                                                | AUSNET SERVICES                    | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |    2370000 | PA      | $1553180.10   | 0.16%             | 2029-07-31      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                | PACIFIC NTNL FIN                   | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |    1190000 | PA      | $849924.36    | 0.09%             | 2027-05-12      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pacific National Finance Pty Ltd                                                | PACIFIC NTNL FIN                   | CUSIP: N/A<br>LEI: 213800SSTRDXLWWVF948       | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $983583.81    | 0.10%             | 2029-09-24      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |    1130000 | PA      | $736645.82    | 0.08%             | 2029-11-27      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| QPH Finance Co Pty Ltd                                                          | QPH FINANCE CO P                   | CUSIP: N/A<br>LEI: 549300DAS54SITV58008       | Long             | DBT              | CORP              | AU        |    8190000 | PA      | $5166429.74   | 0.53%             | 2031-01-29      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Coles Group Treasury Pty Ltd                                                    | COLES GRP TREASU                   | CUSIP: N/A<br>LEI: 549300HRZIAKP6NVUB83       | Long             | DBT              | CORP              | AU        |     470000 | PA      | $292048.46    | 0.03%             | 2030-08-27      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                                         | AURIZON NETWORK                    | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |    2000000 | PA      | $1265805.29   | 0.13%             | 2030-09-02      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Aurizon Finance Pty Ltd                                                         | AURIZON FINANCE                    | CUSIP: N/A<br>LEI: 8945002Q8CO1BE22YB71       | Long             | DBT              | CORP              | AU        |    7170000 | PA      | $4921473.33   | 0.50%             | 2028-03-09      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Australian Gas Networks Ltd                                                     | AUSTRALIAN GAS N                   | CUSIP: N/A<br>LEI: 213800FSBEPXHNIOUB98       | Long             | DBT              | CORP              | AU        |     400000 | PA      | $269941.51    | 0.03%             | 2028-04-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Network Finance Co Pty Ltd                                                      | NETWORK FINANCE                    | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |     760000 | PA      | $510794.44    | 0.05%             | 2028-10-03      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd                                                              | QANTAS AIRWAYS                     | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | DBT              | CORP              | AU        |    1460000 | PA      | $990372.91    | 0.10%             | 2028-09-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                             | AGI FINANCE                        | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |    2560000 | PA      | $1865075.15   | 0.19%             | 2030-06-28      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| WestConnex Finance Co Pty Ltd                                                   | WESTCONNEX FINAN                   | CUSIP: N/A<br>LEI: 254900CGI0XY1HBTHF74       | Long             | DBT              | CORP              | AU        |    3380000 | PA      | $2448950.70   | 0.25%             | 2030-10-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Perth Airport Pty Ltd                                                           | PERTH AIRPORT                      | CUSIP: N/A<br>LEI: 254900HDCDZOD6A9E060       | Long             | DBT              | CORP              | AU        |    3510000 | PA      | $2488915.45   | 0.25%             | 2031-03-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Aurizon Network Pty Ltd                                                         | AURIZON NETWORK                    | CUSIP: N/A<br>LEI: 549300FNL9A7DVZKZ444       | Long             | DBT              | CORP              | AU        |     890000 | PA      | $637942.91    | 0.07%             | 2031-09-12      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Victoria Power Networks Finance Pty Ltd                                         | VICTORIA POWER N                   | CUSIP: N/A<br>LEI: 254900YISQHUZHEC9B94       | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $1065648.18   | 0.11%             | 2029-03-14      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty Ltd                                                         | AUSGRID FINANCE                    | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3524328.04   | 0.36%             | 2031-03-28      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                               | SYDNEY AIRPORT F                   | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |    1500000 | PA      | $1059798.22   | 0.11%             | 2034-04-19      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty Ltd                                                        | LONSDALE FINANCE                   | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3529121.11   | 0.36%             | 2031-11-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Scentre Group Trust 1                                                           | SCENTRE GRP TRST                   | CUSIP: N/A<br>LEI: 549300SQ859FBKRKSI77       | Long             | DBT              | CORP              | AU        |    3500000 | PA      | $2463358.75   | 0.25%             | 2034-11-27      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Ltd                                                            | WOOLWORTHS GROUP                   | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $2119723.88   | 0.22%             | 2034-11-29      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    4000000 | PA      | $2819982.52   | 0.29%             | 2035-02-12      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Stockland Trust                                                                 | STOCKLAND TRUST                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3492422.37   | 0.36%             | 2032-03-25      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co Pty Ltd                                               | SYDNEY AIRPORT F                   | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |    2100000 | PA      | $1474379.59   | 0.15%             | 2032-04-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GAIF Bond Issuer Pty Ltd                                                        | GAIF BOND ISSUER                   | CUSIP: N/A<br>LEI: 2138007UNQRHCRSBNZ86       | Long             | DBT              | CORP              | AU        |    7000000 | PA      | $4866934.64   | 0.50%             | 2030-06-03      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| AGI Finance Pty Ltd                                                             | AGI FINANCE                        | CUSIP: N/A<br>LEI: 21380065BDG1SP7D5854       | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $2055179.78   | 0.21%             | 2031-09-25      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty Ltd                                 | VOLKSWAGEN AUST                    | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |    3090000 | PA      | $2147455.42   | 0.22%             | 2030-10-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $2104783.54   | 0.22%             | 2041-02-12      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3695538.63   | 0.38%             | 2032-11-09      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                     | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3695618.54   | 0.38%             | 2033-05-16      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                     | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    1625000 | PA      | $1195140.91   | 0.12%             | 2034-01-16      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                              | MACQUARIE BK LTD                   | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |    2870000 | PA      | $2105701.55   | 0.22%             | 2034-03-01      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                     | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    3000000 | PA      | $2184938.60   | 0.22%             | 2035-01-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| ING Bank Australia Ltd                                                          | ING BANK (AUS)                     | CUSIP: N/A<br>LEI: 70UN1RCXO6LO7KWNC831       | Long             | DBT              | CORP              | AU        |    2970000 | PA      | $2145795.04   | 0.22%             | 2028-06-13      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                  | COM BK AUSTRALIA                   | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    5000000 | PA      | $3668161.81   | 0.37%             | 2035-09-12      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Kingdom of Belgium Government International Bond                                | BELGIUM KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BE        |    1286000 | PA      | $1142711.31   | 0.12%             | 2055-06-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | 10YR MINI JGB FUT Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -18 | NC      | $30963.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                       | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     474000 | PA      | $290248.87    | 0.03%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                       | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     573000 | PA      | $267478.43    | 0.03%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Canadian Government Bond                                                        | CANADA-GOV'T                       | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     536000 | PA      | $377483.57    | 0.04%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                               | Vanguard Market Liquidity Fund     | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |      89061 | NS      | $8905237.19   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | CAN 10YR BOND FUT Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         56 | NC      | $-121694.82   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    2211000 | PA      | $1118492.38   | 0.11%             | 2050-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    1003000 | PA      | $1010981.25   | 0.10%             | 2046-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    1369000 | PA      | $1048683.94   | 0.11%             | 2048-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    5032000 | PA      | $5533540.17   | 0.57%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     378000 | PA      | $309762.10    | 0.03%             | 2053-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    1603000 | PA      | $2186185.63   | 0.22%             | 2040-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    2047000 | PA      | $2358346.59   | 0.24%             | 2042-07-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    1188000 | PA      | $1217343.70   | 0.12%             | 2044-07-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oldenburgische Landesbank AG                                                    | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |    1500000 | PA      | $1955891.77   | 0.20%             | 2034-04-24      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                                                      | ALLIANZ SE                         | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $1084418.92   | 0.11%             | 2049-09-25      | Variable      | 1.30%                 | No            |                  2 | On Loan: No      |
| Deutsche Pfandbriefbank AG                                                      | DT PFANDBRIEFBAN                   | CUSIP: N/A<br>LEI: DZZ47B9A52ZJ6LT6VV95       | Long             | DBT              | CORP              | DE        |     565000 | PA      | $661903.26    | 0.07%             | 2028-01-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oldenburgische Landesbank AG                                                    | OLDENBURG LNDSBK                   | CUSIP: N/A<br>LEI: 5299008I0TO44SUINZ71       | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $1287270.70   | 0.13%             | 2034-04-24      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| JAB Holdings BV                                                                 | JAB HOLDINGS                       | CUSIP: N/A<br>LEI: 529900RRNKUM3INJGF98       | Long             | DBT              | CORP              | NL        |    3200000 | PA      | $3813103.97   | 0.39%             | 2034-04-25      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Amprion GmbH                                                                    | AMPRION GMBH                       | CUSIP: N/A<br>LEI: 529900ZIV0ETYHYZM863       | Long             | DBT              | CORP              | DE        |     500000 | PA      | $558467.21    | 0.06%             | 2040-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG                   | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | DBT              | CORP              | DE        |    1400000 | PA      | $1603913.45   | 0.16%             | 2041-05-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Bundesobligation                                                                | BUNDESOBL-189                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DE        |     100000 | PA      | $115523.43    | 0.01%             | 2029-04-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |      70000 | PA      | $80427.27     | 0.01%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |     506000 | PA      | $522844.75    | 0.05%             | 2056-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    1845000 | PA      | $1971021.74   | 0.20%             | 2041-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bundesrepublik Deutschland Bundesanleihe                                        | DEUTSCHLAND REP                    | CUSIP: N/A<br>LEI: 529900AQBND3S6YJLY83       | Long             | DBT              | NUSS              | DE        |    1613000 | PA      | $1830121.48   | 0.19%             | 2035-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | EURO-SCHATZ FUT   Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         -7 | NC      | $1145.33      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spain Government Bond                                                           | SPANISH GOV'T                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ES        |     528000 | PA      | $592723.80    | 0.06%             | 2056-10-31      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| Autonomous Community of Andalusia Spain                                         | JUNTA DE ANDALUC                   | CUSIP: N/A<br>LEI: 959800G42HFTN7MWAY79       | Long             | DBT              | NUSS              | ES        |    1902000 | PA      | $2195367.50   | 0.22%             | 2036-04-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                             | ADIF ALTA VELOCI                   | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |    1700000 | PA      | $1989576.13   | 0.20%             | 2030-01-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Adif Alta Velocidad                                                             | ADIF ALTA VELOCI                   | CUSIP: N/A<br>LEI: 959800D5SDA4R1CG7K10       | Long             | DBT              | NUSS              | ES        |    2100000 | PA      | $2440796.69   | 0.25%             | 2035-04-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| City of Madrid Spain                                                            | CITY OF MADRID S                   | CUSIP: N/A<br>LEI: 9598000KQHFX2BBJ0T57       | Long             | DBT              | NUSS              | ES        |    3040000 | PA      | $3477909.03   | 0.36%             | 2035-10-31      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    3495000 | PA      | $1826817.40   | 0.19%             | 2050-11-04      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |    1396983 | PA      | $783485.30    | 0.08%             | 2051-07-06      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| European Union                                                                  | EUROPEAN UNION                     | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | N/A       |   14874000 | PA      | $17146481.71  | 1.75%             | 2030-10-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                                         | VEOLIA ENVRNMT                     | CUSIP: ZR4414242<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |     600000 | PA      | $697638.64    | 0.07%             | 2079-12-31      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                              | TELEPERFORMANCE                    | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $579935.85    | 0.06%             | 2029-06-24      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                        | ENGIE                              | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     600000 | PA      | $696781.29    | 0.07%             | 2053-04-03      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Banque Federative du Credit Mutuel SA                                           | BANQ FED CRD MUT                   | CUSIP: N/A<br>LEI: VBHFXSYT7OG62HNT8T76       | Long             | DBT              | CORP              | FR        |     500000 | PA      | $585630.34    | 0.06%             | 2035-01-15      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Teleperformance SE                                                              | TELEPERFORMANCE                    | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1173916.30   | 0.12%             | 2030-01-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| IPSOS SA                                                                        | IPSOS SA                           | CUSIP: N/A<br>LEI: 9695002OY2X35E9X8W87       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1168906.34   | 0.12%             | 2030-01-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Accor SA                                                                        | ACCOR                              | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | DBT              | CORP              | FR        |    1000000 | PA      | $1119163.88   | 0.11%             | 2033-03-04      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET                   | CUSIP: N/A<br>LEI: 969500P04DQJS4BPM574       | Long             | DBT              | NUSS              | FR        |    3600000 | PA      | $4173721.73   | 0.43%             | 2028-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Agence Francaise de Developpement EPIC                                          | AGENCE FRANCAISE                   | CUSIP: N/A<br>LEI: 9695008K5N8MKIT4XJ91       | Long             | DBT              | NUSS              | FR        |    3800000 | PA      | $3756845.30   | 0.38%             | 2031-02-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -97 | NC      | $48841.31     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | LONG GILT FUTURE  Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -39 | NC      | $79701.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     570000 | PA      | $689862.34    | 0.07%             | 2042-12-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |      90000 | PA      | $80747.30     | 0.01%             | 2068-07-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     295000 | PA      | $195917.86    | 0.02%             | 2047-07-22      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: BH2956143<br>LEI: N/A                  | Long             | DBT              | NUSS              | GB        |     615000 | PA      | $699992.09    | 0.07%             | 2030-10-22      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     355000 | PA      | $350626.72    | 0.04%             | 2053-10-22      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom Gilt                                                             | UK TSY GILT                        | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GB        |     965000 | PA      | $1298263.14   | 0.13%             | 2029-07-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     761000 | PA      | $861703.49    | 0.09%             | 2036-06-16      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     607000 | PA      | $737640.30    | 0.08%             | 2038-07-18      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     213000 | PA      | $250431.05    | 0.03%             | 2042-01-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Hellenic Republic Government Bond                                               | HELLENIC REPUBLI                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | GR        |     752000 | PA      | $833886.15    | 0.09%             | 2054-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | Euro-BTP Future   Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -130 | NC      | $172686.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | JPN 10Y BOND(OSE) Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -14 | NC      | $227152.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Government Thirty Year Bond                                               | JAPAN GOVT 30-YR                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | JP        |  420350000 | PA      | $1315943.99   | 0.13%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| State of the Grand-Duchy of Luxembourg                                          | DUCHY OF LUX                       | CUSIP: N/A<br>LEI: 22210065LIUFB00MNF63       | Long             | DBT              | NUSS              | LU        |    2504000 | PA      | $2858477.27   | 0.29%             | 2035-09-17      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | Euro-OAT Future   Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -48 | NC      | $8900.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | EURO-BOBL FUTURE  Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         26 | NC      | $-123.62      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Portugal Obrigacoes do Tesouro OT                                               | PORTUGUESE OT'S                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PT        |    1154000 | PA      | $1258332.11   | 0.13%             | 2054-06-12      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                             | EURO-BUND FUTURE  Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        180 | NC      | $-108739.63   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |    2513570 | PA      | $2850398.99   | 0.29%             | 2040-02-27      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Slovakia Government Bond                                                        | SLOVAKIA GOVT                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SK        |    1470000 | PA      | $1687700.60   | 0.17%             | 2046-02-19      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        258 | NC      | $-164407.77   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         62 | NC      | $-34451.37    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | EURO-BUXL 30Y BND Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -23 | NC      | $37991.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aflac Inc                                                                       | AFLAC INC                          | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42816.63     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                          | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     140000 | PA      | $142773.84    | 0.01%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                          | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     265000 | PA      | $271626.45    | 0.03%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                   | AEP TEXAS                          | CUSIP: 00108WAU4<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     360000 | PA      | $345896.08    | 0.04%             | 2055-10-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp/The                                                           | ADT SEC CORP                       | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       8000 | PA      | $7878.12      | 0.00%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION                   | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $79904.90     | 0.01%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION                   | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      70000 | PA      | $50599.34     | 0.01%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION                   | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     100000 | PA      | $59949.04     | 0.01%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                         | AEP TRANSMISSION                   | CUSIP: 00115AAS8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     140000 | PA      | $142235.31    | 0.01%             | 2035-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                    | AES CORP/THE                       | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      77000 | PA      | $77750.44     | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AMC Global Media Inc                                                            | AMC GLOBAL MEDIA                   | CUSIP: 00164VAF0<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4379.80      | 0.00%             | 2029-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                  | AON PLC                            | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      35000 | PA      | $30016.15     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                  | AON PLC                            | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |      70000 | PA      | $60486.30     | 0.01%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      70000 | PA      | $58731.89     | 0.01%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      95000 | PA      | $73156.34     | 0.01%             | 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        |     455000 | PA      | $294652.86    | 0.03%             | 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        |     213000 | PA      | $137016.57    | 0.01%             | 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        |     305000 | PA      | $194391.70    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     451000 | PA      | $300490.47    | 0.03%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1282000 | PA      | $1248578.73   | 0.13%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RNG3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    1014000 | PA      | $1000393.74   | 0.10%             | 2033-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                        | AT&T INC                           | CUSIP: 00206RNQ1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     317000 | PA      | $312357.65    | 0.03%             | 2066-10-30      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc/AAdvantage Loyalty IP Ltd                                 | AMERICAN AIRLINE                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      50000 | PA      | $50019.48     | 0.01%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                        | CUSIP: 002824BT6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    2765000 | PA      | $2698440.12   | 0.28%             | 2033-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                        | CUSIP: 002824BU3<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $972064.46    | 0.10%             | 2036-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                             | ABBOTT LABS                        | CUSIP: 002824BX7<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     790000 | PA      | $761284.17    | 0.08%             | 2066-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     418000 | PA      | $366378.29    | 0.04%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     240000 | PA      | $193796.96    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     955000 | PA      | $905257.83    | 0.09%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YEF2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     385000 | PA      | $377464.40    | 0.04%             | 2033-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                      | ABBVIE INC                         | CUSIP: 00287YEG0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $977738.62    | 0.10%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Acushnet Co                                                                     | ACUSHNET                           | CUSIP: 005095AB0<br>LEI: 549300H805O14KEFES79 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5022.83      | 0.00%             | 2033-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ADM Elektrik Dagitim AS                                                         | ADM ELEKTRIK                       | CUSIP: 00710QAA1<br>LEI: 984500CB836F7EC9CF60 | Long             | DBT              | CORP              | TR        |     400000 | PA      | $393210.15    | 0.04%             | 2031-02-05      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                          | ADVANCE AUTO PAR                   | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7221.78      | 0.00%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Advance Auto Parts Inc                                                          | ADVANCE AUTO PAR                   | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21615.86     | 0.00%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $150222.98    | 0.02%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     380000 | PA      | $366095.56    | 0.04%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     100000 | PA      | $88873.08     | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $120513.21    | 0.01%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     880000 | PA      | $889698.30    | 0.09%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     500000 | PA      | $499240.15    | 0.05%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MBR5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     389000 | PA      | $381888.50    | 0.04%             | 2030-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND                     | CUSIP: 00774MBU8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     780000 | PA      | $762126.64    | 0.08%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AdventHealth Obligated Group                                                    | ADVENTHEALTH                       | CUSIP: 00778XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     300000 | PA      | $182336.78    | 0.02%             | 2051-11-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                      | ADVANCED MICRO                     | CUSIP: 007903BG1<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     160000 | PA      | $132576.03    | 0.01%             | 2052-06-01      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems Inc                                                   | ADVANCED DRAINAG                   | CUSIP: 00790RAB0<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5073.84      | 0.00%             | 2030-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                        | AGILENT TECH INC                   | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     155000 | PA      | $152501.94    | 0.02%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                        | AGREE LP                           | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |      50000 | PA      | $47492.50     | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                        | AGREE LP                           | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     750000 | PA      | $768750.55    | 0.08%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                                      | AIR CANADA                         | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $29924.00     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Airbnb Inc                                                                      | AIRBNB INC                         | CUSIP: 009066AD3<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     120000 | PA      | $119813.53    | 0.01%             | 2031-03-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                                                      | AIRBNB INC                         | CUSIP: 009066AE1<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |     160000 | PA      | $159517.44    | 0.02%             | 2036-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                                          | SUMISHO AIR LEAS                   | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19946.94     | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO                   | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40758.40     | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                | ALABAMA POWER CO                   | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     390000 | PA      | $393533.92    | 0.04%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | ALBERTSONS COS                     | CUSIP: 01309QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25183.68     | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | ALBERTSONS COS                     | CUSIP: 01309QAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4975.05      | 0.00%             | 2031-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC           | ALBERTSONS COS                     | CUSIP: 01309QAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24369.86     | 0.00%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Alcon Finance Corp                                                              | ALCON FINANCE CO                   | CUSIP: 01400EAC7<br>LEI: 549300CUZUI9VU7XNK42 | Long             | DBT              | CORP              | US        |     200000 | PA      | $147650.24    | 0.02%             | 2049-09-23      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLDINGS                   | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $70847.46     | 0.01%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLDINGS                   | CUSIP: 01883LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $3057.59      | 0.00%             | 2031-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLDINGS                   | CUSIP: 01883LAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5042.76      | 0.00%             | 2031-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                     | ALLIED UNIVERSAL                   | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $2058.01      | 0.00%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Allina Health System                                                            | ALLINA HEALTH                      | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     130000 | PA      | $98862.75     | 0.01%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Allison Transmission Inc                                                        | ALLISON TRANS                      | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |      24000 | PA      | $23942.09     | 0.00%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc                                                        | ALLISON TRANS                      | CUSIP: 019736AH0<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5043.57      | 0.00%             | 2033-12-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL                     | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     335000 | PA      | $340167.34    | 0.03%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                       | CUSIP: 02079KBB2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     353000 | PA      | $338115.63    | 0.03%             | 2075-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                       | CUSIP: 02079KBL0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     828000 | PA      | $814332.04    | 0.08%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                       | CUSIP: 02079KBP1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     927000 | PA      | $908556.90    | 0.09%             | 2056-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SAR4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93108.81     | 0.01%             | 2044-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     240000 | PA      | $241767.31    | 0.02%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     100000 | PA      | $97430.85     | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     165000 | PA      | $145268.48    | 0.01%             | 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        |      70000 | PA      | $53153.17     | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     390000 | PA      | $393160.90    | 0.04%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                | ALTRIA GROUP INC                   | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     730000 | PA      | $748893.78    | 0.08%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Alumina Ltd                                                                     | ALUMINA PTY LTD                    | CUSIP: 02220AAA5<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |       5000 | PA      | $5109.50      | 0.00%             | 2030-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Alumina Ltd                                                                     | ALUMINA PTY LTD                    | CUSIP: 02220AAB3<br>LEI: 2138002VD9MW2WT8HR38 | Long             | DBT              | CORP              | AU        |      23000 | PA      | $23640.91     | 0.00%             | 2032-09-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135CV6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    1065000 | PA      | $1036337.06   | 0.11%             | 2035-11-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                     | CUSIP: 023135DF0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    5475000 | PA      | $5393993.54   | 0.55%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | AMCOR FLEXIBLES                    | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     660000 | PA      | $663721.74    | 0.07%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | AMCOR FLEXIBLES                    | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     490000 | PA      | $496056.09    | 0.05%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                               | AMCOR FLEXIBLES                    | CUSIP: 02344AAK4<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     710000 | PA      | $691806.38    | 0.07%             | 2036-03-12      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                       | HESS CORP                          | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5635.41      | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                     | AMEREN CORP                        | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     600000 | PA      | $608398.53    | 0.06%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                    | CUSIP: 02361DAQ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      75000 | PA      | $60319.38     | 0.01%             | 2046-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                              | AMEREN ILLINOIS                    | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     130000 | PA      | $131124.90    | 0.01%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd                                                       | AADVANTAGE LOYAL                   | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |       6230 | PA      | $6166.52      | 0.00%             | 2028-04-20      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| American Airlines Inc                                                           | AMERICAN AIRLINE                   | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6080.60      | 0.00%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| American Airlines 2026-1 Class A Pass Through Trust                             | AM AIRAN 26-1A                     | CUSIP: 02379VAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     718000 | PA      | $716730.08    | 0.07%             | 2038-11-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Airlines 2026-1 Class B Pass Through Trust                             | AM AIRAN 25-1B                     | CUSIP: 02380KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $175012.04    | 0.02%             | 2035-05-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing Inc                                               | AMER AXLE & MFG                    | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      12000 | PA      | $11660.09     | 0.00%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                   | ABC SUPPLY CO                      | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2963.11      | 0.00%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co Inc                                   | ABC SUPPLY CO                      | CUSIP: 024747AG2<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2863.04      | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                  | AMER ELEC PWR                      | CUSIP: 02557TAF6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     270000 | PA      | $268964.45    | 0.03%             | 2056-03-15      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     780000 | PA      | $793634.89    | 0.08%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS                   | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     860000 | PA      | $832294.71    | 0.09%             | 2036-10-24      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WGS4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     815000 | PA      | $800356.67    | 0.08%             | 2031-01-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                     | AMERICAN HONDA F                   | CUSIP: 02665WGX3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24960.84     | 0.00%             | 2031-04-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | AMERICAN HOMES 4                   | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1003933.33   | 0.10%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                        | AMERICAN HOMES 4                   | CUSIP: 02666TAK3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     195000 | PA      | $196076.99    | 0.02%             | 2030-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                | AMERICAN INTERNA                   | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     905000 | PA      | $914097.09    | 0.09%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                     | AMERICAN WATER                     | CUSIP: 03040WBH7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     710000 | PA      | $710939.65    | 0.07%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ameritex Holdco Intermediate LLC                                                | AMERITEX HOLDCO                    | CUSIP: 030727AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5194.52      | 0.00%             | 2033-08-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                        | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      80000 | PA      | $65385.05     | 0.01%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                        | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     230000 | PA      | $210018.37    | 0.02%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                     | CENCORA INC                        | CUSIP: 03073EBD6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     130000 | PA      | $127813.97    | 0.01%             | 2033-02-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162AW0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     460000 | PA      | $500622.39    | 0.05%             | 2037-06-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      61000 | PA      | $57796.17     | 0.01%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     147000 | PA      | $85804.33     | 0.01%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     250000 | PA      | $246023.83    | 0.03%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     385000 | PA      | $369719.48    | 0.04%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                       | AMGEN INC                          | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      76000 | PA      | $72521.24     | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                | AMWINS GROUP INC                   | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6768.94      | 0.00%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AmWINS Group Inc                                                                | AMWINS GROUP INC                   | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7085.42      | 0.00%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095AX9<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     342000 | PA      | $339013.63    | 0.03%             | 2028-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     564000 | PA      | $555542.01    | 0.06%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095AZ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1328401.49   | 0.14%             | 2033-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095BA8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     618000 | PA      | $597198.72    | 0.06%             | 2036-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                   | AMPHENOL CORP                      | CUSIP: 032095BB6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     351000 | PA      | $328347.47    | 0.03%             | 2055-11-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     150000 | PA      | $126059.60    | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     244000 | PA      | $248080.73    | 0.03%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                              | ANHEUSER-BUSCH                     | CUSIP: 035240AF7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     240000 | PA      | $256406.50    | 0.03%             | 2035-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     190000 | PA      | $122092.14    | 0.01%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     155000 | PA      | $156186.50    | 0.02%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     230000 | PA      | $234109.28    | 0.02%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     435000 | PA      | $410978.53    | 0.04%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     835000 | PA      | $797361.83    | 0.08%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                             | ELEVANCE HEALTH                    | CUSIP: 036752BL6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     380000 | PA      | $363222.19    | 0.04%             | 2055-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                    | ANTERO MIDSTREAM                   | CUSIP: 03690AAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5133.94      | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Antero Midstream Partners LP / Antero Midstream Finance Corp                    | ANTERO MIDSTREAM                   | CUSIP: 03690AAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15003.34     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Aon North America Inc                                                           | AON NORTH AMER                     | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     510000 | PA      | $519217.40    | 0.05%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | APOLLO GLOBAL                      | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     489000 | PA      | $462323.66    | 0.05%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | APOLLO GLOBAL                      | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     319000 | PA      | $312051.84    | 0.03%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                    | APOLLO GLOBAL                      | CUSIP: 03769MAE6<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     208000 | PA      | $202279.04    | 0.02%             | 2035-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                       | APOLLO DEBT SOLU                   | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     112000 | PA      | $115497.16    | 0.01%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                                            | APLD COMPUTE 2                     | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14870.02     | 0.00%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                    | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     360000 | PA      | $294664.16    | 0.03%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                    | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24101.55     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                            | APPALACHIAN PWR                    | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    1190000 | PA      | $1083704.42   | 0.11%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | ARDAGH METAL PAC                   | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      23000 | PA      | $21486.11     | 0.00%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC     | ARDAGH METAL PAC                   | CUSIP: 03969YAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      15000 | PA      | $15108.31     | 0.00%             | 2031-01-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh Group Finance Ltd                                                      | ARDONAGH GROUP                     | CUSIP: 039956AA5<br>LEI: 254900SRT1BTAJ76NW62 | Long             | DBT              | CORP              | JE        |       2000 | PA      | $1993.48      | 0.00%             | 2032-02-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | ARES CAPITAL COR                   | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151400.46    | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                               | ARES CAPITAL COR                   | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     444000 | PA      | $447998.04    | 0.05%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINA                          | CUSIP: 040114HS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | AR        |     334800 | PA      | $288554.22    | 0.03%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC I                   | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |      41000 | PA      | $41504.56     | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                      | ARES STRATEGIC I                   | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     286000 | PA      | $286139.69    | 0.03%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Asbury Automotive Group Inc                                                     | ASBURY AUTO GRP                    | CUSIP: 043436AU8<br>LEI: 549300JH4DTA7U42GL91 | Long             | DBT              | CORP              | US        |      46000 | PA      | $45491.29     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                | ASCENSION HEALTH                   | CUSIP: 04351LAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1908304.82   | 0.19%             | 2035-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | ASCENT RESOUR/AR                   | CUSIP: 04364VAX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $92407.76     | 0.01%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Ascent Resources Utica Holdings LLC / ARU Finance Corp                          | ASCENT RESOUR/AR                   | CUSIP: 04364VBA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5138.76      | 0.00%             | 2033-07-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                              | ASURION LLC/CO                     | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $20904.61     | 0.00%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC/ Asurion Co-Issuer Inc                                              | ASURION LLC/CO                     | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      20000 | PA      | $19745.15     | 0.00%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                     | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     369000 | PA      | $225364.44    | 0.02%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                     | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     341000 | PA      | $312585.71    | 0.03%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                     | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     801000 | PA      | $775268.44    | 0.08%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                              | ATHENE HOLDING                     | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     885000 | PA      | $858774.35    | 0.09%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co LP                                                   | ATLAS WARE LEND                    | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |     520000 | PA      | $508851.22    | 0.05%             | 2033-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp                                                               | ATMOS ENERGY COR                   | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     110000 | PA      | $116080.67    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                                             | AUGUSTA SPINCO C                   | CUSIP: 051473AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     765000 | PA      | $761670.02    | 0.08%             | 2036-03-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd                                       | AUST & NZ BANK                     | CUSIP: 052528AP1<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     320000 | PA      | $348011.91    | 0.04%             | 2032-12-08      | Fixed         | 6.74%                 | Yes           |                  2 | On Loan: No      |
| Autodesk Inc                                                                    | AUTODESK INC                       | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     280000 | PA      | $280567.74    | 0.03%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                    | AUTOZONE INC                       | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     370000 | PA      | $367107.60    | 0.04%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                                      | AVIATION CAPITAL                   | CUSIP: 05369AAU5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |     415000 | PA      | $401818.42    | 0.04%             | 2033-01-28      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                          | AXA EQUITABLE HO                   | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |      79000 | PA      | $68196.36     | 0.01%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     165000 | PA      | $182172.00    | 0.02%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1440000 | PA      | $1593241.41   | 0.16%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     235000 | PA      | $232560.01    | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     560000 | PA      | $509477.98    | 0.05%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     124000 | PA      | $100908.54    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1930000 | PA      | $1854948.40   | 0.19%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      75000 | PA      | $68515.88     | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     210000 | PA      | $194515.54    | 0.02%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                | BAT CAPITAL CORP                   | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    1605000 | PA      | $1603138.81   | 0.16%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                         | BPCE                               | CUSIP: 05571AAY1<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      50000 | PA      | $51193.15     | 0.01%             | 2035-05-30      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                         | BAKER HUGHES                       | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5320000 | PA      | $5235614.93   | 0.53%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498AW6<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6375.64      | 0.00%             | 2030-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ball Corp                                                                       | BALL CORP                          | CUSIP: 058498BA3<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5009.58      | 0.00%             | 2033-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                              | BANCO SANTANDER                    | CUSIP: 05971KAW9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     200000 | PA      | $198762.17    | 0.02%             | 2036-04-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $198254.96    | 0.02%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     300000 | PA      | $295505.69    | 0.03%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $173957.86    | 0.02%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     125000 | PA      | $115502.03    | 0.01%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     560000 | PA      | $402948.88    | 0.04%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     675000 | PA      | $612161.23    | 0.06%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      60000 | PA      | $45985.96     | 0.00%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     100000 | PA      | $95184.46     | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     200000 | PA      | $196534.99    | 0.02%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     440000 | PA      | $451517.93    | 0.05%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1090000 | PA      | $1110082.89   | 0.11%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMER CRP                   | CUSIP: 06051GNC9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    1420000 | PA      | $1409625.22   | 0.14%             | 2037-04-23      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBU0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     300000 | PA      | $327580.06    | 0.03%             | 2034-10-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     485000 | PA      | $491290.93    | 0.05%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     200000 | PA      | $202486.84    | 0.02%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     987000 | PA      | $999185.86    | 0.10%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                | BANK OF NY MELLO                   | CUSIP: 06406RCM7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     965000 | PA      | $957374.98    | 0.10%             | 2037-04-23      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $300280.97    | 0.03%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $148636.21    | 0.02%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $623728.23    | 0.06%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     177000 | PA      | $177615.09    | 0.02%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1004279.97   | 0.10%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                       | CUSIP: 06738EDK8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $485057.04    | 0.05%             | 2037-02-24      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp                                                              | BAUSCH + LOMB CO                   | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      21000 | PA      | $21713.69     | 0.00%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                                     | BEACH ACQUISITIO                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |       5270 | PA      | $5794.78      | 0.00%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                           | BECTON DICKINSON                   | CUSIP: 075887CR8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     275000 | PA      | $277674.89    | 0.03%             | 2029-02-08      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                      | BELL CANADA                        | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |       4000 | PA      | $4005.52      | 0.00%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Belron UK Finance PLC                                                           | BELRON UK FINANC                   | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |      75000 | PA      | $75750.12     | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                    | BERKSHIRE HATHAW                   | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     100000 | PA      | $60319.78     | 0.01%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                | BERRY GLOBAL INC                   | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |      48000 | PA      | $49202.85     | 0.01%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                    | BETH ISRAEL LAHE                   | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     180000 | PA      | $115846.19    | 0.01%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Big River Steel LLC / BRS Finance Corp                                          | BIG RVR STL/FIN                    | CUSIP: 08949LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      42000 | PA      | $42080.62     | 0.00%             | 2029-01-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Black Hills Corp                                                                | BLACK HILLS CORP                   | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     120000 | PA      | $124484.57    | 0.01%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                                         | BLACK PEARL COMP                   | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5075.08      | 0.00%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                              | BLUE RACER MID/F                   | CUSIP: 095796AJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      77000 | PA      | $79666.74     | 0.01%             | 2029-07-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Blue Racer Midstream LLC / Blue Racer Finance Corp                              | BLUE RACER MID/F                   | CUSIP: 095796AK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $2091.00      | 0.00%             | 2032-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                        | CUSIP: 09659W2W3<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     300000 | PA      | $306763.35    | 0.03%             | 2030-05-20      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                        | CUSIP: 09659W2X1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     150000 | PA      | $153755.33    | 0.02%             | 2035-02-20      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                        | CUSIP: 09659W2Z6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     370000 | PA      | $376338.38    | 0.04%             | 2030-11-19      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                        | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     560000 | PA      | $561761.32    | 0.06%             | 2029-05-09      | Variable      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS                        | CUSIP: 09659W3D4<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     840000 | PA      | $847644.21    | 0.09%             | 2031-05-09      | Variable      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     445000 | PA      | $433195.01    | 0.04%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     277000 | PA      | $281390.56    | 0.03%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO                          | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2001000 | PA      | $1908130.28   | 0.19%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    2070000 | PA      | $2171044.12   | 0.22%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                      | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    1792000 | PA      | $1914765.61   | 0.20%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                      | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     810000 | PA      | $885754.92    | 0.09%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                      | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     800000 | PA      | $888040.55    | 0.09%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                      | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     880000 | PA      | $980572.07    | 0.10%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Bombardier Inc                                                                  | BOMBARDIER INC                     | CUSIP: 097751CB5<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5258.80      | 0.00%             | 2031-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc                                                                  | BOMBARDIER INC                     | CUSIP: 097751CC3<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5221.24      | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Bombardier Inc                                                                  | BOMBARDIER INC                     | CUSIP: 097751CD1<br>LEI: W7L3VLU8EHQY34Z36697 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5219.10      | 0.00%             | 2033-06-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BorgWarner Inc                                                                  | BORGWARNER INC                     | CUSIP: 099724AP1<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     120000 | PA      | $121479.45    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                  | BORGWARNER INC                     | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     235000 | PA      | $238466.81    | 0.02%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     548000 | PA      | $344639.43    | 0.04%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                  | BP CAP MKTS AMER                   | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     169000 | PA      | $127326.26    | 0.01%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                             | BRANDYWINE OPER                    | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15709.04     | 0.00%             | 2029-04-12      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Brandywine Operating Partnership LP                                             | BRANDYWINE OPER                    | CUSIP: 105340AT0<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4652.48      | 0.00%             | 2031-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Brightstar Lottery PLC/ Brightstar Global Solutions Corp                        | BRIGHTSTAR/BRIGH                   | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |       5000 | PA      | $4894.75      | 0.00%             | 2033-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia Canada                                             | BRIT COLUMBIA                      | CUSIP: 11070TAP3<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    6298000 | PA      | $6255667.54   | 0.64%             | 2031-04-23      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FAQ4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     530000 | PA      | $521798.02    | 0.05%             | 2030-11-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     120000 | PA      | $122128.80    | 0.01%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     145000 | PA      | $121791.50    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     185000 | PA      | $179328.64    | 0.02%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FCK5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    1876000 | PA      | $1883543.69   | 0.19%             | 2030-07-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FCM1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     550000 | PA      | $554545.96    | 0.06%             | 2035-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FCX7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     312000 | PA      | $301325.46    | 0.03%             | 2038-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                       | CUSIP: 11135FDD0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     371000 | PA      | $368327.75    | 0.04%             | 2056-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN                      | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1059876.35   | 0.11%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                               | BROWN & BROWN                      | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     228000 | PA      | $228638.03    | 0.02%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                        | BUILDERS FIRSTSO                   | CUSIP: 12008RAS6<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9959.48      | 0.00%             | 2034-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Builders FirstSource Inc                                                        | BUILDERS FIRSTSO                   | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15149.97     | 0.00%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                              | BURFORD CAPITAL                    | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4871.30      | 0.00%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                              | BURFORD CAPITAL                    | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4655.88      | 0.00%             | 2031-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                              | BURFORD CAPITAL                    | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      15000 | PA      | $12676.66     | 0.00%             | 2034-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH                   | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     325000 | PA      | $338730.56    | 0.03%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                | BURLINGTON NORTH                   | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     135000 | PA      | $130013.79    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | CBS CORP                           | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14454.17     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      67000 | PA      | $63520.71     | 0.01%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      90000 | PA      | $83959.03     | 0.01%             | 2030-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9076.13      | 0.00%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $21981.83     | 0.00%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC                   | CUSIP: 1248EPCU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4931.11      | 0.00%             | 2033-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 12511VAA6<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4989.51      | 0.00%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                      | CD 2018-CD7 C                      | CUSIP: 12512JBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      50000 | PA      | $46613.46     | 0.00%             | 2051-08-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                      | CDW LLC/CDW FIN                    | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     470000 | PA      | $471505.43    | 0.05%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY                      | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12884.68     | 0.00%             | 2032-01-15      | Fixed         | 10.88%                | Yes           |                  2 | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY                      | CUSIP: 12543DBQ2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15473.72     | 0.00%             | 2034-01-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | CIGNA GROUP/THE                    | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     150000 | PA      | $102039.08    | 0.01%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                 | CIGNA GROUP/THE                    | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      75000 | PA      | $67658.92     | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                 | CMS ENERGY                         | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     135000 | PA      | $117875.31    | 0.01%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BF3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      10000 | PA      | $6000.49      | 0.00%             | 2031-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                   | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      78000 | PA      | $55772.46     | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| CRH America Finance Inc                                                         | CRH AMERICA FIN                    | CUSIP: 12636YAH5<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    1480000 | PA      | $1461821.37   | 0.15%             | 2031-02-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                         | CRH AMERICA FIN                    | CUSIP: 12636YAJ1<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    1040000 | PA      | $1022905.96   | 0.10%             | 2036-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                        | CSX CORP                           | CUSIP: 126408HN6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     190000 | PA      | $165172.78    | 0.02%             | 2048-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX RESOURCES CO                   | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       1000 | PA      | $1030.25      | 0.00%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX RESOURCES CO                   | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      14000 | PA      | $14580.65     | 0.00%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corp                                                              | CNX RESOURCES CO                   | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9917.05      | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      80000 | PA      | $77286.29     | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      85000 | PA      | $75064.49     | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     419000 | PA      | $388612.50    | 0.04%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      58000 | PA      | $48812.82     | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     200000 | PA      | $176926.68    | 0.02%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     365000 | PA      | $371041.55    | 0.04%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     240000 | PA      | $243550.70    | 0.02%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     130000 | PA      | $123229.51    | 0.01%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     400000 | PA      | $409143.03    | 0.04%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                 | CVS HEALTH CORP                    | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     315000 | PA      | $325795.06    | 0.03%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cable One Inc                                                                   | CABLE ONE INC                      | CUSIP: 12685JAC9<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |       9000 | PA      | $6297.41      | 0.00%             | 2030-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY                     | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     130000 | PA      | $129439.36    | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY                     | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     610000 | PA      | $615053.86    | 0.06%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                              | COTERRA ENERGY                     | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     620000 | PA      | $596401.23    | 0.06%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                      | COPT DEFENSE LP                    | CUSIP: 12713UAA4<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |      61000 | PA      | $60274.71     | 0.01%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment Inc                                                       | CAESARS ENT                        | CUSIP: 12769GAC4<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4866.14      | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Caisse d'Amortissement de la Dette Sociale                                      | CAISSE AMORT DET                   | CUSIP: 12802D2T2<br>LEI: 969500P04DQJS4BPM574 | Long             | DBT              | NUSS              | FR        |     956000 | PA      | $943903.88    | 0.10%             | 2031-02-12      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| California Buyer Ltd / Atlantica Sustainable Infrastructure PLC                 | CA BUYER/ATLANTI                   | CUSIP: 13005HAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      10000 | PA      | $9949.18      | 0.00%             | 2032-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corp                                                       | CALIFORNIA RESOU                   | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20378.33     | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Camden Property Trust                                                           | CAMDEN PROP TRST                   | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     110000 | PA      | $74858.42     | 0.01%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                    | CANADIAN NATL RR                   | CUSIP: 136375DB5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     230000 | PA      | $190996.92    | 0.02%             | 2052-08-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CAN NATURAL RES                    | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     140000 | PA      | $148166.82    | 0.02%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                  | CANADIAN NATL RE                   | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     125000 | PA      | $117450.39    | 0.01%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC                   | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |      60000 | PA      | $53521.35     | 0.01%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CAN PAC RR CO                      | CUSIP: 13645RBS2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     350000 | PA      | $333602.12    | 0.03%             | 2056-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                     | CANADIAN PACIFIC                   | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     146000 | PA      | $102994.29    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canpack Group Inc / CANPACK SA                                                  | CANPACK GROUP/SA                   | CUSIP: 13804MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5000.54      | 0.00%             | 2031-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Canpack SA / Canpack US LLC                                                     | CANPACK SA                         | CUSIP: 13806CAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      37000 | PA      | $34981.18     | 0.00%             | 2029-11-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     175000 | PA      | $154460.34    | 0.02%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     400000 | PA      | $385586.44    | 0.04%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      90000 | PA      | $91407.82     | 0.01%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCY9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     500000 | PA      | $513557.49    | 0.05%             | 2034-02-01      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     226000 | PA      | $233685.22    | 0.02%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     190000 | PA      | $209707.35    | 0.02%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     438000 | PA      | $449932.01    | 0.05%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     340000 | PA      | $352487.88    | 0.04%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    1359000 | PA      | $1383809.61   | 0.14%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDN2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     577000 | PA      | $558890.54    | 0.06%             | 2036-09-11      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINL                   | CUSIP: 14040HDQ5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     530000 | PA      | $520556.91    | 0.05%             | 2037-01-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                             | CARDINAL HEALTH                    | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     785000 | PA      | $764740.34    | 0.08%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carlyle Group Inc/The                                                           | CARLYLE GRP INC                    | CUSIP: 14316JAA6<br>LEI: 529900NGGVF94UK6PG95 | Long             | DBT              | CORP              | US        |     147000 | PA      | $142348.65    | 0.01%             | 2035-09-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |       7000 | PA      | $6839.54      | 0.00%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      20000 | PA      | $20297.52     | 0.00%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658BZ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      25000 | PA      | $25366.02     | 0.00%             | 2031-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                      | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      20000 | PA      | $19928.98     | 0.00%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     200000 | PA      | $166486.65    | 0.02%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E                   | CUSIP: 147918AC0<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    2944000 | PA      | $3062012.76   | 0.31%             | 2029-04-30      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E                   | CUSIP: 147918AF3<br>LEI: 81560029E2CE4D14F425 | Long             | DBT              | NUSS              | IT        |    4253000 | PA      | $4206743.80   | 0.43%             | 2030-10-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CommonSpirit Health                                                             | CATHOLIC HEALTH                    | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     220000 | PA      | $188789.28    | 0.02%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENOVUS ENERGY                     | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $16411.09     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                              | CENOVUS ENERGY                     | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $27439.87     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                          | CENTERPOINT ENER                   | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    1775000 | PA      | $1820315.68   | 0.19%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS                   | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      65000 | PA      | $50763.64     | 0.01%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS                   | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      40000 | PA      | $37430.66     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                         | CENTERPOINT HOUS                   | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     690000 | PA      | $690449.59    | 0.07%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                               | CENTERPOINT ENER                   | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5122.30      | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Central American Bank for Economic Integration                                  | CENT AMERICAN BK                   | CUSIP: 15238PAL0<br>LEI: 549300OLDAMXBPSHIC05 | Long             | DBT              | CORP              | N/A       |    3221000 | PA      | $3187524.08   | 0.33%             | 2029-01-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Central Parent Inc / CDK Global Inc                                             | CENTRAL PAR/CDK                    | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      74000 | PA      | $38850.00     | 0.00%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  3 | On Loan: No      |
| Central Parent LLC / CDK Global II LLC / CDK Financing Co Inc                   | CNT PAR/CDK GL/F                   | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       2000 | PA      | $1070.00      | 0.00%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           |                  3 | On Loan: No      |
| Champ Acquisition Corp                                                          | CHAMP ACQUISITIO                   | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      67000 | PA      | $70842.82     | 0.01%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Charles River Laboratories International Inc                                    | CHARLES RIVER LA                   | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      75000 | PA      | $71730.93     | 0.01%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                                                            | CHART INDUSTRIES                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5191.71      | 0.00%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                                                            | CHART INDUSTRIES                   | CUSIP: 16115QAG5<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2104.17      | 0.00%             | 2031-01-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     760000 | PA      | $699728.47    | 0.07%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     790000 | PA      | $777281.31    | 0.08%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $39583.11     | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     395000 | PA      | $316621.60    | 0.03%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     460000 | PA      | $385725.31    | 0.04%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     480000 | PA      | $481131.87    | 0.05%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     610000 | PA      | $522033.39    | 0.05%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      40000 | PA      | $37385.37     | 0.00%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $135672.33    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     542000 | PA      | $562293.66    | 0.06%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    5090000 | PA      | $5255396.23   | 0.54%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMM OPT                   | CUSIP: 161175CT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     614000 | PA      | $578747.85    | 0.06%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | CHEMOURS CO                        | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9599.96      | 0.00%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Chemours Co/The                                                                 | CHEMOURS CO                        | CUSIP: 163851AL2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15341.81     | 0.00%             | 2034-03-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP                   | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     770000 | PA      | $704440.57    | 0.07%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP                   | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36727.53     | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                     | CHENIERE ENERGYP                   | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     650000 | PA      | $662226.35    | 0.07%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                             | CHENIERE ENERGY                    | CUSIP: 16411RAP4<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     510000 | PA      | $504260.06    | 0.05%             | 2036-07-30      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                            | CHENIERE CORP CH                   | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68013.23     | 0.01%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Philadelphia/The                                         | CHILDREN'S HOSP                    | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |     150000 | PA      | $92371.50     | 0.01%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Chobani LLC / Chobani Finance Corp Inc                                          | CHOBANI LLC/FIN                    | CUSIP: 17027NAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5103.13      | 0.00%             | 2034-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 171484AE8<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      31000 | PA      | $30738.56     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Churchill Downs Inc                                                             | CHURCHILL DOWNS                    | CUSIP: 171484AG3<br>LEI: 529900FODTBQC8MIS994 | Long             | DBT              | CORP              | US        |      33000 | PA      | $32967.34     | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                                              | CIPHER COMPUTE                     | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10370.17     | 0.00%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Citadel Finance LLC                                                             | CITADEL FINANCE                    | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     500000 | PA      | $504448.56    | 0.05%             | 2030-02-10      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      90000 | PA      | $78730.16     | 0.01%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      55000 | PA      | $47757.56     | 0.00%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     500000 | PA      | $459426.86    | 0.05%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     250000 | PA      | $221437.54    | 0.02%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     290000 | PA      | $295106.71    | 0.03%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     350000 | PA      | $359084.40    | 0.04%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     327000 | PA      | $323829.39    | 0.03%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     140000 | PA      | $132379.53    | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     180000 | PA      | $187364.60    | 0.02%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    1340000 | PA      | $1334622.97   | 0.14%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                    | CITIZENS FIN GRP                   | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     248000 | PA      | $251039.97    | 0.03%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                    | CITY OF HOPE/THE                   | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |      80000 | PA      | $63832.43     | 0.01%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11537.84     | 0.00%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 17888HAC7<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      35000 | PA      | $37030.31     | 0.00%             | 2030-11-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      25000 | PA      | $27873.70     | 0.00%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | CLARIOS GLOBAL                     | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      48000 | PA      | $49546.00     | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP / Clarios US Finance Co                                       | CLARIOS GLOBAL                     | CUSIP: 18060TAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       5000 | PA      | $5110.69      | 0.00%             | 2032-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors Inc                                                               | CLEAN HARBORS IN                   | CUSIP: 184496AR8<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15148.62     | 0.00%             | 2033-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | CLEARWAY ENERGY                    | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24831.65     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                                   | CLEARWAY ENERGY                    | CUSIP: 18539UAE5<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1842.36      | 0.00%             | 2032-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                            | CLEVELAND-CLIFFS                   | CUSIP: 185899AK7<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8677.00      | 0.00%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                            | CLEVELAND-CLIFFS                   | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11188.68     | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                            | CLEVELAND-CLIFFS                   | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10098.89     | 0.00%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                        | CLD SFTWR GRP IN                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14725.65     | 0.00%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                        | CLD SFTWR GRP IN                   | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      76000 | PA      | $72182.23     | 0.01%             | 2032-06-30      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co LLC                                               | COLUMBIA PIPE HC                   | CUSIP: 19828AAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     195000 | PA      | $199144.41    | 0.02%             | 2034-01-15      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NAY7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      80000 | PA      | $86028.05     | 0.01%             | 2039-07-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NBG5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     140000 | PA      | $114116.05    | 0.01%             | 2043-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      90000 | PA      | $84842.29     | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     150000 | PA      | $110698.37    | 0.01%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |      65000 | PA      | $52778.71     | 0.01%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     145000 | PA      | $111373.49    | 0.01%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     263000 | PA      | $128385.31    | 0.01%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    1185000 | PA      | $652392.50    | 0.07%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                    | COMCAST CORP                       | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     413000 | PA      | $217099.78    | 0.02%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Commercial Metals Co                                                            | COMMERCIAL METAL                   | CUSIP: 201723AS2<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13003.10     | 0.00%             | 2033-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Commercial Metals Co                                                            | COMMERCIAL METAL                   | CUSIP: 201723AV5<br>LEI: 549300OQS2LO07ZJ7N73 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9989.29      | 0.00%             | 2035-12-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI                   | CUSIP: 202795JA9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     115000 | PA      | $92468.79     | 0.01%             | 2042-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI                   | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      50000 | PA      | $32312.56     | 0.00%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                          | COMMONWEALTH EDI                   | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     260000 | PA      | $241367.30    | 0.02%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      65000 | PA      | $54669.59     | 0.01%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      40000 | PA      | $29221.23     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      75000 | PA      | $69257.27     | 0.01%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                               | CONOCOPHIL CO                      | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38475.19     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                      | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      65000 | PA      | $65368.78     | 0.01%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                      | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     160000 | PA      | $162643.29    | 0.02%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                          | CON EDISON CO                      | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     400000 | PA      | $400402.84    | 0.04%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                        | CONSTELLATION BR                   | CUSIP: 21036PBT4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    1595000 | PA      | $1548334.96   | 0.16%             | 2035-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTL ENRGY GEN                   | CUSIP: 210385AR1<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     530000 | PA      | $509984.19    | 0.05%             | 2066-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO                   | CUSIP: 212015AU5<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98897.77     | 0.01%             | 2026-11-15      | Fixed         | 2.27%                 | Yes           |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                    | CONTINENTAL RESO                   | CUSIP: 212015AV3<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |      40000 | PA      | $35248.54     | 0.00%             | 2032-04-01      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     170000 | PA      | $166510.84    | 0.02%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     194000 | PA      | $182492.24    | 0.02%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     100000 | PA      | $83256.29     | 0.01%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     150000 | PA      | $118797.55    | 0.01%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                        | COREBRIDGE FIN                     | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1541781.84   | 0.16%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA FOM                    | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    1560000 | PA      | $1593080.43   | 0.16%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                          | CORP ANDINA FOM                    | CUSIP: 219868CP9<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    4062000 | PA      | $4000305.69   | 0.41%             | 2036-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                      | COPT DEFENSE LP                    | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     105000 | PA      | $95268.35     | 0.01%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cotiviti Inc                                                                    | COTIVITI                           | CUSIP: 22164MAD9<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |       5000 | PA      | $4729.17      | 0.00%             | 2031-05-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                           | COUSINS LP                         | CUSIP: 222793AD3<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     455000 | PA      | $440021.50    | 0.04%             | 2033-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Cox Communications Inc                                                          | COX COMMUN INC                     | CUSIP: 224044CF2<br>LEI: 5493001NEDZNIFRP2R92 | Long             | DBT              | CORP              | US        |     557000 | PA      | $507482.10    | 0.05%             | 2035-02-01      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Credit Acceptance Corp                                                          | CREDIT ACCEPTANC                   | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $24910.51     | 0.00%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Credit Agricole SA                                                              | CRED AGRICOLE SA                   | CUSIP: 22535WAL1<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     250000 | PA      | $250082.93    | 0.03%             | 2028-09-11      | Variable      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 225401AF5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     602000 | PA      | $595302.34    | 0.06%             | 2029-01-12      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 225401AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     290000 | PA      | $266520.77    | 0.03%             | 2032-05-14      | Variable      | 3.09%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 225401BK3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    1455000 | PA      | $1439339.57   | 0.15%             | 2029-12-23      | Variable      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 225401BM9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     770000 | PA      | $756363.37    | 0.08%             | 2031-09-23      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 225401BP2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     630000 | PA      | $611143.90    | 0.06%             | 2037-03-23      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| UBS Americas Inc                                                                | UBS AMERICAS INC                   | CUSIP: 22541LAE3<br>LEI: T2E64KWP8B9GCLM28W20 | Long             | DBT              | CORP              | US        |     350000 | PA      | $390490.74    | 0.04%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Crown Americas LLC                                                              | CROWN AMERICAS L                   | CUSIP: 22819CAA6<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15108.41     | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                | CROWN CASTLE INT                   | CUSIP: 22822VAF8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     125000 | PA      | $104016.25    | 0.01%             | 2047-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                    | CUBESMART LP                       | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     225000 | PA      | $212619.49    | 0.02%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                 | CYPRIUM CORP/HOL                   | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       5000 | PA      | $5049.99      | 0.00%             | 2031-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Cyprium Corp / Cyprium Holdings Luxembourg Sarl                                 | CYPRIUM CORP/HOL                   | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |       3000 | PA      | $2996.82      | 0.00%             | 2034-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM                      | CUSIP: 23311RAA4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     300000 | PA      | $324077.47    | 0.03%             | 2037-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                      | DCP MIDSTREAM OP                   | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     700000 | PA      | $639906.53    | 0.07%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                   | DTE ENERGY CO                      | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    1890000 | PA      | $1920275.76   | 0.20%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                    | CUSIP: 23338VAF3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      75000 | PA      | $56318.07     | 0.01%             | 2046-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                 | DTE ELECTRIC CO                    | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     720000 | PA      | $729591.13    | 0.07%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                        | DANA INC                           | CUSIP: 235825AH9<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5745.49      | 0.00%             | 2030-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dana Inc                                                                        | DANA INC                           | CUSIP: 235825AJ5<br>LEI: KVWHW7YLZPFJM8QYNJ51 | Long             | DBT              | CORP              | US        |      42000 | PA      | $39616.01     | 0.00%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                    | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |     200000 | PA      | $201662.56    | 0.02%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                 | DANSKE BANK A/S                    | CUSIP: 23636ABN0<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |    3210000 | PA      | $3220534.72   | 0.33%             | 2032-03-27      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                         | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27106.84     | 0.00%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                         | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9278.27      | 0.00%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DaVita Inc                                                                      | DAVITA INC                         | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15489.01     | 0.00%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     636000 | PA      | $646348.61    | 0.07%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703DBT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $593478.02    | 0.06%             | 2032-10-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DELL INT / EMC                     | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     219000 | PA      | $231058.11    | 0.02%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                               | DIAMOND 1 FIN/DI                   | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      44000 | PA      | $54559.88     | 0.01%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                             | DELTA AIR LINES                    | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8667.59      | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      33000 | PA      | $34116.84     | 0.00%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     200000 | PA      | $215068.42    | 0.02%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      33000 | PA      | $34611.17     | 0.00%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                    | DEUTSCHE BANK NY                   | CUSIP: 251526DB2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     931000 | PA      | $927742.76    | 0.09%             | 2031-08-04      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                       | DEUTSCHE TEL FIN                   | CUSIP: 25156PAR4<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |      75000 | PA      | $68053.52     | 0.01%             | 2042-03-06      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Devon Energy Corp                                                               | DEVON ENERGY                       | CUSIP: 25179MBH5<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     590000 | PA      | $556223.16    | 0.06%             | 2054-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co / Diamond Finance LLC                                  | DIAMOND FRGN/FIN                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      10000 | PA      | $10548.08     | 0.00%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER                   | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14014.98     | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER                   | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     470000 | PA      | $450000.47    | 0.05%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENER                   | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     255000 | PA      | $245782.49    | 0.03%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                        | DIRECTV FIN/DTV                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5001.16      | 0.00%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC / Directv Financing Co-Obligor Inc                        | DIRECTV FIN/DTV                    | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15604.68     | 0.00%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687EH5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      70000 | PA      | $78853.87     | 0.01%             | 2037-11-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                              | WALT DISNEY CO                     | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |      45000 | PA      | $27777.46     | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DISH Network Corp                                                               | DISH NETWORK                       | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |      12000 | PA      | $12378.32     | 0.00%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC                                                           | DIRECTV FINANCIN                   | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15287.38     | 0.00%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | DOMINION ENERGY                    | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     185000 | PA      | $194203.20    | 0.02%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                             | DOMINION RES                       | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     170000 | PA      | $134812.52    | 0.01%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                | DUKE ENERGY COR                    | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     100000 | PA      | $66892.04     | 0.01%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19800.84     | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     125000 | PA      | $107834.41    | 0.01%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                       | DUKE ENERGY CAR                    | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |      39000 | PA      | $28835.39     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                            | DUKE ENERGY OHIO                   | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |      90000 | PA      | $86867.34     | 0.01%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     170000 | PA      | $96885.07     | 0.01%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                        | DUKE ENERGY PROG                   | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     770000 | PA      | $772293.41    | 0.08%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                         | DUKE ENERGY IND                    | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      75000 | PA      | $45353.84     | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLA                    | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      35000 | PA      | $24985.13     | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                         | DUKE ENERGY FLA                    | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     110000 | PA      | $114959.31    | 0.01%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG RESOURCES IN                   | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     950000 | PA      | $921451.36    | 0.09%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                               | EOG RESOURCES IN                   | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    1530000 | PA      | $1551829.42   | 0.16%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE                   | CUSIP: 26882PBE1<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |     180000 | PA      | $204640.46    | 0.02%             | 2037-10-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ERP Operating LP                                                                | ERP OPERATING LP                   | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     135000 | PA      | $117743.56    | 0.01%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27708.32     | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                        | EQT CORP                           | CUSIP: 26884LBB4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10857.99     | 0.00%             | 2030-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE                   | CUSIP: 26884TBA9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    1211000 | PA      | $1208852.78   | 0.12%             | 2031-04-30      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA Finance LLC                                                            | ERAC USA FINANCE                   | CUSIP: 26884TBC5<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |    1433000 | PA      | $1429677.95   | 0.15%             | 2029-10-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                 | EASTERN ENERGY                     | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     320000 | PA      | $324768.72    | 0.03%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                      | EATON CORP                         | CUSIP: 278058DX7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     360000 | PA      | $354935.50    | 0.04%             | 2031-03-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                               | EATON CAPITAL                      | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     230000 | PA      | $229793.42    | 0.02%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Edison International                                                            | EDISON INTL                        | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39461.20     | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                        | ELEC DE FRANCE                     | CUSIP: 28504DAB9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     315000 | PA      | $322064.43    | 0.03%             | 2028-05-23      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Element Solutions Inc                                                           | ELEMENT SOLN INC                   | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10724.29     | 0.00%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ellucian Holdings Inc                                                           | ELLUCIAN HOLDING                   | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9846.81      | 0.00%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      42000 | PA      | $40078.47     | 0.00%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     229000 | PA      | $242406.12    | 0.02%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     115000 | PA      | $117428.75    | 0.01%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     635000 | PA      | $632204.76    | 0.06%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NCQ6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     830000 | PA      | $833476.36    | 0.09%             | 2031-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                    | ENBRIDGE INC                       | CUSIP: 29250NCR4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     890000 | PA      | $898862.69    | 0.09%             | 2036-03-27      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                     | ENBRIDGE ENERGY                    | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     230000 | PA      | $263423.09    | 0.03%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                    | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      28000 | PA      | $27624.77     | 0.00%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                    | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33670.01     | 0.00%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings Inc                                                          | ENERGIZER HLDGS                    | CUSIP: 29272WAG4<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14333.92     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     535000 | PA      | $539652.26    | 0.06%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104263.98    | 0.01%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      55000 | PA      | $48189.85     | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     130000 | PA      | $135276.19    | 0.01%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     230000 | PA      | $245599.33    | 0.03%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     230000 | PA      | $249172.88    | 0.03%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     230000 | PA      | $234844.24    | 0.02%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANS                       | CUSIP: 29273VBK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     800000 | PA      | $795121.83    | 0.08%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                                                   | ENEL FIN INTL NV                   | CUSIP: 29278GAC2<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |     200000 | PA      | $165911.19    | 0.02%             | 2047-05-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     130000 | PA      | $132450.04    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      30000 | PA      | $29014.81     | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68854.40     | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                        | ENDO FINANCE HOL                   | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       3596 | PA      | $3551.47      | 0.00%             | 2031-04-23      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| Endo Finance Holdings LP                                                        | ENDO FINANCE                       | CUSIP: 29281RAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36000 | PA      | $38169.35     | 0.00%             | 2031-04-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Enpro Inc                                                                       | ENPRO INC                          | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10203.15     | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp                                                                    | ENTERGY CORP                       | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     650000 | PA      | $460654.36    | 0.05%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Entegris Inc                                                                    | ENTEGRIS ESCROW                    | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |     135000 | PA      | $134111.89    | 0.01%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Entegris Inc                                                                    | ENTEGRIS ESCROW                    | CUSIP: 29365BAB9<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45571.55     | 0.00%             | 2030-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Entergy Texas Inc                                                               | ENTERGY TEXAS                      | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     545000 | PA      | $514673.82    | 0.05%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS                   | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     380000 | PA      | $391087.50    | 0.04%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                            | ENTERGY ARKANSAS                   | CUSIP: 29366MAG3<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     560000 | PA      | $546424.15    | 0.06%             | 2054-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                         | ENTERGY MISSISSI                   | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     360000 | PA      | $352769.22    | 0.04%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     215000 | PA      | $195284.22    | 0.02%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      59000 | PA      | $52727.45     | 0.01%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      50000 | PA      | $40514.96     | 0.00%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      70000 | PA      | $50850.10     | 0.01%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                               | ENTERPRISE PRODU                   | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    1960000 | PA      | $1978391.85   | 0.20%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                          | EQUITABLE HLDGS                    | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     148000 | PA      | $151305.41    | 0.02%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Esab Corp                                                                       | ESAB CORP                          | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10087.31     | 0.00%             | 2031-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Essential Utilities Inc                                                         | ESSENTIAL UTIL                     | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    2685000 | PA      | $2694535.46   | 0.28%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                              | ESSEX PORTFOLIO                    | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      60000 | PA      | $48994.91     | 0.01%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                | EVEREST RE HLDGS                   | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |      96000 | PA      | $64118.50     | 0.01%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                      | EVERGY INC                         | CUSIP: 30034WAF3<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     660000 | PA      | $654736.60    | 0.07%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                       | EVERGY KANSAS                      | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     380000 | PA      | $371478.59    | 0.04%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| EXCELERATE ENERGY LP                                                            | EXCELERATE ENERG                   | CUSIP: 30069UAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6000 | PA      | $6361.26      | 0.00%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                        | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     165000 | PA      | $135232.48    | 0.01%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CORP                        | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    2920000 | PA      | $2859472.99   | 0.29%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     200000 | PA      | $184737.64    | 0.02%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     100000 | PA      | $75272.09     | 0.01%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     210000 | PA      | $212476.13    | 0.02%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                     | EXELON CO                          | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     390000 | PA      | $367404.63    | 0.04%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR                   | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153097.93    | 0.02%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR                   | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     374000 | PA      | $383763.11    | 0.04%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR                   | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |      80000 | PA      | $70327.22     | 0.01%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                          | EXTRA SPACE STOR                   | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     436000 | PA      | $431863.56    | 0.04%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                   | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |      55000 | PA      | $45513.57     | 0.00%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                           | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      10000 | PA      | $8818.20      | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                        | FMC CORP                           | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      17000 | PA      | $11257.88     | 0.00%             | 2055-11-01      | Variable      | 8.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     248000 | PA      | $192247.63    | 0.02%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      42000 | PA      | $31794.21     | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     250000 | PA      | $222190.45    | 0.02%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303M8Y1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     700000 | PA      | $635944.13    | 0.06%             | 2065-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303MAB8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     530000 | PA      | $523638.82    | 0.05%             | 2030-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS                     | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     824000 | PA      | $803468.78    | 0.08%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                 | FAIR ISAAC CORP                    | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9862.81      | 0.00%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp                                                                 | FAIR ISAAC CORP                    | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19678.17     | 0.00%             | 2034-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                         | CUSIP: 31428XDM5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      30000 | PA      | $23640.24     | 0.00%             | 2042-08-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                         | CUSIP: 31428XDS2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      70000 | PA      | $58139.33     | 0.01%             | 2046-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                      | FEDEX CORP                         | CUSIP: 31428XDU7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |      70000 | PA      | $53447.80     | 0.01%             | 2048-02-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FEDEX FREIGHT HO                   | CUSIP: 314352AC9<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     550000 | PA      | $542600.17    | 0.06%             | 2031-03-15      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FEDEX FREIGHT HO                   | CUSIP: 314352AE5<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     320000 | PA      | $314217.76    | 0.03%             | 2033-03-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Fedex Freight Holding Co Inc                                                    | FEDEX FREIGHT HO                   | CUSIP: 314352AG0<br>LEI: 984500Y1DA5A58ICE336 | Long             | DBT              | CORP              | US        |     380000 | PA      | $369801.53    | 0.04%             | 2036-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                        | FERGUSON ENTERPR                   | CUSIP: 31488VAB3<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     310000 | PA      | $305382.75    | 0.03%             | 2031-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| EF Holdco / EF Cayman Hold / Ellington Fin REIT Cayman/TRS / EF Cayman Non-MTM  | EF/ELLINGTON 5                     | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      10000 | PA      | $9934.33      | 0.00%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                             | FIFTH THIRD BANC                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     310000 | PA      | $321087.71    | 0.03%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                      | FIRST QUANTUM                      | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      45000 | PA      | $47277.99     | 0.00%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd                                                      | FIRST QUANTUM                      | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5144.67      | 0.00%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FIRSTENERGY TRAN                   | CUSIP: 33767BAC3<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     405000 | PA      | $336055.19    | 0.03%             | 2049-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FIRSTENERGY TRAN                   | CUSIP: 33767BAD1<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     260000 | PA      | $249977.42    | 0.03%             | 2028-09-15      | Fixed         | 2.87%                 | Yes           |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FIRSTENERGY TRAN                   | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     134000 | PA      | $133786.27    | 0.01%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                    | FIRSTENERGY TRAN                   | CUSIP: 33767BAK5<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |    3202000 | PA      | $3164263.12   | 0.32%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Pennsylvania Electric Co                                            | FIRSTENERGY PENN                   | CUSIP: 33767QAA4<br>LEI: O1PLQWO3TX952VMBJ146 | Long             | DBT              | CORP              | US        |     830000 | PA      | $825326.20    | 0.08%             | 2031-03-15      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc                                                                      | FISERV INC                         | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     120000 | PA      | $121525.00    | 0.01%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                   | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    2690000 | PA      | $2497045.51   | 0.26%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                | FIRSTENERGY CORP                   | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $732962.09    | 0.07%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Flash Compute LLC                                                               | FLASH COMPUTE                      | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10200.65     | 0.00%             | 2030-12-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Flutter Treasury DAC                                                            | FLUTTER TREASURY                   | CUSIP: 344045AB5<br>LEI: 635400JE8VLL9UFVIC38 | Long             | DBT              | CORP              | IE        |      15000 | PA      | $14894.76     | 0.00%             | 2031-06-04      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Focus Financial Partners LLC                                                    | FOCUS FINANCIAL                    | CUSIP: 34417VAA5<br>LEI: 5493007L0E0VKRC2CP39 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5095.84      | 0.00%             | 2031-09-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-REV1                                          | FORDR 2022-1 C                     | CUSIP: 34528EAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     100000 | PA      | $99986.53     | 0.01%             | 2034-11-15      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4940.01      | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      53000 | PA      | $49774.25     | 0.01%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45011.60     | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20615.31     | 0.00%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10575.83     | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $207462.20    | 0.02%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     200000 | PA      | $212154.61    | 0.02%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     600000 | PA      | $620925.36    | 0.06%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     585000 | PA      | $580035.14    | 0.06%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                        | FORD MOTOR CRED                    | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      22000 | PA      | $21612.94     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC                   | CUSIP: 350930AC7<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1542000 | PA      | $1623127.87   | 0.17%             | 2032-01-25      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC                   | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     709000 | PA      | $749417.95    | 0.08%             | 2035-01-25      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC                   | CUSIP: 350930AF0<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     290000 | PA      | $297771.68    | 0.03%             | 2031-01-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC                   | CUSIP: 350930AG8<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |     712000 | PA      | $741759.35    | 0.08%             | 2033-01-25      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Foundry JV Holdco LLC                                                           | FOUNDRY JV HOLDC                   | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |    1790000 | PA      | $1887419.03   | 0.19%             | 2037-01-25      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREE MTGE HOLD                     | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2071.83      | 0.00%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREE MTGE HOLD                     | CUSIP: 35641AAB4<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      65000 | PA      | $67330.42     | 0.01%             | 2031-05-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREE MTGE HOLD                     | CUSIP: 35641AAC2<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5065.86      | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREE MTGE HOLD                     | CUSIP: 35641AAD0<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9753.51      | 0.00%             | 2033-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                   | FREE MTGE HOLD                     | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14464.92     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MC C&G                    | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9548.45      | 0.00%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Froneri Lux FinCo SARL                                                          | FRONERI LUX FINC                   | CUSIP: 35901MAA5<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |      25000 | PA      | $24733.89     | 0.00%             | 2032-08-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| GGAM Finance Ltd                                                                | GGAM FINANCE LTD                   | CUSIP: 36170JAC0<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |       7000 | PA      | $7064.21      | 0.00%             | 2027-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     155000 | PA      | $156250.87    | 0.02%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     330000 | PA      | $330846.81    | 0.03%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     300000 | PA      | $304115.94    | 0.03%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36266GAE7<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     375000 | PA      | $365668.35    | 0.04%             | 2035-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     110000 | PA      | $114571.90    | 0.01%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                  | GE HEALTHCARE                      | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     100000 | PA      | $105095.20    | 0.01%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Holdings US Inc                                               | GFL ENVIRON HOL                    | CUSIP: 36273TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9841.36      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp                                                       | GARDA SECURITY                     | CUSIP: 36485MAN9<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      14000 | PA      | $14320.19     | 0.00%             | 2032-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corp                                                       | GARDA SECURITY                     | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |      15000 | PA      | $15324.76     | 0.00%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Garrett Motion Holdings Inc / Garrett LX I Sarl                                 | GARRETT MOT/SARL                   | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6000 | PA      | $6260.97      | 0.00%             | 2032-05-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Gates Corp/DE                                                                   | GATES CORP/DE                      | CUSIP: 367398AA2<br>LEI: 984500F43C791F4C7894 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5142.53      | 0.00%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GE Vernova Inc                                                                  | GE VERNOVA INC                     | CUSIP: 36828AAA9<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     332000 | PA      | $328930.96    | 0.03%             | 2031-02-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GE Vernova Inc                                                                  | GE VERNOVA INC                     | CUSIP: 36828AAB7<br>LEI: 254900DP080RU6OK2553 | Long             | DBT              | CORP              | US        |     480000 | PA      | $474508.89    | 0.05%             | 2036-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                               | GENERAL MOTORS C                   | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     478000 | PA      | $418315.36    | 0.04%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      95000 | PA      | $90740.46     | 0.01%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     170000 | PA      | $180796.30    | 0.02%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1905000 | PA      | $1969484.28   | 0.20%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     575000 | PA      | $589292.57    | 0.06%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     225000 | PA      | $227232.28    | 0.02%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2510000 | PA      | $2480225.91   | 0.25%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                 | GEN MOTORS FIN                     | CUSIP: 37045XFN1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     250000 | PA      | $248209.73    | 0.03%             | 2036-01-08      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Genesee & Wyoming Inc                                                           | GENESEE & WYOMIN                   | CUSIP: 371559AB1<br>LEI: G617XSG94Z7G0RMW3L02 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10233.45     | 0.00%             | 2032-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | GENESIS ENERGY                     | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5191.11      | 0.00%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | GENESIS ENERGY                     | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10516.39     | 0.00%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP / Genesis Energy Finance Corp                                 | GENESIS ENERGY                     | CUSIP: 37185LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10084.17     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                      | CUSIP: 373334JW2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     130000 | PA      | $112178.99    | 0.01%             | 2042-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                | GEORGIA POWER                      | CUSIP: 373334KR1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      70000 | PA      | $63836.58     | 0.01%             | 2052-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES                    | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     190000 | PA      | $152950.44    | 0.02%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                           | GILDAN ACTIVEWEA                   | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      30000 | PA      | $29693.58     | 0.00%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Gildan Activewear Inc                                                           | GILDAN ACTIVEWEA                   | CUSIP: 375916AG8<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |     135000 | PA      | $132056.17    | 0.01%             | 2035-10-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FDG LLC                   | CUSIP: 378272BL1<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |      58000 | PA      | $59909.06     | 0.01%             | 2033-05-08      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FDG LLC                   | CUSIP: 378272BN7<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |     120000 | PA      | $124004.91    | 0.01%             | 2028-10-06      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FDG LLC                   | CUSIP: 378272CA4<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1241363.77   | 0.13%             | 2035-04-01      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FDG LLC                   | CUSIP: 378272CC0<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1201329.42   | 0.12%             | 2031-07-01      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Glencore Funding LLC                                                            | GLENCORE FDG LLC                   | CUSIP: 378272CE6<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |    1550000 | PA      | $1561009.72   | 0.16%             | 2036-04-01      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                          | GLOBAL ATLANTI                     | CUSIP: 37959GAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1098000 | PA      | $1203261.52   | 0.12%             | 2033-06-15      | Fixed         | 7.95%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Fin Co                                                          | GLOBAL ATLANTI                     | CUSIP: 37959GAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     240000 | PA      | $227265.79    | 0.02%             | 2054-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      90000 | PA      | $79965.67     | 0.01%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    2500000 | PA      | $2574661.07   | 0.26%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GD43<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1053272.27   | 0.11%             | 2036-10-21      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GF25<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1489000 | PA      | $1485220.74   | 0.15%             | 2034-04-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     300000 | PA      | $325700.58    | 0.03%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     255000 | PA      | $229511.43    | 0.02%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     100000 | PA      | $74740.93     | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     238000 | PA      | $232631.41    | 0.02%             | 2037-01-21      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1099147.64   | 0.11%             | 2041-02-02      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                               | GOLUB CAP                          | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     351000 | PA      | $346747.64    | 0.04%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Goodman US Finance Seven LLC                                                    | GOODMAN US SEVEN                   | CUSIP: 38239BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     440000 | PA      | $433567.10    | 0.04%             | 2036-04-28      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Goodman US Finance Eight LLC                                                    | GOODMAN US EIGHT                   | CUSIP: 38239MAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     320000 | PA      | $312027.42    | 0.03%             | 2046-04-28      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                      | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      45000 | PA      | $43139.01     | 0.00%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goodyear Tire & Rubber Co/The                                                   | GOODYEAR TIRE                      | CUSIP: 382550BS9<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      11000 | PA      | $10884.17     | 0.00%             | 2030-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN                   | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |       1000 | PA      | $966.86       | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                                             | GRAPHIC PACKAGIN                   | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |      77000 | PA      | $71860.76     | 0.01%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Gray Television Inc                                                             | GRAY MEDIA                         | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10170.44     | 0.00%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Gray Television Inc                                                             | GRAY MEDIA                         | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7132.68      | 0.00%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     115000 | PA      | $101457.93    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     205000 | PA      | $163024.73    | 0.02%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      80000 | PA      | $82121.56     | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     740000 | PA      | $714008.82    | 0.07%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151281.42    | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     285000 | PA      | $290371.67    | 0.03%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $51438.64     | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    1510000 | PA      | $1475055.86   | 0.15%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119DF3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     225000 | PA      | $217708.46    | 0.02%             | 2035-11-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119DK2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     315000 | PA      | $312793.46    | 0.03%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404119DL0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     675000 | PA      | $669149.85    | 0.07%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                         | HCA INC                            | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $50643.19     | 0.01%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $187971.45    | 0.02%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     460000 | PA      | $450334.59    | 0.05%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     280000 | PA      | $253255.68    | 0.03%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     125000 | PA      | $132634.50    | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     300000 | PA      | $317042.21    | 0.03%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     444000 | PA      | $447592.07    | 0.05%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     760000 | PA      | $746340.73    | 0.08%             | 2036-11-06      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                               | HSBC HOLDINGS                      | CUSIP: 404280FM6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     595000 | PA      | $586755.86    | 0.06%             | 2037-03-10      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LE                   | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     240000 | PA      | $236221.72    | 0.02%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                      | HPS CORPORATE LE                   | CUSIP: 40440VBB0<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     589000 | PA      | $576010.62    | 0.06%             | 2028-09-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | HARRIS CORP                        | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |      30000 | PA      | $27695.27     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Hawaiian Electric Co Inc                                                        | HAWAIIAN ELEC CO                   | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20080.36     | 0.00%             | 2033-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                           | HELMERICH & PAYN                   | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     220000 | PA      | $197637.17    | 0.02%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                      | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5123.66      | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                      | CUSIP: 42704LAF1<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10407.31     | 0.00%             | 2030-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                      | CUSIP: 42704LAG9<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       6000 | PA      | $6281.75      | 0.00%             | 2033-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                      | CUSIP: 42704LAH7<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10018.75     | 0.00%             | 2031-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Herc Holdings Inc                                                               | HERC HOLDINGS                      | CUSIP: 42704LAK0<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4955.72      | 0.00%             | 2034-03-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                                    | HESS MIDSTREAM                     | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       6000 | PA      | $6146.51      | 0.00%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     689000 | PA      | $686280.79    | 0.07%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     911000 | PA      | $905090.75    | 0.09%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     294000 | PA      | $286778.86    | 0.03%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     405000 | PA      | $365252.03    | 0.04%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HP ENTERPRISE                      | CUSIP: 42824CCA5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    1363000 | PA      | $1339252.76   | 0.14%             | 2030-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY                   | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     310000 | PA      | $275424.07    | 0.03%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                             | HIGHWOODS REALTY                   | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     429000 | PA      | $478062.95    | 0.05%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                    | CUSIP: 432833AQ4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71324.00     | 0.01%             | 2032-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                    | CUSIP: 432833AR2<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10122.57     | 0.00%             | 2033-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                    | CUSIP: 432833AS0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25155.84     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Co Inc                                                | HILTON DOMESTIC                    | CUSIP: 432833AT8<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9926.28      | 0.00%             | 2034-03-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                           | AMRIZE FINANCE                     | CUSIP: 43475RAT3<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40741.89     | 0.00%             | 2035-04-07      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | HONEYWELL AEROSP                   | CUSIP: 43849RAE5<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    1196000 | PA      | $1181179.62   | 0.12%             | 2031-03-16      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | HONEYWELL AEROSP                   | CUSIP: 43849RAF2<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     645000 | PA      | $637064.13    | 0.07%             | 2033-03-16      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | HONEYWELL AEROSP                   | CUSIP: 43849RAG0<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |    1483000 | PA      | $1466281.81   | 0.15%             | 2036-03-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | HONEYWELL AEROSP                   | CUSIP: 43849RAH8<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     551000 | PA      | $542313.73    | 0.06%             | 2046-03-16      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                                         | HONEYWELL AEROSP                   | CUSIP: 43849RAK1<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |     677000 | PA      | $666130.47    | 0.07%             | 2066-03-16      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                        | HOSPITALITY PROP                   | CUSIP: 44106MAX0<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       7000 | PA      | $6789.28      | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | HOST HOTELS                        | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     215000 | PA      | $218697.01    | 0.02%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                        | HOST HOTELS                        | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     285000 | PA      | $281992.23    | 0.03%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                                            | HOWARD MIDSTREAM                   | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15246.00     | 0.00%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC   | HOWDEN UK REF                      | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      40000 | PA      | $38205.85     | 0.00%             | 2032-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC   | HOWDEN UK REF                      | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |      15000 | PA      | $15086.10     | 0.00%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTL LTD                       | CUSIP: 44332PAH4<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5172.06      | 0.00%             | 2030-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HUB International Ltd                                                           | HUB INTL LTD                       | CUSIP: 44332PAJ0<br>LEI: 549300JQT6ATTUNS5E06 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5125.77      | 0.00%             | 2032-01-31      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                    | HUDSON PACIFIC                     | CUSIP: 44409MAA4<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1933.75      | 0.00%             | 2027-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hudson Pacific Properties LP                                                    | HUDSON PACIFIC                     | CUSIP: 44409MAD8<br>LEI: 5493007NTUGLGZ8T3526 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4879.76      | 0.00%             | 2028-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS                   | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     150000 | PA      | $129172.11    | 0.01%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS                   | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    1150000 | PA      | $1190035.47   | 0.12%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS                   | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     434000 | PA      | $444566.72    | 0.05%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                    | HUNTINGTON BANCS                   | CUSIP: 446150BL7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     410000 | PA      | $400559.01    | 0.04%             | 2041-01-28      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNT INGALLS IND                   | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     368000 | PA      | $375667.63    | 0.04%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                               | HUNT INGALLS IND                   | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     308000 | PA      | $318681.11    | 0.03%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HUT 8 DC LLC                                                                    | HUT 8 DC LLC                       | CUSIP: 44813DAA4<br>LEI: 2549001DBTVKADI7M690 | Long             | DBT              | CORP              | US        |     512000 | PA      | $517108.73    | 0.05%             | 2042-11-15      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                               | HYATT HOTELS                       | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45706.02     | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                            | IHO VERWALTUNGS                    | CUSIP: 44963BAJ7<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       7000 | PA      | $7115.68      | 0.00%             | 2033-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Ingram Micro Inc                                                                | INGRAM MICRO INC                   | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12770.02     | 0.00%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS                    | CUSIP: 45262BAF0<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $203695.63    | 0.02%             | 2027-07-27      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS                    | CUSIP: 45262BAJ2<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     530000 | PA      | $530332.96    | 0.05%             | 2028-06-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Imperial Brands Finance PLC                                                     | IMPERIAL BRANDS                    | CUSIP: 45262BAL7<br>LEI: 2138008L3B3MCG1DFS50 | Long             | DBT              | CORP              | GB        |     260000 | PA      | $261315.07    | 0.03%             | 2055-07-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                     | CRESCENT ENRGY                     | CUSIP: 45344LAH6<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5027.51      | 0.00%             | 2029-07-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                       | IND MICH POWER                     | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     250000 | PA      | $184526.72    | 0.02%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                       | IND MICH POWER                     | CUSIP: 454889AV8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     340000 | PA      | $328411.37    | 0.03%             | 2053-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                       | IND MICH POWER                     | CUSIP: 454889AW6<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     280000 | PA      | $269415.82    | 0.03%             | 2056-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     266000 | PA      | $189896.22    | 0.02%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1273000 | PA      | $1185061.79   | 0.12%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BU3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     158000 | PA      | $137814.64    | 0.01%             | 2031-08-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     177000 | PA      | $109066.42    | 0.01%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1482000 | PA      | $1505993.73   | 0.15%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      80000 | PA      | $76993.32     | 0.01%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    1608000 | PA      | $1503469.10   | 0.15%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      60000 | PA      | $56705.28     | 0.01%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     200000 | PA      | $185935.50    | 0.02%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CQ1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     219000 | PA      | $218129.05    | 0.02%             | 2031-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CR9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     174000 | PA      | $173305.09    | 0.02%             | 2033-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     367000 | PA      | $365549.48    | 0.04%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                      | INTEL CORP                         | CUSIP: 458140CU2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     789000 | PA      | $784037.94    | 0.08%             | 2056-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      66000 | PA      | $42754.09     | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      50000 | PA      | $29202.67     | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      20000 | PA      | $17922.69     | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                   | INTERCONTINENT                     | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     220000 | PA      | $196648.41    | 0.02%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                            | IBM CORP                           | CUSIP: 459200LS8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     704000 | PA      | $690424.77    | 0.07%             | 2033-02-03      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG                   | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14546.45     | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| IQVIA Inc                                                                       | IQVIA INC                          | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15304.23     | 0.00%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                    | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     520000 | PA      | $489687.38    | 0.05%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                    | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     720000 | PA      | $733506.02    | 0.07%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                            | STATE OF ISRAEL                    | CUSIP: 46515CJY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    3115000 | PA      | $3065100.09   | 0.31%             | 2031-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                               | ITC HOLDINGS COR                   | CUSIP: 465685AV7<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     470000 | PA      | $472933.32    | 0.05%             | 2036-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                   | JH NORTH AMERICA                   | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4999.70      | 0.00%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings Inc                                                   | JH NORTH AMERICA                   | CUSIP: 46593WAB1<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5014.62      | 0.00%             | 2032-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     150000 | PA      | $165295.54    | 0.02%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      62000 | PA      | $54511.59     | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     140000 | PA      | $140726.96    | 0.01%             | 2028-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     130000 | PA      | $132710.54    | 0.01%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     730000 | PA      | $738566.12    | 0.08%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1210000 | PA      | $1244397.27   | 0.13%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     570000 | PA      | $577042.35    | 0.06%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     470000 | PA      | $470688.44    | 0.05%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1130000 | PA      | $1116491.66   | 0.11%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     490000 | PA      | $484313.48    | 0.05%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     720000 | PA      | $732530.25    | 0.07%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1460000 | PA      | $1484284.07   | 0.15%             | 2036-07-23      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PFE1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1385000 | PA      | $1345229.16   | 0.14%             | 2036-10-22      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PFJ0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     770000 | PA      | $750554.19    | 0.08%             | 2037-01-22      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PFK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    2870000 | PA      | $2817830.62   | 0.29%             | 2037-02-05      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                             | JPMORGAN CHASE                     | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    1255000 | PA      | $1248238.31   | 0.13%             | 2037-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                       | JABIL INC                          | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |      48000 | PA      | $46742.24     | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                    | JACOBS ENGIN GRP                   | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     110000 | PA      | $113472.63    | 0.01%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                                                            | JACOBS SOLUTIONS                   | CUSIP: 46982LAB4<br>LEI: 254900E3KHXCC2C8K272 | Long             | DBT              | CORP              | US        |     580000 | PA      | $562581.22    | 0.06%             | 2036-03-03      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                     | CUSIP: 472140AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    1055000 | PA      | $1042551.71   | 0.11%             | 2055-02-25      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| JBS NV/JBS USA Foods Group Holdings Inc/JBS USA Food Co Holdings                | JBS/FOODS/FOOD                     | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |     138000 | PA      | $150321.18    | 0.02%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                 | JERSEY CENT P&L                    | CUSIP: 476556DH5<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     470000 | PA      | $467290.88    | 0.05%             | 2036-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp / JetBlue Loyalty LP                                       | JETBLUE AIRW/LOY                   | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |      74000 | PA      | $68822.46     | 0.01%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| KKR & Co Inc                                                                    | KKR & CO INC                       | CUSIP: 48251WAB0<br>LEI: 54930013V5I303TF9571 | Long             | DBT              | CORP              | US        |     116000 | PA      | $112850.23    | 0.01%             | 2035-08-07      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kazakhstan Government International Bond                                        | KAZAKHSTAN                         | CUSIP: 486661BQ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | KZ        |     937000 | PA      | $923931.58    | 0.09%             | 2030-10-28      | Fixed         | 4.41%                 | Yes           |                  2 | On Loan: No      |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc           | KEHE DIS/FIN/NXT                   | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19000 | PA      | $19883.53     | 0.00%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| KeHE Distributors LLC / KeHE Finance Corp / NextWave Distribution Inc           | KEHE DIS/FIN/NXT                   | CUSIP: 487930AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10113.04     | 0.00%             | 2033-04-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| KeyCorp                                                                         | KEYCORP                            | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     110000 | PA      | $116934.30    | 0.01%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Keybank National Association                                                    | KEYBANK NAT ASSN                   | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98927.34     | 0.01%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                       | KEYSIGHT TECHNOL                   | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     266000 | PA      | $264200.89    | 0.03%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                       | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      75000 | PA      | $61576.66     | 0.01%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                             | KIMCO REALTY                       | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      70000 | PA      | $50783.27     | 0.01%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                               | KINDER MORGAN                      | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     430000 | PA      | $439506.09    | 0.04%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                             | KINETIK HLDINGS                    | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2006.55      | 0.00%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                                             | KINETIK HOLDINGS                   | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10202.22     | 0.00%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                            | KIOXIA HOLDINGS                    | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |      10000 | PA      | $10303.29     | 0.00%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp                                                            | KIOXIA HOLDINGS                    | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |       7000 | PA      | $7313.38      | 0.00%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT FOODS GROU                   | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     460000 | PA      | $406117.17    | 0.04%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     120000 | PA      | $93977.50     | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1355159.09   | 0.14%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      27000 | PA      | $22113.59     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                            | KRAFT HEINZ FOOD                   | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     465000 | PA      | $415946.48    | 0.04%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                          | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     300000 | PA      | $276715.83    | 0.03%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     295000 | PA      | $291244.09    | 0.03%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                   | KROGER CO                          | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1116450.20   | 0.11%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                            | KYNDRYL HOLDINGS                   | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     410000 | PA      | $348339.21    | 0.04%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                       | L3HARRIS TECH IN                   | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    1180000 | PA      | $1208963.03   | 0.12%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                               | LYB INT FIN III                    | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |      50000 | PA      | $36628.01     | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings Inc                                                        | LAMB WESTON HLD                    | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5967.98      | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Liberty Mutual Group Inc                                                        | LIBERTY MUTUAL                     | CUSIP: 53079EBR4<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     700000 | PA      | $688155.82    | 0.07%             | 2036-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International Inc                                                | LIGHT & WONDER                     | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9932.15      | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health Inc                                                            | LIFEPOINT HEALTH                   | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9756.07      | 0.00%             | 2034-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                     | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     645000 | PA      | $587004.19    | 0.06%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lithia Motors Inc                                                               | LITHIA MOTORS                      | CUSIP: 536797AE3<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9940.18      | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENT                    | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      31000 | PA      | $31025.41     | 0.00%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     140000 | PA      | $159682.25    | 0.02%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     200000 | PA      | $204753.44    | 0.02%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                        | LLOYDS BK GR PLC                   | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      40000 | PA      | $32116.86     | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                         | LA DEPT WTR & PWR-BAB              | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     760000 | PA      | $796023.32    | 0.08%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     190000 | PA      | $144121.59    | 0.01%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      55000 | PA      | $52234.36     | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      95000 | PA      | $94277.40     | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EV5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     295000 | PA      | $290532.05    | 0.03%             | 2031-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EW3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1685000 | PA      | $1655754.45   | 0.17%             | 2032-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                  | LOWE'S COS INC                     | CUSIP: 548661EX1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    1925000 | PA      | $1878129.54   | 0.19%             | 2035-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     116000 | PA      | $114981.46    | 0.01%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     316000 | PA      | $336721.72    | 0.03%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     451000 | PA      | $456418.90    | 0.05%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                   | M&T BANK CORP                      | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     299000 | PA      | $299111.69    | 0.03%             | 2035-07-30      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                | MANUF & TRADERS                    | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     358000 | PA      | $359922.02    | 0.04%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                       | MGM RESORTS                        | CUSIP: 552953CJ8<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5067.26      | 0.00%             | 2032-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MGM China Holdings Ltd                                                          | MGM CHINA HOLDIN                   | CUSIP: 55300RAJ0<br>LEI: 529900VZFN87OS7WJM66 | Long             | DBT              | CORP              | KY        |      18000 | PA      | $18706.62     | 0.00%             | 2031-06-26      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                         | MPLX LP                            | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     110000 | PA      | $110799.96    | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC / MIWD Finance Corp                                          | MIWD HLD/MIWD FI                   | CUSIP: 55337PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $13842.52     | 0.00%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL                   | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      19000 | PA      | $13650.46     | 0.00%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corp                                 | MPT OP PTNR/FINL                   | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      25000 | PA      | $25967.81     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                                              | MACQUARIE BK LTD                   | CUSIP: 556079AC5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |      80000 | PA      | $75885.54     | 0.01%             | 2030-06-03      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Group Ltd                                                             | MACQUARIE GROUP                    | CUSIP: 55608JBC1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |     330000 | PA      | $328127.35    | 0.03%             | 2028-06-21      | Variable      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Discovery Global Holdings Inc                                                   | DISCOVERY HLDG                     | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      25000 | PA      | $22641.88     | 0.00%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc                                                   | DISCOVERY HLDG                     | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      37000 | PA      | $24423.38     | 0.00%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Discovery Global Holdings Inc                                                   | DISCOVERY HLDG                     | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       9000 | PA      | $6459.50      | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Magnera Corp                                                                    | MAGNERA CORP                       | CUSIP: 55939AAA5<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      75000 | PA      | $70214.87     | 0.01%             | 2031-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Manulife Financial Corp                                                         | MANULIFE FIN COR                   | CUSIP: 56501RAX4<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    1000000 | PA      | $984485.82    | 0.10%             | 2035-12-11      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                         | MARATHON PETRO                     | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     800000 | PA      | $816930.62    | 0.08%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                           | CUSIP: 571676AD7<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |     178000 | PA      | $153946.92    | 0.02%             | 2039-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                           | CUSIP: 571676AZ8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1290000 | PA      | $1308448.32   | 0.13%             | 2032-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                           | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1602000 | PA      | $1615015.54   | 0.17%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                           | CUSIP: 571676BC8<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1055000 | PA      | $1025796.12   | 0.10%             | 2055-05-01      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                                        | MARS INC                           | CUSIP: 571676BD6<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    1085000 | PA      | $1060040.01   | 0.11%             | 2065-05-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      75000 | PA      | $65761.60     | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     150000 | PA      | $91863.70     | 0.01%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                        | MARSH & MCLENNAN                   | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     110000 | PA      | $114909.34    | 0.01%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                   | MARRIOTT INTL                      | CUSIP: 571903BY8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     950000 | PA      | $919622.26    | 0.09%             | 2033-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                          | MARVELL TECH INC                   | CUSIP: 573874AT1<br>LEI: 254900WVU0BM7ZCJ9E93 | Long             | DBT              | CORP              | US        |     394000 | PA      | $394660.99    | 0.04%             | 2036-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Matador Resources Co                                                            | MATADOR RESOURC                    | CUSIP: 576485AH9<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2033.40      | 0.00%             | 2033-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co                                                            | MATADOR RESOURC                    | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10033.39     | 0.00%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP II                     | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |      75000 | PA      | $70473.32     | 0.01%             | 2030-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                        | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |       8000 | PA      | $6479.45      | 0.00%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp                                                                     | MCAFEE CORP                        | CUSIP: 57906HAF4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |       9678 | PA      | $8500.45      | 0.00%             | 2029-03-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                   | MCKESSON CORP                      | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    2405000 | PA      | $2440712.06   | 0.25%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP/Medline Co-Issuer Inc                                       | MEDLINE BOR/CO-I                   | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      41000 | PA      | $41920.14     | 0.00%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Melco Resorts Finance Ltd                                                       | MELCO RESORTS                      | CUSIP: 58547DAJ8<br>LEI: 5493000FQDBWKDBZEF60 | Long             | DBT              | CORP              | KY        |      20000 | PA      | $19810.93     | 0.00%             | 2033-09-24      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     160000 | PA      | $142332.05    | 0.01%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                  | MERCK & CO INC                     | CUSIP: 58933YCB9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     705000 | PA      | $679475.34    | 0.07%             | 2055-12-04      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Meridian Arc Holdco LLC                                                         | MERIDIAN ARC HOL                   | CUSIP: 58990CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10001.10     | 0.00%             | 2031-04-30      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                        | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      60000 | PA      | $49937.91     | 0.01%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                        | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      60000 | PA      | $54331.51     | 0.01%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                     | METLIFE INC                        | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      60000 | PA      | $55562.89     | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                           | MIDAMERICAN ENER                   | CUSIP: 595620AZ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     530000 | PA      | $490706.84    | 0.05%             | 2055-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Midcontinent Communications                                                     | MIDCONTINENT COM                   | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |      80000 | PA      | $75476.16     | 0.01%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| AthenaHealth Group Inc                                                          | MINERVA MERGER                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |      40000 | PA      | $38118.62     | 0.00%             | 2030-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Miter Brands Acquisition Holdco Inc / MIWD Borrower LLC                         | MITR BRDN / MIWD                   | CUSIP: 60672JAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4937.95      | 0.00%             | 2032-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $541161.37    | 0.06%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    2353000 | PA      | $2346223.15   | 0.24%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     660000 | PA      | $671609.80    | 0.07%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUB UFJ FIN                     | CUSIP: 606822DT8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     595000 | PA      | $583364.37    | 0.06%             | 2037-01-14      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                      | MIZUHO FINANCIAL                   | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     250000 | PA      | $255985.98    | 0.03%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      90000 | PA      | $78954.60     | 0.01%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     165000 | PA      | $151999.72    | 0.02%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     200000 | PA      | $165319.64    | 0.02%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2220000 | PA      | $1967013.39   | 0.20%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YEL5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     268000 | PA      | $241377.82    | 0.02%             | 2033-01-21      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     740000 | PA      | $749775.32    | 0.08%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     120000 | PA      | $122160.20    | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     740000 | PA      | $738575.43    | 0.08%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    2000000 | PA      | $2053428.74   | 0.21%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     150000 | PA      | $161452.48    | 0.02%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     665000 | PA      | $675756.22    | 0.07%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     102000 | PA      | $104572.66    | 0.01%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1317000 | PA      | $1275472.78   | 0.13%             | 2036-10-22      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAP7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     410000 | PA      | $399191.84    | 0.04%             | 2041-01-18      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAT9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    1769000 | PA      | $1735995.62   | 0.18%             | 2037-01-30      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                  | MORGAN STANLEY                     | CUSIP: 61748UAX0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     780000 | PA      | $776161.05    | 0.08%             | 2037-04-10      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | MOTOROLA SOLUTIO                   | CUSIP: 620076CB3<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     685000 | PA      | $694916.24    | 0.07%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                          | MOTOROLA SOLUTIO                   | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      85000 | PA      | $86802.84     | 0.01%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products Inc                                                      | MUELLER WATER                      | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |      60000 | PA      | $58026.43     | 0.01%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                                             | MEDLINE BORROWER                   | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3981.20      | 0.00%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBG5<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      75000 | PA      | $78296.03     | 0.01%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBR1<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      20000 | PA      | $19907.88     | 0.00%             | 2032-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP                           | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       5000 | PA      | $4863.25      | 0.00%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377CX8<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      75000 | PA      | $75894.67     | 0.01%             | 2034-11-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4996.36      | 0.00%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377DC3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14889.00     | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19861.95     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy Inc                                                                  | NRG ENERGY INC                     | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9961.20      | 0.00%             | 2036-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                          | NXP BV/NXP FDG                     | CUSIP: 62954HBB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     310000 | PA      | $310299.37    | 0.03%             | 2033-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                         | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     233000 | PA      | $171950.72    | 0.02%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                      | NASDAQ INC                         | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     112000 | PA      | $114090.30    | 0.01%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                                                     | NATL AUSTRALIABK                   | CUSIP: 632525AY7<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |     250000 | PA      | $227875.91    | 0.02%             | 2031-05-21      | Fixed         | 2.99%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                               | NATIONWIDE FIN                     | CUSIP: 638612AM3<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |      65000 | PA      | $49135.23     | 0.01%             | 2049-11-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Mutual Insurance Co                                                  | NATIONWIDE MUTL                    | CUSIP: 638671AN7<br>LEI: Z7LVXXWM8HZPKF5T2355 | Long             | DBT              | CORP              | US        |     125000 | PA      | $95243.10     | 0.01%             | 2050-04-30      | Fixed         | 4.35%                 | Yes           |                  2 | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS                    | CUSIP: 63906YAU2<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |    1570000 | PA      | $1578505.97   | 0.16%             | 2031-03-27      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                       | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1954.64      | 0.00%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                       | CUSIP: 63938CAN8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3111.33      | 0.00%             | 2030-07-25      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                 | NEVADA POWER CO                    | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     180000 | PA      | $180067.42    | 0.02%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                 | NEVADA POWER CO                    | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     220000 | PA      | $221374.16    | 0.02%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL RUBBERMAI                   | CUSIP: 651229AX4<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5719.76      | 0.00%             | 2036-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL RUBBERMAI                   | CUSIP: 651229AY2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       4000 | PA      | $3442.01      | 0.00%             | 2046-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4040.53      | 0.00%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9993.80      | 0.00%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BE5<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67943.61     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9796.58      | 0.00%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc                                                               | NEWELL BRANDS I                    | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10445.30     | 0.00%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                             | NEXTERA ENERGY                     | CUSIP: 65339KDE7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     650000 | PA      | $664031.36    | 0.07%             | 2055-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | XPLR INFRAST OP                    | CUSIP: 65342QAB8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      70000 | PA      | $69478.57     | 0.01%             | 2027-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | XPLR INFRAST OP                    | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10400.68     | 0.00%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR MDIA INC                   | CUSIP: 65346UAA7<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10066.73     | 0.00%             | 2034-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR MDIA INC                   | CUSIP: 65346UAB5<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30235.38     | 0.00%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Nigeria Government International Bond                                           | REP OF NIGERIA                     | CUSIP: 65412AFF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | NG        |     292000 | PA      | $320140.12    | 0.03%             | 2036-01-13      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                        | NIPPON LIFE INS                    | CUSIP: 654579AQ4<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     260000 | PA      | $260144.02    | 0.03%             | 2031-04-02      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                        | NIPPON LIFE INS                    | CUSIP: 654579AR2<br>LEI: 549300Y0HHMFW3EVWY08 | Long             | DBT              | CORP              | JP        |     225000 | PA      | $225253.51    | 0.02%             | 2033-04-02      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     100000 | PA      | $101489.45    | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      60000 | PA      | $61504.82     | 0.01%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     400000 | PA      | $407795.10    | 0.04%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     700000 | PA      | $713745.80    | 0.07%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     260000 | PA      | $252709.06    | 0.03%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473QBC6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     630000 | PA      | $550498.73    | 0.06%             | 2044-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                    | NISOURCE INC                       | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      50000 | PA      | $37692.44     | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC                   | CUSIP: 65480CAH8<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9791.46      | 0.00%             | 2029-09-13      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4966.06      | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                  | NISSAN MOTOR ACC                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24627.65     | 0.00%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                    | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       5000 | PA      | $5211.51      | 0.00%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd                                                             | NISSAN MOTOR CO                    | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |      20000 | PA      | $21104.04     | 0.00%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN                   | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     120000 | PA      | $77137.58     | 0.01%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                           | NORFOLK SOUTHERN                   | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     150000 | PA      | $149481.83    | 0.02%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M                   | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      34000 | PA      | $36907.82     | 0.00%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                     | NORTHERN ST PR-M                   | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     430000 | PA      | $420016.11    | 0.04%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                             | NORTHERN TRST CO                   | CUSIP: 665859AZ7<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    1073000 | PA      | $1049117.23   | 0.11%             | 2040-11-19      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                           | NORTHROP GRUMMAN                   | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     545000 | PA      | $506037.40    | 0.05%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Gen Digital Inc                                                                 | GEN DIGITAL INC                    | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14618.09     | 0.00%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                             | NOVA CHEMICALS                     | CUSIP: 66977WAS8<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |       9000 | PA      | $8806.07      | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NOVA Chemicals Corp                                                             | NOVA CHEMICALS                     | CUSIP: 66977WAU3<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |      41000 | PA      | $43281.78     | 0.00%             | 2030-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Novartis Capital Corp                                                           | NOVARTIS CAPITAL                   | CUSIP: 66989HBJ6<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    1275000 | PA      | $1265535.01   | 0.13%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                       | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      67000 | PA      | $64207.03     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corp                                                                    | NOVELIS CORP                       | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      55000 | PA      | $49954.73     | 0.01%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                         | CUSIP: 670346AQ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      70000 | PA      | $58344.09     | 0.01%             | 2048-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                      | NUCOR CORP                         | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |      50000 | PA      | $37683.34     | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| NuStar Logistics LP                                                             | NUSTAR LOGISTICS                   | CUSIP: 67059TAH8<br>LEI: N62BF2PKP51FIIOIUN20 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20787.13     | 0.00%             | 2030-10-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                     | NUTRIEN LTD                        | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |      90000 | PA      | $87902.05     | 0.01%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                                 | OGE ENERGY CORP                    | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |     150000 | PA      | $153502.79    | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                         | OAK-EAGLE ACQUIR                   | CUSIP: 67124CAA1<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10290.99     | 0.00%             | 2033-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OAK-Eagle Acquireco Inc                                                         | OAK-EAGLE ACQUIR                   | CUSIP: 67124CAB9<br>LEI: 6488ICS9P20290MA1H31 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15586.36     | 0.00%             | 2034-07-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp                                                               | CHORD ENERGY                       | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10395.26     | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp                                                               | CHORD ENERGY                       | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10204.04     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      44000 | PA      | $48991.31     | 0.01%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     925000 | PA      | $994292.73    | 0.10%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10437.77     | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                       | OCCIDENTAL PETE                    | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     735000 | PA      | $715230.41    | 0.07%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                   | OHIO POWER CO                      | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     500000 | PA      | $514111.36    | 0.05%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG                   | CUSIP: 681639AD2<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5027.96      | 0.00%             | 2031-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp                                                   | OLYMPUS WTR HLDG                   | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39100.49     | 0.00%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Omnicom Group Inc                                                               | OMNICOM GROUP                      | CUSIP: 681919BT2<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     100000 | PA      | $73931.67     | 0.01%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE                   | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     336000 | PA      | $323306.03    | 0.03%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                  | OMEGA HEALTHCARE                   | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     185000 | PA      | $171737.57    | 0.02%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| OMERS Finance Trust                                                             | OMERS FINANCE TR                   | CUSIP: 68218TAB7<br>LEI: 529900M039WCPES03P17 | Long             | DBT              | NUSS              | CA        |    1147000 | PA      | $1136192.33   | 0.12%             | 2031-07-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Omnis Funding Trust                                                             | OMNIS FUND TRUST                   | CUSIP: 68218WAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     350000 | PA      | $359054.10    | 0.04%             | 2055-05-15      | Fixed         | 6.72%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      28000 | PA      | $27485.66     | 0.00%             | 2028-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5087.50      | 0.00%             | 2029-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance Inc                                            | 1011778 BC ULC /                   | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       3000 | PA      | $3028.69      | 0.00%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14793.81     | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4999.08      | 0.00%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AK6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5073.20      | 0.00%             | 2032-09-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4981.69      | 0.00%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19589.23     | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp                                                            | ONEMAIN FINANCE                    | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14755.51     | 0.00%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| 1261229 BC LTD                                                                  | 1261229 BC LTD                     | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      34000 | PA      | $35119.22     | 0.00%             | 2032-04-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Ontario Gaming GTA LP/OTG Co-Issuer Inc                                         | ONTARIO GAMI/OTG                   | CUSIP: 68306MAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       5000 | PA      | $4938.89      | 0.00%             | 2030-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Opal Bidco SAS                                                                  | OPAL BIDCO                         | CUSIP: 68348BAA1<br>LEI: 969500R96XT7XY2UJ564 | Long             | DBT              | CORP              | FR        |      30000 | PA      | $30566.92     | 0.00%             | 2032-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     430000 | PA      | $309680.77    | 0.03%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1793000 | PA      | $1036411.08   | 0.11%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     150000 | PA      | $106100.57    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     700000 | PA      | $699002.82    | 0.07%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    2279000 | PA      | $2197594.85   | 0.22%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     231000 | PA      | $219612.19    | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     625000 | PA      | $581862.25    | 0.06%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     313000 | PA      | $269682.83    | 0.03%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     318000 | PA      | $314005.16    | 0.03%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDX0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     331000 | PA      | $323878.43    | 0.03%             | 2031-02-04      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDY8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1318000 | PA      | $1280497.05   | 0.13%             | 2033-05-04      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    1305000 | PA      | $1252819.44   | 0.13%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                     | ORACLE CORP                        | CUSIP: 68389XEA9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     517000 | PA      | $479840.24    | 0.05%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | ORGANON & CO/ORG                   | CUSIP: 68622FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15807.79     | 0.00%             | 2034-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co / Organon Foreign Debt Co-Issuer BV                                | ORGANON & CO/ORG                   | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $12838.99     | 0.00%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital LLC / Outfront Media Capital Corp                        | OUTFRONT MEDIA C                   | CUSIP: 69007TAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       3000 | PA      | $3139.08      | 0.00%             | 2031-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                     | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      21000 | PA      | $20088.74     | 0.00%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc                                              | OWENS-BROCKWAY                     | CUSIP: 69073TAV5<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8491.71      | 0.00%             | 2032-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                           | BLUE OWL CAPITAL                   | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14908.87     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                  | PECO ENERGY CO                     | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     130000 | PA      | $105991.25    | 0.01%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     390000 | PA      | $390803.19    | 0.04%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BS3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     160000 | PA      | $168043.17    | 0.02%             | 2034-08-18      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     585000 | PA      | $646644.08    | 0.07%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     700000 | PA      | $721364.24    | 0.07%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1438001.05   | 0.15%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     840000 | PA      | $858161.66    | 0.09%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                            | PNC FINANCIAL                      | CUSIP: 693475CF0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     540000 | PA      | $529471.12    | 0.05%             | 2041-01-25      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PSEG Power LLC                                                                  | PSEG POWER LLC                     | CUSIP: 69362BBD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1131981.13   | 0.12%             | 2030-05-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| PR RNO Property Owner 1 LLC                                                     | PR RNO PROPERTY                    | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $29737.50     | 0.00%             | 2031-05-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308HH3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |      40000 | PA      | $33420.48     | 0.00%             | 2044-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     140000 | PA      | $125946.65    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JJ7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $66073.32     | 0.01%             | 2050-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     430000 | PA      | $369505.96    | 0.04%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96691.41     | 0.01%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     130000 | PA      | $136284.41    | 0.01%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     970000 | PA      | $992145.45    | 0.10%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308LA3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     340000 | PA      | $331384.64    | 0.03%             | 2036-05-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                     | PACIFIC GAS&ELEC                   | CUSIP: 694308LB1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     490000 | PA      | $466065.07    | 0.05%             | 2056-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                             | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    1850000 | PA      | $1564192.36   | 0.16%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                            | PANAMA                             | CUSIP: 698299CB8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     654000 | PA      | $652706.77    | 0.07%             | 2034-02-23      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                                       | PANTHER ESCROW                     | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5024.66      | 0.00%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Paraguay Government International Bond                                          | PARAGUAY                           | CUSIP: 699149BY5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PY        |     846000 | PA      | $893096.86    | 0.09%             | 2055-03-04      | Fixed         | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Pattern Energy Operations LP / Pattern Energy Operations Inc                    | PATTERN ENERGY                     | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      72000 | PA      | $70841.60     | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Paychex Inc                                                                     | PAYCHEX INC                        | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151293.95    | 0.02%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Penn Entertainment Inc                                                          | PENN NATL GAMING                   | CUSIP: 707569AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4996.48      | 0.00%             | 2027-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                    | CUSIP: 709599BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      56000 | PA      | $58777.32     | 0.01%             | 2030-06-15      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co Lp / PTL Finance Corp                                   | PENSKE TRUCK LE                    | CUSIP: 709599BW3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     155000 | PA      | $159307.83    | 0.02%             | 2028-08-01      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo Inc                                                                     | PEPSICO INC                        | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |      25000 | PA      | $20032.30     | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD                   | CUSIP: 71376LAF7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10149.85     | 0.00%             | 2032-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Performance Food Group Inc                                                      | PERFORMANCE FOOD                   | CUSIP: 71376LAH3<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9790.91      | 0.00%             | 2034-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Peruvian Government International Bond                                          | REPUBLIC OF PERU                   | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    2000000 | PA      | $1839428.50   | 0.19%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | PERUSAHAAN LISTR                   | CUSIP: 71568QAC1<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     200000 | PA      | $198778.45    | 0.02%             | 2027-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                       | PERUSAHAAN LISTR                   | CUSIP: 71568QAE7<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |     800000 | PA      | $809487.49    | 0.08%             | 2028-05-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Petrobras Global Finance BV                                                     | PETROBRAS GLOB                     | CUSIP: 71647NBM0<br>LEI: 549300FNENFFSMO3GT38 | Long             | DBT              | CORP              | NL        |    1331000 | PA      | $1317772.41   | 0.13%             | 2030-09-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QDC3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     476000 | PA      | $484281.26    | 0.05%             | 2030-01-23      | Fixed         | 6.84%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICA                   | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    2788790 | PA      | $2984624.84   | 0.30%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                           | PFIZER INVSTMNT                    | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     260000 | PA      | $244634.52    | 0.02%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                           | PFIZER INVSTMNT                    | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     400000 | PA      | $370465.75    | 0.04%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                           | PFIZER INVSTMNT                    | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     155000 | PA      | $140317.79    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     440000 | PA      | $365092.03    | 0.04%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     224000 | PA      | $235617.89    | 0.02%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     105000 | PA      | $107233.29    | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     165000 | PA      | $169593.54    | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1535000 | PA      | $1516707.68   | 0.15%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                 | PHILIP MORRIS IN                   | CUSIP: 718172DZ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    1380000 | PA      | $1340198.84   | 0.14%             | 2032-10-29      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                       | PHILLIPS EDIS                      | CUSIP: 71845JAE8<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     680000 | PA      | $666703.38    | 0.07%             | 2033-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Phoenix Aviation Capital Ltd                                                    | PHOENIX AVIATION                   | CUSIP: 71910DAA9<br>LEI: 8945008YQAKXZQ3VYJ15 | Long             | DBT              | CORP              | IE        |      20000 | PA      | $20517.38     | 0.00%             | 2030-07-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                      | PINNACLE WST CAP                   | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     220000 | PA      | $221863.46    | 0.02%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                    | PIONEER NATURAL                    | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |     150000 | PA      | $135491.15    | 0.01%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                    | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $25994.34     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                    | CUSIP: 72650RBR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     150000 | PA      | $149648.01    | 0.02%             | 2031-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                              | PLAINS ALL AMER                    | CUSIP: 72650RBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $200409.41    | 0.02%             | 2036-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN                   | CUSIP: 737446AU8<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5105.03      | 0.00%             | 2032-02-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN                   | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       6000 | PA      | $5999.34      | 0.00%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN                   | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4938.17      | 0.00%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc                                                               | POST HOLDINGS IN                   | CUSIP: 737446AY0<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14906.55     | 0.00%             | 2036-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP                   | CUSIP: 743315BC6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70231.23     | 0.01%             | 2031-03-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                            | PROGRESSIVE CORP                   | CUSIP: 743315BD4<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     350000 | PA      | $350099.53    | 0.04%             | 2036-03-26      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     130000 | PA      | $133920.95    | 0.01%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 74432QCE3<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      65000 | PA      | $52164.06     | 0.01%             | 2050-02-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                        | PRUDENTIAL FIN                     | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      70000 | PA      | $50130.76     | 0.01%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO                   | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     230000 | PA      | $175609.10    | 0.02%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                   | PUBLIC SERV COLO                   | CUSIP: 744448DE8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     590000 | PA      | $579403.89    | 0.06%             | 2036-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                     | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     100000 | PA      | $73271.37     | 0.01%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                     | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     160000 | PA      | $145626.53    | 0.01%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                              | PUBLIC SERVICE                     | CUSIP: 74456QCY0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     450000 | PA      | $441236.48    | 0.05%             | 2056-01-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                     | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    1010000 | PA      | $1027886.27   | 0.11%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                             | PUBLIC SERVICE                     | CUSIP: 744573BB1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     300000 | PA      | $302665.98    | 0.03%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc                                                           | QNITY ELECTRONIC                   | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25266.98     | 0.00%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                           | QUEST DIAGNOSTIC                   | CUSIP: 74834LBH2<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     630000 | PA      | $619283.90    | 0.06%             | 2036-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | QUICKEN LOANS                      | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $9287.76      | 0.00%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                           | QUIKRETE HOLDING                   | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15228.02     | 0.00%             | 2032-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings Inc                                                           | QUIKRETE HOLDING                   | CUSIP: 74843PAB6<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30416.14     | 0.00%             | 2033-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| RD Michigan Property Owner I LLC                                                | RD MI PROP OWN I                   | CUSIP: 74941YAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     678000 | PA      | $678859.42    | 0.07%             | 2045-03-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| RELX Capital Inc                                                                | RELX CAPITAL INC                   | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |      98000 | PA      | $92394.66     | 0.01%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                      | RHP HOTEL PPTY                     | CUSIP: 749571AK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5132.55      | 0.00%             | 2032-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                      | RHP HOTEL PPTY                     | CUSIP: 749571AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5149.89      | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| RPM International Inc                                                           | RPM INTL INC                       | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     115000 | PA      | $115259.59    | 0.01%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RHP Hotel Properties LP / RHP Finance Corp                                      | RHP HOTEL PPTY                     | CUSIP: 74984CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4972.72      | 0.00%             | 2034-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners Inc                                                          | RADIOLOGY PARTNE                   | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14904.81     | 0.00%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Range Resources Corp                                                            | RANGE RESOURCES                    | CUSIP: 75281ABK4<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |      70000 | PA      | $68711.40     | 0.01%             | 2030-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                                                  | RAVEN ACQUISITIO                   | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4950.55      | 0.00%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                           | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     557000 | PA      | $526374.95    | 0.05%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                           | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1060534.73   | 0.11%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                        | RTX CORP                           | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     983000 | PA      | $1057675.18   | 0.11%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     165000 | PA      | $166946.10    | 0.02%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                              | REALTY INCOME                      | CUSIP: 756109DB7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     850000 | PA      | $839650.00    | 0.09%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                          | REGIONS FINL                       | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     950000 | PA      | $975873.38    | 0.10%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                      | RENAISSANCERE HO                   | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     130000 | PA      | $133415.38    | 0.01%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                       | RIO TINTO FINANC                   | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     250000 | PA      | $244874.83    | 0.03%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                                                  | RIVERS ENT BOR                     | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $8138.52      | 0.00%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                  | ROCKET COS INC                     | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10153.36     | 0.00%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                  | ROCKET COS INC                     | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      95000 | PA      | $96333.84     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                  | ROCKET COS INC                     | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5100.39      | 0.00%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Rocket Cos Inc                                                                  | ROCKET COS INC                     | CUSIP: 77311WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       1000 | PA      | $1034.04      | 0.00%             | 2032-02-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | ROCKET MTGE LLC                    | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       9000 | PA      | $8919.49      | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software Inc                                                             | ROCKET SOFTWARE                    | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      70000 | PA      | $62297.20     | 0.01%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software Inc                                                             | ROCKET SOFTWARE                    | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9935.62      | 0.00%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Rockies Express Pipeline LLC                                                    | ROCKIES EXPRESS                    | CUSIP: 77340RAU1<br>LEI: W2ZGZGZKY5GGNY6F3V51 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5212.69      | 0.00%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                    | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5103.75      | 0.00%             | 2055-04-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                       | ROGERS COMMUNIC                    | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      20000 | PA      | $20649.57     | 0.00%             | 2055-04-15      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Roller Bearing Co of America Inc                                                | ROLLER BEARING                     | CUSIP: 775631AD6<br>LEI: 254900U9XW6S76H2P167 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4886.88      | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: 775921AA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | RO        |    1777000 | PA      | $1673936.64   | 0.17%             | 2036-07-04      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                              | RYAN SPECIALTY                     | CUSIP: 78351GAA3<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13012.59     | 0.00%             | 2032-08-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty LLC                                                              | RYAN SPECIALTY G                   | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |      70000 | PA      | $67948.45     | 0.01%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ryder System Inc                                                                | RYDER SYSTEM INC                   | CUSIP: 78355HLG2<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     265000 | PA      | $261617.24    | 0.03%             | 2030-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp                                                         | SBA COMMUNICATIO                   | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      17000 | PA      | $16365.53     | 0.00%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5129.47      | 0.00%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      21000 | PA      | $21533.75     | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co                                                                    | SM ENERGY CO                       | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15210.23     | 0.00%             | 2034-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies Inc                                                           | SS&C TECH INC                      | CUSIP: 78466CAC0<br>LEI: 549300KY09TR3J12JU49 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18998.18     | 0.00%             | 2027-09-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SNF Group SACA                                                                  | SNF GROUP SACA                     | CUSIP: 7846ELAE7<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |      97000 | PA      | $90547.44     | 0.01%             | 2030-03-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                                                     | SV RNO PROPERTY                    | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $14758.15     | 0.00%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                    | SABINE PASS LIQU                   | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     889000 | PA      | $887838.03    | 0.09%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                            | SABRA HEALTH CAR                   | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |       1000 | PA      | $971.03       | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                            | SABRA HEALTH CAR                   | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     320000 | PA      | $289320.90    | 0.03%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE INC                     | CUSIP: 79466LAS3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $997102.12    | 0.10%             | 2031-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE INC                     | CUSIP: 79466LAU8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     800000 | PA      | $797632.40    | 0.08%             | 2036-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                  | SALESFORCE INC                     | CUSIP: 79466LAW4<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |     106000 | PA      | $105299.99    | 0.01%             | 2056-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                     | SAN DIEGO G & E                    | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     140000 | PA      | $132594.96    | 0.01%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                 | SANTANDER UK GRP                   | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     940000 | PA      | $932466.45    | 0.10%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                     | CUSIP: 80413TBS7<br>LEI: N/A                  | Long             | DBT              | NUSS              | SA        |    6616000 | PA      | $6347896.57   | 0.65%             | 2056-01-12      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                     | CUSIP: 80415RAA9<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |     994000 | PA      | $975402.03    | 0.10%             | 2031-02-02      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35913.72     | 0.00%             | 2029-05-19      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     200000 | PA      | $208499.49    | 0.02%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB                     | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     370000 | PA      | $365048.23    | 0.04%             | 2031-11-14      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Scripps Escrow II Inc                                                           | SCRIPPS ESCROW                     | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4737.78      | 0.00%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROP                       | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15387.30     | 0.00%             | 2032-06-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROP                       | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4596.99      | 0.00%             | 2027-09-30      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | SHELL FINANCE US                   | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $59239.64     | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                            | SHELL FINANCE US                   | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     141000 | PA      | $107814.80    | 0.01%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS                   | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |      80000 | PA      | $66497.54     | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments LLC / Shift4 Payments Finance Sub Inc                           | SHIFT4 PAYMENTS                    | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      16000 | PA      | $15973.51     | 0.00%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio Inc                                                             | SIRIUS XM RADIO                    | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9975.51      | 0.00%             | 2027-08-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                   | SIXTH STREET LEN                   | CUSIP: 829932AF9<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |     530000 | PA      | $532714.12    | 0.05%             | 2030-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENT/SIX FLAG                                                          | SIX FLAGS ENT                      | CUSIP: 83002YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5088.55      | 0.00%             | 2032-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp/Canada's Wonderland Co/Millennium Operations LLC   | SIX FLAGS ENTE                     | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5086.53      | 0.00%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                           | DELTA/SKYMILES                     | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     990365 | PA      | $991100.00    | 0.10%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | SMURFIT KAPPA                      | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     220000 | PA      | $224272.80    | 0.02%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                      | SMURFIT KAPPA                      | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     770000 | PA      | $781727.68    | 0.08%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                  | SMURFIT WESTROCK                   | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |     262000 | PA      | $263860.75    | 0.03%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                  | SMURFIT WESTROCK                   | CUSIP: 83272YAC6<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |     260000 | PA      | $256232.74    | 0.03%             | 2036-01-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Sociedad Transmisora Metropolitana SpA                                          | SOCIEDAD TRANSMI                   | CUSIP: 83363UAA8<br>LEI: 549300LITZNRC4TB4848 | Long             | DBT              | CORP              | CL        |     448000 | PA      | $454758.97    | 0.05%             | 2055-12-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE                   | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     155000 | PA      | $145236.17    | 0.01%             | 2030-01-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE                   | CUSIP: 83368RBH4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     540000 | PA      | $532984.54    | 0.05%             | 2028-01-19      | Variable      | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE                   | CUSIP: 83368RBK7<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      80000 | PA      | $59894.28     | 0.01%             | 2043-01-21      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | SOUTH AFRICA                       | CUSIP: 836205BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     247000 | PA      | $199046.95    | 0.02%             | 2049-09-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Republic of South Africa Government International Bond                          | SOUTH AFRICA                       | CUSIP: 836205BJ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |     686000 | PA      | $646061.90    | 0.07%             | 2055-12-11      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                  | SOUTH BOW CANADI                   | CUSIP: 836720AG7<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |       5000 | PA      | $5204.54      | 0.00%             | 2055-03-01      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| South Bow Canadian Infrastructure Holdings Ltd                                  | SOUTH BOW CANADI                   | CUSIP: 836720AJ1<br>LEI: 2549004FYUSYLPBT1G26 | Long             | DBT              | CORP              | CA        |      10000 | PA      | $10547.71     | 0.00%             | 2055-03-01      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                    | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |      40000 | PA      | $39486.24     | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                              | SOUTH CAROL E&G                    | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     240000 | PA      | $210341.53    | 0.02%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      50000 | PA      | $42973.20     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400FW8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      50000 | PA      | $37804.56     | 0.00%             | 2043-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      50000 | PA      | $36872.33     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     100000 | PA      | $98520.59     | 0.01%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     600000 | PA      | $613155.92    | 0.06%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    1140000 | PA      | $1166014.70   | 0.12%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                   | SOUTHERN CAL ED                    | CUSIP: 842400JL8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     680000 | PA      | $665587.90    | 0.07%             | 2033-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                      | SOUTHERN CAL GAS                   | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |      50000 | PA      | $39012.33     | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |      30000 | PA      | $24702.69     | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     100000 | PA      | $104512.42    | 0.01%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                    | SOUTHERN GAS                       | CUSIP: 8426EPAK4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     130000 | PA      | $128508.03    | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                               | SOUTHERN POWER                     | CUSIP: 843646AX8<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     170000 | PA      | $167987.10    | 0.02%             | 2030-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                           | SOUTHWEST AIR                      | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      68000 | PA      | $62591.71     | 0.01%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                  | SOUTHWESTN EL PR                   | CUSIP: 845437BV3<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     570000 | PA      | $562344.53    | 0.06%             | 2036-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                             | SPRINT CAP CORP                    | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    1900000 | PA      | $2006266.10   | 0.20%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                             | SPRINT CAP CORP                    | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |      78000 | PA      | $92776.03     | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                       | BLOCK INC                          | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      23000 | PA      | $23442.26     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Block Inc                                                                       | BLOCK INC                          | CUSIP: 852234AT0<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15007.32     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Block Inc                                                                       | BLOCK INC                          | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4996.75      | 0.00%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                 | STANDARD BUILDIN                   | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5054.09      | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions Inc                                                 | STANDARD BUILDIN                   | CUSIP: 853191AC8<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14999.05     | 0.00%             | 2033-08-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Star Parent Inc                                                                 | STAR PARENT INC                    | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |       8000 | PA      | $8377.48      | 0.00%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                     | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     125000 | PA      | $86441.90     | 0.01%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                     | STARWOOD PROP TR                   | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80824.63     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust Inc                                                     | STARWOOD PROP TR                   | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5141.90      | 0.00%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477DE0<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     703000 | PA      | $686214.83    | 0.07%             | 2036-10-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                               | STATE STREET CRP                   | CUSIP: 857477DG5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     530000 | PA      | $525361.69    | 0.05%             | 2037-04-24      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                | REP OF POLAND                      | CUSIP: 857524AL6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    2260000 | PA      | $2266813.89   | 0.23%             | 2056-04-14      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp                                           | STELLANTIS FINAN                   | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    1115000 | PA      | $1111045.54   | 0.11%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Stryker Corp                                                                    | STRYKER CORP                       | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |      25000 | PA      | $25304.25     | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Studio City Finance Ltd                                                         | STUDIO CITY FIN                    | CUSIP: 86389QAG7<br>LEI: 254900D6R731QAUIG324 | Long             | DBT              | CORP              | VG        |      30000 | PA      | $28594.99     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Studio City Co Ltd                                                              | STUDIO CITY CO                     | CUSIP: 86400GAC3<br>LEI: 984500V5401EFT095A58 | Long             | DBT              | CORP              | VG        |      10000 | PA      | $10001.24     | 0.00%             | 2027-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSUI                    | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     600000 | PA      | $616090.38    | 0.06%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                             | SUMITOMO MITSU                     | CUSIP: 86562MEG1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     760000 | PA      | $736889.99    | 0.08%             | 2047-01-15      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                    | SUN COMMUNITIES                    | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |     200000 | PA      | $189464.22    | 0.02%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                               | SUNCOR ENERGY                      | CUSIP: 867224AE7<br>LEI: 894500XO86FKXQGPYV71 | Long             | DBT              | CORP              | CA        |      40000 | PA      | $28300.45     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                              | ENERGY TRANSFER                    | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      75000 | PA      | $67410.85     | 0.01%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sunoco LP / Sunoco Finance Corp                                                 | SUNOCO LP/FIN                      | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      10000 | PA      | $10243.13     | 0.00%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP                          | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15542.13     | 0.00%             | 2079-12-31      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP                          | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10032.69     | 0.00%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP                          | CUSIP: 86765KAM1<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4978.52      | 0.00%             | 2031-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                       | SUNOCO LP                          | CUSIP: 86765KAN9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9862.88      | 0.00%             | 2034-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Suzano Netherlands BV                                                           | SUZANO NETHERLAN                   | CUSIP: 86960YAA0<br>LEI: 9845009ZB9F5D6DB3602 | Long             | DBT              | CORP              | NL        |     325000 | PA      | $318223.18    | 0.03%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                     | SWEDBANK AB                        | CUSIP: 87019DAD9<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |    4700000 | PA      | $4727320.11   | 0.48%             | 2031-03-30      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Pinnacle Financial Partners Inc                                                 | PINNACLE FINANCL                   | CUSIP: 87161CAP0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     635000 | PA      | $650937.42    | 0.07%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank/Nashville TN                                                      | PINNACLE BANK                      | CUSIP: 87164DVJ6<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |     250000 | PA      | $251771.56    | 0.03%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bank/Nashville TN                                                      | PINNACLE BANK                      | CUSIP: 87164DXY1<br>LEI: 549300CDOC4F7XSRG390 | Long             | DBT              | CORP              | US        |     263000 | PA      | $261131.47    | 0.03%             | 2036-01-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                      | SYSCO CORP                         | CUSIP: 871829BW6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |      65000 | PA      | $63520.94     | 0.01%             | 2031-07-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                | T-MOBILE USA INC                   | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     245000 | PA      | $237691.92    | 0.02%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                                          | SUMISHO AIR LEAS                   | CUSIP: 873923AE6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    1280000 | PA      | $1268736.86   | 0.13%             | 2031-03-24      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Sumisho Air Lease Corp                                                          | SUMISHO AIR LEAS                   | CUSIP: 873923AG1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     100000 | PA      | $99028.61     | 0.01%             | 2036-03-24      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                       | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $75199.91     | 0.01%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                       | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     100000 | PA      | $65347.06     | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                    | TAKEDA PHARM                       | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     200000 | PA      | $124854.92    | 0.01%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | TALEN ENERGY SUP                   | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14879.78     | 0.00%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                         | TALEN ENERGY SUP                   | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10042.11     | 0.00%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | TALLGRASS NRG                      | CUSIP: 87470LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       7000 | PA      | $7034.69      | 0.00%             | 2030-12-31      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | TALLGRASS NRG                      | CUSIP: 87470LAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      70000 | PA      | $72079.13     | 0.01%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp                    | TALLGRASS NRG                      | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15322.30     | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                    | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     153000 | PA      | $161779.31    | 0.02%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                    | CUSIP: 87612GAD3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      28000 | PA      | $28903.82     | 0.00%             | 2053-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                    | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     310000 | PA      | $322998.31    | 0.03%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                            | TARGA RESOURCES                    | CUSIP: 87612GAF8<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     600000 | PA      | $650905.94    | 0.07%             | 2034-03-30      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      13000 | PA      | $12657.17     | 0.00%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4843.94      | 0.00%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDU1<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10280.16     | 0.00%             | 2031-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE                   | CUSIP: 88033GDW7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      20000 | PA      | $19968.87     | 0.00%             | 2032-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUCI                   | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       8000 | PA      | $7940.32      | 0.00%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUCI                   | CUSIP: 88167AAF8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |       9000 | PA      | $6932.27      | 0.00%             | 2046-10-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUTI                   | CUSIP: 88167AAP6<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      70000 | PA      | $69834.13     | 0.01%             | 2027-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III BV                                  | TEVA PHARMACEUTI                   | CUSIP: 88167AAT8<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |      15000 | PA      | $15616.14     | 0.00%             | 2032-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV BV                                   | TEVA PHARMACEUCI                   | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |      10000 | PA      | $10245.38     | 0.00%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556DG4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     815000 | PA      | $805713.59    | 0.08%             | 2031-02-12      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                    | THERMO FISHER                      | CUSIP: 883556DJ8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     160000 | PA      | $158208.37    | 0.02%             | 2036-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc                                                        | CLD SFTWR GRP IN                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9738.00      | 0.00%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL                   | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     343000 | PA      | $309681.59    | 0.03%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL                   | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      75000 | PA      | $56426.95     | 0.01%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                      | TOLL BR FIN CORP                   | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      65000 | PA      | $63277.54     | 0.01%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TopBuild Corp                                                                   | TOPBUILD CORP                      | CUSIP: 89055FAB9<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4968.08      | 0.00%             | 2029-03-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| TopBuild Corp                                                                   | TOPBUILD CORP                      | CUSIP: 89055FAC7<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4996.22      | 0.00%             | 2032-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TopBuild Corp                                                                   | TOPBUILD CORP                      | CUSIP: 89055FAD5<br>LEI: 5493007YSKHOL4RWII46 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10127.11     | 0.00%             | 2034-01-31      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115A3C4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     760000 | PA      | $768536.45    | 0.08%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO DOM BANK                   | CUSIP: 89115KAR1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     895000 | PA      | $889891.92    | 0.09%             | 2033-04-22      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                        | TOTALENERGIES                      | CUSIP: 89157XAE1<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     225000 | PA      | $209792.33    | 0.02%             | 2054-09-10      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital USA LLC                                                   | TOTALENERGI CAP                    | CUSIP: 89158TAC3<br>LEI: 9845000979865101C194 | Long             | DBT              | CORP              | US        |    1100000 | PA      | $1083999.73   | 0.11%             | 2036-01-13      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                        | TOYOTA MTR CRED                    | CUSIP: 89236TPH2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     765000 | PA      | $756219.56    | 0.08%             | 2031-01-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Trans-Allegheny Interstate Line Co                                              | TRANS-ALLEGHENY                    | CUSIP: 893045AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     410000 | PA      | $415945.28    | 0.04%             | 2031-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                     | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |      80000 | PA      | $84905.08     | 0.01%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                     | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    1405000 | PA      | $1399443.33   | 0.14%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                       | TRANSCANADA PL                     | CUSIP: 89352HBL2<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     170000 | PA      | $171295.17    | 0.02%             | 2056-10-17      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONT GAS PL                   | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4963.36      | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                           | TRANSCONT GAS PL                   | CUSIP: 893574AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     550000 | PA      | $534978.09    | 0.05%             | 2056-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3041.85      | 0.00%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BT3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       7000 | PA      | $7255.88      | 0.00%             | 2031-12-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      18000 | PA      | $18382.89     | 0.00%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BV8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2055.93      | 0.00%             | 2032-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35304.27     | 0.00%             | 2033-05-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                      | CUSIP: 893647CB1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      20000 | PA      | $20024.60     | 0.00%             | 2034-07-31      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd                                                    | TRANSOCEAN LTD                     | CUSIP: 893814AA1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       5000 | PA      | $5357.62      | 0.00%             | 2032-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd                                                    | TRANSOCEAN LTD                     | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |      50400 | PA      | $52781.69     | 0.01%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd                                                    | TRANSOCEAN LTD                     | CUSIP: 893830BY4<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       5000 | PA      | $5194.17      | 0.00%             | 2029-05-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Transocean International Ltd                                                    | TRANSOCEAN LTD                     | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       7000 | PA      | $7406.63      | 0.00%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                   | CUSIP: 89788MAU6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    1205000 | PA      | $1219051.94   | 0.12%             | 2031-05-20      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                           | TRUIST FINANCIAL                   | CUSIP: 89788MAV4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     250000 | PA      | $241445.73    | 0.02%             | 2036-10-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123DP2<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     337000 | PA      | $343812.56    | 0.04%             | 2032-02-12      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123DT4<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     400000 | PA      | $386125.89    | 0.04%             | 2033-03-14      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE REP OF                     | CUSIP: 900123DV9<br>LEI: N/A                  | Long             | DBT              | NUSS              | TR        |     482000 | PA      | $477923.63    | 0.05%             | 2031-05-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| 200 Park Funding Trust                                                          | 200 PARK FUND TR                   | CUSIP: 901928AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     470000 | PA      | $452260.07    | 0.05%             | 2055-02-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                 | TYSON FOODS INC                    | CUSIP: 902494BN2<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      95000 | PA      | $92567.90     | 0.01%             | 2036-02-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 902613BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     163000 | PA      | $167683.09    | 0.02%             | 2030-09-13      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 902613BQ0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     935000 | PA      | $950625.75    | 0.10%             | 2036-05-09      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                    | UBS GROUP                          | CUSIP: 902613BU1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     793000 | PA      | $759752.56    | 0.08%             | 2047-05-06      | Variable      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| UKG Inc                                                                         | UKG INC                            | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9728.25      | 0.00%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                    | US FOODS INC                       | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       9000 | PA      | $8890.18      | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                    | US FOODS INC                       | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       2000 | PA      | $2046.81      | 0.00%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| US Foods Inc                                                                    | US FOODS INC                       | CUSIP: 90290MAJ0<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5018.97      | 0.00%             | 2033-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Sunrise FinCo I BV                                                              | SUNRISE FINCO                      | CUSIP: 90320BAA7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |      15000 | PA      | $14411.23     | 0.00%             | 2031-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| UWM Holdings LLC                                                                | UWM HOLDINGS                       | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $4799.29      | 0.00%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE                   | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     185000 | PA      | $183565.17    | 0.02%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE                   | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     230000 | PA      | $225383.42    | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE                   | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     650000 | PA      | $598980.75    | 0.06%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE                   | CUSIP: 90353TAT7<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    1325000 | PA      | $1298361.82   | 0.13%             | 2031-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                           | UBER TECHNOLOGIE                   | CUSIP: 90353TAU4<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     520000 | PA      | $505742.89    | 0.05%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                     | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      65000 | PA      | $50384.78     | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                     | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      75000 | PA      | $50349.62     | 0.01%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                     | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     150000 | PA      | $111909.78    | 0.01%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                               | UNION ELECTRIC                     | CUSIP: 906548CX8<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     250000 | PA      | $229075.45    | 0.02%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |      35000 | PA      | $24834.68     | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                              | UNION PAC CORP                     | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     270000 | PA      | $183657.52    | 0.02%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                               | UNTD AIR 20-1 A                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      18669 | PA      | $19002.17     | 0.00%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES                    | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |      35000 | PA      | $34531.45     | 0.00%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                    | UNITED AIRLINES                    | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4930.44      | 0.00%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Airlines Holdings Inc                                                    | UNITED AIRLINES                    | CUSIP: 910047AM1<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9875.59      | 0.00%             | 2029-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1404000 | PA      | $1356193.67   | 0.14%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     280000 | PA      | $168953.58    | 0.02%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    3323000 | PA      | $2848684.58   | 0.29%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     478000 | PA      | $456092.35    | 0.05%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     465000 | PA      | $491506.58    | 0.05%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1754000 | PA      | $1785460.25   | 0.18%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BBK5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    1009000 | PA      | $992222.12    | 0.10%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      25000 | PA      | $24842.94     | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     342000 | PA      | $358589.66    | 0.04%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     220000 | PA      | $217504.34    | 0.02%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     350000 | PA      | $359098.66    | 0.04%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     276000 | PA      | $288025.83    | 0.03%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     190000 | PA      | $194564.46    | 0.02%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                      | US BANCORP                         | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     651000 | PA      | $660904.75    | 0.07%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4000000 | PA      | $2777968.76   | 0.28%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1141000 | PA      | $718919.13    | 0.07%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2630000 | PA      | $1233737.10   | 0.13%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2500000 | PA      | $1289550.78   | 0.13%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2278000 | PA      | $1409245.54   | 0.14%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1992000 | PA      | $1367788.12   | 0.14%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $684570.31    | 0.07%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2282000 | PA      | $2135898.51   | 0.22%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1360000 | PA      | $1308256.24   | 0.13%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $899218.75    | 0.09%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1311000 | PA      | $1317247.73   | 0.13%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 912810UT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     800000 | PA      | $764156.25    | 0.08%             | 2046-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   10000000 | PA      | $9662500.00   | 0.99%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4996000 | PA      | $5045179.38   | 0.52%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                | US TREASURY N/B                    | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3482000 | PA      | $3444731.70   | 0.35%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     215000 | PA      | $185591.77    | 0.02%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $73261.15     | 0.01%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $66202.07     | 0.01%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     100000 | PA      | $102880.70    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     200000 | PA      | $200570.12    | 0.02%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     275000 | PA      | $269133.90    | 0.03%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     715000 | PA      | $626546.31    | 0.06%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      30000 | PA      | $30041.19     | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     265000 | PA      | $244968.43    | 0.03%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GRP                   | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     150000 | PA      | $152919.75    | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1910.29      | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906AX0<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      18000 | PA      | $17985.35     | 0.00%             | 2030-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      70000 | PA      | $71055.17     | 0.01%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc                                                    | UNIVISION COMM                     | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      15000 | PA      | $15083.36     | 0.00%             | 2033-04-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| VZ Secured Financing BV                                                         | VZ SECURED FINAN                   | CUSIP: 91845AAA3<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |       5000 | PA      | $4394.36      | 0.00%             | 2032-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                | VAIL RESORTS                       | CUSIP: 91879QAP4<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      13000 | PA      | $13260.69     | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Vail Resorts Inc                                                                | VAIL RESORTS                       | CUSIP: 91879QAQ2<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14982.06     | 0.00%             | 2030-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Valaris Ltd                                                                     | VALARIS                            | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |      14000 | PA      | $14597.35     | 0.00%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | VENTURE GLOBAL                     | CUSIP: 922966AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       8000 | PA      | $8380.68      | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | VENTURE GLOBAL                     | CUSIP: 922966AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      15000 | PA      | $15942.37     | 0.00%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | VENTURE GLOBAL                     | CUSIP: 922966AE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       5000 | PA      | $5155.93      | 0.00%             | 2030-12-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                                                           | VENTURE GLOBAL                     | CUSIP: 922966AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      41000 | PA      | $42753.80     | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                                               | VENTURE GLOBAL C                   | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4788.65      | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL L                   | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      16000 | PA      | $16664.29     | 0.00%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL L                   | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      12000 | PA      | $13097.99     | 0.00%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL L                   | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      25000 | PA      | $26818.64     | 0.00%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     730000 | PA      | $693199.71    | 0.07%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     110000 | PA      | $102187.26    | 0.01%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     170000 | PA      | $167745.48    | 0.02%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     285000 | PA      | $250987.04    | 0.03%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |      75000 | PA      | $52508.90     | 0.01%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    1240000 | PA      | $722238.75    | 0.07%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     560000 | PA      | $429611.52    | 0.04%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     130000 | PA      | $94622.89     | 0.01%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                      | VERIZON COMM INC                   | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     688000 | PA      | $679404.09    | 0.07%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                            | VERISK ANALYTICS                   | CUSIP: 92345YAE6<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93484.61     | 0.01%             | 2045-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOB                     | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13970.18     | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | PARAMOUNT GLOB                     | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      35000 | PA      | $22323.13     | 0.00%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC                      | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9439.25      | 0.00%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                | VIACOMCBS INC                      | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      15000 | PA      | $13104.20     | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes VI DAC                                   | VIRGIN MEDIA VI                    | CUSIP: 92769UAA9<br>LEI: 9845001E591J5060A412 | Long             | DBT              | CORP              | IE        |      15000 | PA      | $13473.90     | 0.00%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     150000 | PA      | $121155.12    | 0.01%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     100000 | PA      | $93482.02     | 0.01%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                  | VIRGINIA EL&PWR                    | CUSIP: 927804GQ1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     350000 | PA      | $322384.68    | 0.03%             | 2054-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       7500 | PA      | $7499.99      | 0.00%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAP7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3146.51      | 0.00%             | 2031-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     810000 | PA      | $801012.08    | 0.08%             | 2028-10-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co LLC                                                        | VISTRA OPERATION                   | CUSIP: 92840VBB7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    1060000 | PA      | $1055575.15   | 0.11%             | 2033-04-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                                                      | VMWARE LLC                         | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     130000 | PA      | $130667.01    | 0.01%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                      | VMWARE LLC                         | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     400000 | PA      | $377925.77    | 0.04%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                      | VMWARE LLC                         | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     220000 | PA      | $194659.74    | 0.02%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     121000 | PA      | $129993.17    | 0.01%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     260000 | PA      | $243348.13    | 0.02%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                              | VODAFONE GROUP                     | CUSIP: 92857WCA6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     320000 | PA      | $302816.72    | 0.03%             | 2054-06-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GRP                     | CUSIP: 928668BN1<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     150000 | PA      | $143166.07    | 0.01%             | 2027-11-24      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                                         | VOLKSWAGEN GRP                     | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |     385000 | PA      | $384054.74    | 0.04%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                            | WEC ENERGY GROUP                   | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     800000 | PA      | $707986.32    | 0.07%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                           | WR GRACE HOLDING                   | CUSIP: 92943GAA9<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4771.84      | 0.00%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                           | WR GRACE HOLDING                   | CUSIP: 92943GAE1<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       4000 | PA      | $4041.69      | 0.00%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| WR Grace Holdings LLC                                                           | WR GRACE HOLDING                   | CUSIP: 92943GAH4<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |       3000 | PA      | $2994.72      | 0.00%             | 2033-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                             | WACHOVIA BANK NA                   | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     100000 | PA      | $109290.22    | 0.01%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                        | CUSIP: 931142FU2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     820000 | PA      | $816262.42    | 0.08%             | 2033-04-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                     | WALMART INC                        | CUSIP: 931142FV0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     720000 | PA      | $715279.53    | 0.07%             | 2036-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                     | WAYFAIR LLC                        | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       3000 | PA      | $3072.63      | 0.00%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      90000 | PA      | $84277.47     | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      60000 | PA      | $48150.33     | 0.00%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      80000 | PA      | $70762.45     | 0.01%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     320000 | PA      | $241049.48    | 0.02%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     340000 | PA      | $332601.96    | 0.03%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     400000 | PA      | $368234.45    | 0.04%             | 2033-03-02      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      50000 | PA      | $41357.76     | 0.00%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     250000 | PA      | $254193.21    | 0.03%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1084000 | PA      | $1113332.06   | 0.11%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                | WELLS FARGO CO                     | CUSIP: 95000U4E0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    1610000 | PA      | $1567819.99   | 0.16%             | 2037-01-23      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUT                    | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10209.78     | 0.00%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUT                    | CUSIP: 95081QAR5<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5176.18      | 0.00%             | 2032-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUT                    | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      10000 | PA      | $10318.34     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUT                    | CUSIP: 95081QAT1<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5001.16      | 0.00%             | 2031-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution Inc                                                          | WESCO DISTRIBUT                    | CUSIP: 95081QAU8<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4987.50      | 0.00%             | 2034-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                       | WESTAR ENERGY                      | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     150000 | PA      | $100620.33    | 0.01%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART                   | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      49000 | PA      | $48951.30     | 0.01%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                  | WESTERN GAS PART                   | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     104000 | PA      | $104325.44    | 0.01%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                        | WESTINGHOUSE AIR                   | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     590000 | PA      | $596909.91    | 0.06%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                            | WESTPAC BANKING                    | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      75000 | PA      | $55467.53     | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| WEX Inc                                                                         | WEX INC                            | CUSIP: 96208TAD6<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9954.80      | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp                                                                  | WHIRLPOOL CORP                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9795.05      | 0.00%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp                                                                  | WHIRLPOOL CORP                     | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |      35000 | PA      | $33517.47     | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      80000 | PA      | $79106.43     | 0.01%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     225000 | PA      | $229259.70    | 0.02%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     425000 | PA      | $429122.29    | 0.04%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 969457CV0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    1030000 | PA      | $1013491.73   | 0.10%             | 2036-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                            | WILLIAMS COS INC                   | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      65000 | PA      | $68765.66     | 0.01%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                        | WILLIS NORTH AME                   | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      85000 | PA      | $80622.18     | 0.01%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                    | WISCONSIN P&L                      | CUSIP: 976826BT3<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     310000 | PA      | $299985.81    | 0.03%             | 2055-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                | WULF COMPUTE LLC                   | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      17000 | PA      | $17860.90     | 0.00%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS &                   | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      15000 | PA      | $14753.41     | 0.00%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts Inc                                                    | WYNDHAM HOTELS &                   | CUSIP: 98311AAE5<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |      10000 | PA      | $9901.24      | 0.00%             | 2033-03-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                  | WYNN MACAU LTD                     | CUSIP: 98313RAE6<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |       2000 | PA      | $1953.54      | 0.00%             | 2029-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                  | WYNN MACAU LTD                     | CUSIP: 98313RAH9<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      39000 | PA      | $38739.78     | 0.00%             | 2028-08-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Wynn Macau Ltd                                                                  | WYNN MACAU LTD                     | CUSIP: 98313RAL0<br>LEI: 254900NMDQ8ENTHU1I31 | Long             | DBT              | CORP              | KY        |      16000 | PA      | $16028.03     | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP                             | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       5000 | PA      | $4907.72      | 0.00%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                                          | XHR LP                             | CUSIP: 98372MAE5<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5120.52      | 0.00%             | 2030-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Operating Partners LP                                            | XPLR INFRAST OP                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |       5000 | PA      | $5339.68      | 0.00%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Glencore Finance Canada Ltd                                                     | XSTRATA FIN CAN                    | CUSIP: 98417EAR1<br>LEI: 5493005TTO0UJ33KCK70 | Long             | DBT              | CORP              | CA        |      35000 | PA      | $33436.87     | 0.00%             | 2042-10-25      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                    | ZF NA CAPITAL                      | CUSIP: 98877DAG0<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |       2000 | PA      | $1955.72      | 0.00%             | 2032-04-23      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ZF North America Capital Inc                                                    | ZF NA CAPITAL                      | CUSIP: 98877DAH8<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |      35000 | PA      | $35129.95     | 0.00%             | 2031-03-24      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     129000 | PA      | $114849.68    | 0.01%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                      | ZOETIS INC                         | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      70000 | PA      | $54561.76     | 0.01%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Bermuda Government International Bond                                           | BERMUDA-GOVT OF                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | BM        |     500000 | PA      | $502808.57    | 0.05%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                               | VALE OVERSEAS                      | CUSIP: N/A<br>LEI: 254900BA3U6G5DNV5V04       | Long             | DBT              | CORP              | KY        |     330000 | PA      | $331951.32    | 0.03%             | 2056-02-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        265 | NC      | $-830429.68   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CODELCO INC                        | CUSIP: N/A<br>LEI: 549300UVMBCBCIPSUI70       | Long             | DBT              | CORP              | CL        |     467000 | PA      | $483554.96    | 0.05%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     935000 | PA      | $941105.31    | 0.10%             | 2027-01-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    1465000 | PA      | $1409590.44   | 0.14%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |    1050000 | PA      | $991729.31    | 0.10%             | 2032-09-23      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBL                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | DO        |     150000 | PA      | $150191.90    | 0.02%             | 2029-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                   | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |     452000 | PA      | $456762.43    | 0.05%             | 2029-11-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Empresa Nacional del Petroleo                                                   | EMPRESA NACIONAL                   | CUSIP: N/A<br>LEI: 549300YP3P0JZBLIV197       | Long             | DBT              | CORP              | CL        |     200000 | PA      | $184076.11    | 0.02%             | 2031-09-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Guatemala Government Bond                                                       | REP OF GUATEMALA                   | CUSIP: ZS8419047<br>LEI: N/A                  | Long             | DBT              | NUSS              | GT        |     687000 | PA      | $683357.72    | 0.07%             | 2030-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                            | PETRONAS CAP LTD                   | CUSIP: BH7872303<br>LEI: 549300G7YFX3540OYR85 | Long             | DBT              | CORP              | MY        |     215000 | PA      | $208013.78    | 0.02%             | 2030-04-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Petronas Capital Ltd                                                            | PETRONAS CAP LTD                   | CUSIP: N/A<br>LEI: 549300G7YFX3540OYR85       | Long             | DBT              | CORP              | MY        |     411000 | PA      | $423669.09    | 0.04%             | 2035-04-03      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | US 10yr Ultra Fut Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -344 | NC      | $406840.03    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | SCDS: (ULFP)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     600000 | NC      | $-10101.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (ULFP)                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |     600000 | NC      | $-10101.48    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: JPY 0.905980 16-JUN-2027 FTO  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       | 1274860000 | NC      | $18311.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (ITRAXX.EUR.44.V1)            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -30000000 | NC      | $695921.95    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: IMM 2.542000 20-JUN-2029 CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    9300000 | NC      | $-79046.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: IMM 2.274000 18-JUN-2031 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    3813000 | NC      | $-76412.96    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: IMM 2.317300 18-JUN-2031 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     338520 | NC      | $-5980.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SCDS: (TELEFO)                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |    4300000 | NC      | $-84433.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: IMM 2.508300 18-JUN-2031 EST | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |     452589 | NC      | $-3256.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | FSWP: IMM 2.767800 20-JUN-2029 CAD | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    2328596 | NC      | $-8735.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (CDX.NA.IG.46.V1)             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |  -90986292 | NC      | $1910556.79   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | ICE: (TURKEY)                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       |   -3933000 | NC      | $-255127.16   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: OIS 4.136000 30-MAR-2056 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    7700000 | NC      | $86817.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: OIS 4.182000 30-MAR-2051 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    8500000 | NC      | $-70197.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: OIS 3.745000 09-APR-2027 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   20000000 | NC      | $3835.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: OIS 3.677500 09-APR-2028 SOF  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   10000000 | NC      | $8214.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: ZAR 7.507500 24-APR-2031 JIB  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   11930000 | NC      | $4113.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: IFS 3.455200 29-APR-2027 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    2330070 | NC      | $961.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: IFS 3.535200 30-APR-2027 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    2330070 | NC      | $-925.03      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: IFS 3.480000 30-APR-2027 USC  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |    4660141 | NC      | $628.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | SWP: ZAR 7.705000 29-APR-2031 JIB  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |   21650000 | NC      | $-3094.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |          9 | NC      | $-3419.73     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Bausch + Lomb Corp                                                              | BAUSCH + LOMB CO                   | CUSIP: N/A<br>LEI: 549300NY6OZM39SO6475       | Long             | LON              | CORP              | CA        |       4697 | PA      | $4717.76      | 0.00%             | 2031-01-15      | Floating      | 7.40%                 | No            |                  2 | On Loan: No      |
| Setanta Aircraft Leasing DAC                                                    | SETANTA AIRCRAFT                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | IE        |      30800 | PA      | $30959.51     | 0.00%             | 2028-11-06      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUST 10Y BOND FUT Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -173 | NC      | $89054.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                             | CAN 5YR BOND FUT  Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        139 | NC      | $-208866.44   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABL                   | CUSIP: 88732JAZ1<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    3500000 | PA      | $4672067.50   | 0.48%             | 2031-06-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Scottish Widows Ltd                                                             | SCOTTISH WIDOWS                    | CUSIP: EJ6286110<br>LEI: 549300ZT0RVWCG8T4L55 | Long             | DBT              | CORP              | GB        |     800000 | PA      | $1080218.87   | 0.11%             | 2043-06-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                   | BAT INTL FINANCE                   | CUSIP: EK7979033<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     600000 | PA      | $469150.04    | 0.05%             | 2045-03-13      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |     405000 | PA      | $404902.07    | 0.04%             | 2026-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ELM BV for Helvetia Schweizerische Versicherungsgesellschaft AG                 | ELM BV FOR HELVE                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | NL        |    2400000 | PA      | $2794982.78   | 0.29%             | 2047-09-29      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| KSA Sukuk Ltd                                                                   | KSA SUKUK LTD                      | CUSIP: N/A<br>LEI: 635400XBJFPNCGN9CK71       | Long             | DBT              | NUSS              | KY        |    2007000 | PA      | $1992627.67   | 0.20%             | 2029-01-19      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | REPUB UZBEKISTAN                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |     200000 | PA      | $201137.98    | 0.02%             | 2029-02-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Co                                                            | SAUDI ARAB OIL                     | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | DBT              | CORP              | SA        |     316000 | PA      | $305626.98    | 0.03%             | 2029-04-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |    2143000 | PA      | $1784534.29   | 0.18%             | 2041-04-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eskom Holdings                                                                  | ESKOM HOLDINGS                     | CUSIP: N/A<br>LEI: 3789001900ED06F65111       | Long             | DBT              | CORP              | ZA        |    1940000 | PA      | $1915045.78   | 0.20%             | 2027-07-23      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |     545000 | PA      | $635275.50    | 0.06%             | 2026-09-18      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                    | CUSIP: AZ2286302<br>LEI: N/A                  | Long             | DBT              | NUSS              | RS        |    1715000 | PA      | $1857387.42   | 0.19%             | 2029-06-26      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     896000 | PA      | $915306.17    | 0.09%             | 2031-07-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |    4068000 | PA      | $5428280.09   | 0.55%             | 2026-11-26      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                      | PENSION INS                        | CUSIP: BJ2189485<br>LEI: M31AVDIX8NY21MAUQF46 | Long             | DBT              | CORP              | GB        |     500000 | PA      | $636266.08    | 0.07%             | 2031-05-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |     762000 | PA      | $891611.41    | 0.09%             | 2027-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| WPP Finance 2017                                                                | WPP FINANCE 2017                   | CUSIP: N/A<br>LEI: 549300IYY97T872E8L21       | Long             | DBT              | CORP              | GB        |     749000 | PA      | $898019.57    | 0.09%             | 2032-05-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $3808311.02   | 0.39%             | 2028-05-28      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Helvetia Europe SA                                                              | HELVETIA EUROPE                    | CUSIP: N/A<br>LEI: 549300KW3XYA7W477U50       | Long             | DBT              | CORP              | LU        |    2625000 | PA      | $2887465.65   | 0.30%             | 2041-09-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |     800000 | PA      | $814609.34    | 0.08%             | 2032-07-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Oman Government International Bond                                              | OMAN INTRNL BOND                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | OM        |    1990000 | PA      | $2052675.85   | 0.21%             | 2027-10-28      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                      | PENSION INS                        | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |    3057000 | PA      | $3562525.62   | 0.36%             | 2032-10-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU                   | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |     960000 | PA      | $1234440.53   | 0.13%             | 2027-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Serbia International Bond                                                       | SERBIA REPUBLIC                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RS        |     200000 | PA      | $175075.60    | 0.02%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Morocco Government International Bond                                           | MOROCCO KINGDOM                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | MA        |    1250000 | PA      | $1207300.00   | 0.12%             | 2027-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |     230000 | PA      | $220163.44    | 0.02%             | 2033-03-12      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                | TOTALENERGIES SE                   | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | DBT              | CORP              | FR        |    2000000 | PA      | $2266946.05   | 0.23%             | 2079-12-31      | Variable      | 1.62%                 | No            |                  2 | On Loan: No      |
| Saudi Government International Bond                                             | SAUDI INT BOND                     | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | SA        |     309000 | PA      | $192957.99    | 0.02%             | 2061-02-02      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Galaxy Pipeline Assets Bidco Ltd                                                | GALAXY PIPELINE                    | CUSIP: N/A<br>LEI: 549300L82YB0C6JQIC26       | Long             | DBT              | CORP              | JE        |     395922 | PA      | $355417.20    | 0.04%             | 2034-03-31      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |    2864000 | PA      | $3757775.84   | 0.38%             | 2027-03-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN                   | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    1300000 | PA      | $1517615.52   | 0.16%             | 2049-12-29      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance NV                                             | VOLKSWAGEN INTFN                   | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |    2500000 | PA      | $2787951.00   | 0.28%             | 2049-03-28      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Wuestenrot & Wuerttembergische AG                                               | WUESTENROT&WUERT                   | CUSIP: N/A<br>LEI: 5299003H07ZT0Z5ZNN35       | Long             | DBT              | CORP              | DE        |    3100000 | PA      | $3237787.45   | 0.33%             | 2041-09-10      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                               | NATWEST GROUP                      | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1140293.69   | 0.12%             | 2032-09-14      | Variable      | 1.04%                 | No            |                  2 | On Loan: No      |
| DXC Capital Funding DAC                                                         | DXC CAPITAL FUND                   | CUSIP: N/A<br>LEI: 6354001BJH7XSHGTD882       | Long             | DBT              | CORP              | IE        |    1000000 | PA      | $960548.96    | 0.10%             | 2031-09-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Utmost Group PLC                                                                | UTMOST GRP                         | CUSIP: N/A<br>LEI: 2138004N53RFLL6JDQ41       | Long             | DBT              | CORP              | GB        |     150000 | PA      | $183399.25    | 0.02%             | 2031-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO                        | CUSIP: N/A<br>LEI: 549300FC3G3YU2FBZD92       | Long             | DBT              | CORP              | US        |    1717000 | PA      | $1954716.25   | 0.20%             | 2081-09-15      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                    | BRIT AMER TOBACC                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |    1712000 | PA      | $1970448.24   | 0.20%             | 2079-12-31      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Triodos Bank NV                                                                 | TRIODOS BANK                       | CUSIP: N/A<br>LEI: 724500PMK2A2M1SQQ228       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $577925.33    | 0.06%             | 2032-02-05      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Chesnara PLC                                                                    | CHESNARA                           | CUSIP: N/A<br>LEI: 213800VFRMBRTSZ3SJ06       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $377438.51    | 0.04%             | 2032-08-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Telia Co AB                                                                     | TELIA CO AB                        | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | DBT              | CORP              | SE        |     500000 | PA      | $575491.36    | 0.06%             | 2083-06-30      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                                                   | AKZO NOBEL NV                      | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1264406.38   | 0.13%             | 2032-03-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                      | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |     500000 | PA      | $532576.73    | 0.05%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Athora Netherlands NV                                                           | ATHORA NL                          | CUSIP: N/A<br>LEI: 724500MKKXKEVWMN9E13       | Long             | DBT              | CORP              | NL        |    1300000 | PA      | $1546858.26   | 0.16%             | 2032-08-31      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| ASR Nederland NV                                                                | ASR NEDERLAND NV                   | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | DBT              | CORP              | NL        |     700000 | PA      | $951336.78    | 0.10%             | 2043-12-07      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Wessex Water Services Finance PLC                                               | WESSEX WATER FIN                   | CUSIP: N/A<br>LEI: 213800B9BFRCA1YMEI57       | Long             | DBT              | CORP              | GB        |     500000 | PA      | $647904.24    | 0.07%             | 2032-10-31      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     590000 | PA      | $625803.38    | 0.06%             | 2033-01-17      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     404000 | PA      | $430881.72    | 0.04%             | 2032-09-22      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |     700000 | PA      | $886955.18    | 0.09%             | 2035-04-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     700000 | PA      | $843204.85    | 0.09%             | 2038-10-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                              | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |    3654000 | PA      | $4480415.37   | 0.46%             | 2028-06-16      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Close Brothers Group PLC                                                        | CLOSE BROS GRP                     | CUSIP: N/A<br>LEI: 213800W73SYHR14I3X91       | Long             | DBT              | CORP              | GB        |    2891000 | PA      | $4071733.36   | 0.42%             | 2028-06-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Pension Insurance Corp PLC                                                      | PENSION INS                        | CUSIP: N/A<br>LEI: M31AVDIX8NY21MAUQF46       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $870363.70    | 0.09%             | 2033-11-13      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| International Distribution Services PLC                                         | INT DIST SERV                      | CUSIP: N/A<br>LEI: 213800TCZZU84G8Z2M70       | Long             | DBT              | CORP              | GB        |     300000 | PA      | $424847.43    | 0.04%             | 2030-09-14      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     182000 | PA      | $230177.39    | 0.02%             | 2033-09-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                        | BAYER AG                           | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | DBT              | CORP              | DE        |    3500000 | PA      | $4304196.47   | 0.44%             | 2083-09-25      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Magyar Export-Import Bank Zrt                                                   | MAGYAR EXPORT-IM                   | CUSIP: N/A<br>LEI: 529900O4UGETQ9Q3AA63       | Long             | DBT              | NUSS              | HU        |    3883000 | PA      | $4832105.79   | 0.49%             | 2029-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                                                   | JDE PEET'S NV                      | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | DBT              | CORP              | NL        |    1200000 | PA      | $1427149.62   | 0.15%             | 2030-01-23      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTIL W FI                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |    1000000 | PA      | $1124150.82   | 0.11%             | 2046-01-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     148000 | PA      | $149668.86    | 0.02%             | 2034-01-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     835000 | PA      | $996849.99    | 0.10%             | 2031-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     600000 | PA      | $781503.90    | 0.08%             | 2040-04-16      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Development Bank of Kazakhstan JSC                                              | KAZAKH DEVELOPME                   | CUSIP: N/A<br>LEI: 213800LCDPGJ1BI7KX98       | Long             | DBT              | NUSS              | KZ        |     281000 | PA      | $283277.87    | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E                   | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |    2059000 | PA      | $2142041.53   | 0.22%             | 2029-04-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| United Utilities Water Finance PLC                                              | UNITED UTILITIES                   | CUSIP: N/A<br>LEI: 213800313INX42GDLR44       | Long             | DBT              | CORP              | GB        |     500000 | PA      | $582351.67    | 0.06%             | 2051-05-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Latvia Government International Bond                                            | REP OF LATVIA                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LV        |     565000 | PA      | $567824.04    | 0.06%             | 2034-07-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Athora Holding Ltd                                                              | ATHORA HOLDING L                   | CUSIP: N/A<br>LEI: 98450059DQ10TFC4B020       | Long             | DBT              | CORP              | BM        |    1700000 | PA      | $2045695.26   | 0.21%             | 2034-09-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Linde PLC                                                                       | LINDE PLC                          | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | DBT              | CORP              | IE        |    1000000 | PA      | $1087657.72   | 0.11%             | 2044-06-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Zambia Government International Bond                                            | ZAMBIA REP OF                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ZM        |     855543 | PA      | $843213.72    | 0.09%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                              | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |    2612000 | PA      | $3290867.42   | 0.34%             | 2030-06-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                                           | DT LUFTHANSA AG                    | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $1185176.89   | 0.12%             | 2032-09-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Triodos Bank NV                                                                 | TRIODOS BANK                       | CUSIP: N/A<br>LEI: 724500PMK2A2M1SQQ228       | Long             | DBT              | CORP              | NL        |    7400000 | PA      | $8809574.75   | 0.90%             | 2029-09-12      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Suci Second Investment Co                                                       | SUCI SECOND INVE                   | CUSIP: N/A<br>LEI: 558600VUMCHBIHACQF76       | Long             | DBT              | CORP              | KY        |     865000 | PA      | $863535.21    | 0.09%             | 2027-09-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Just Group PLC                                                                  | JUST GROUP PLC                     | CUSIP: N/A<br>LEI: 5493006456YEZEELRR90       | Long             | DBT              | CORP              | GB        |     500000 | PA      | $674842.05    | 0.07%             | 2035-03-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     140000 | PA      | $164783.85    | 0.02%             | 2031-09-24      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |    4284000 | PA      | $6074916.69   | 0.62%             | 2031-10-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Public Property Invest AS                                                       | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |    5645000 | PA      | $6741086.21   | 0.69%             | 2030-03-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                        | NIPPON LIFE INS                    | CUSIP: N/A<br>LEI: 549300Y0HHMFW3EVWY08       | Long             | DBT              | CORP              | JP        |     600000 | PA      | $683431.11    | 0.07%             | 2055-01-23      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINES(REP)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |     746000 | PA      | $864634.69    | 0.09%             | 2032-02-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | UZBEK INTL BOND                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | UZ        |    1878000 | PA      | $2244874.73   | 0.23%             | 2029-02-25      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                                           | ATHENE GLOBAL FU                   | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |     600000 | PA      | $801367.39    | 0.08%             | 2029-11-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                          | TOTALENERGIES                      | CUSIP: N/A<br>LEI: 549300U37G2I8G4RUG09       | Long             | DBT              | CORP              | FR        |    1500000 | PA      | $1605465.88   | 0.16%             | 2045-03-03      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     130000 | PA      | $155868.98    | 0.02%             | 2032-07-11      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| OCP SA                                                                          | OCP SA                             | CUSIP: N/A<br>LEI: 213800D26TAPVTCVWG40       | Long             | DBT              | CORP              | MA        |    1662000 | PA      | $1698224.95   | 0.17%             | 2030-04-30      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corp                                                        | QUEENSLAND TREAS                   | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |    1019000 | PA      | $1173483.80   | 0.12%             | 2035-05-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| IWG US Finance LLC                                                              | IWG US FINANCE                     | CUSIP: N/A<br>LEI: 2138007YTG2ORNIGUJ66       | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2497010.77   | 0.26%             | 2032-05-14      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     400000 | PA      | $458511.86    | 0.05%             | 2030-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DVI Deutsche Vermoegens- & Immobilienverwaltungs GmbH                           | DVI DT VERMOEGEN                   | CUSIP: N/A<br>LEI: 529900MFTCNJE8PQM633       | Long             | DBT              | CORP              | DE        |    8800000 | PA      | $10451546.19  | 1.07%             | 2030-08-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Iceland Government International Bond                                           | ICELAND (REP OF)                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | IS        |    1992000 | PA      | $2288672.77   | 0.23%             | 2030-05-27      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Stellantis NV                                                                   | STELLANTIS NV                      | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | DBT              | CORP              | NL        |    1900000 | PA      | $2161191.68   | 0.22%             | 2035-06-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Deutsche EuroShop AG                                                            | DEUTSCHE EUROSHP                   | CUSIP: N/A<br>LEI: 529900Y9QTEFHFEKQ736       | Long             | DBT              | CORP              | DE        |    3300000 | PA      | $3867697.87   | 0.40%             | 2030-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bulgarian Energy Holding EAD                                                    | BULG ENRGY HLD                     | CUSIP: N/A<br>LEI: 635400E1RWKJXPSBCV07       | Long             | DBT              | CORP              | BG        |     700000 | PA      | $810565.80    | 0.08%             | 2030-06-19      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Gothaer Allgemeine Versicherung AG                                              | GOTHAER ALLG VER                   | CUSIP: N/A<br>LEI: 5299003C59ODEKQIR849       | Long             | DBT              | CORP              | DE        |    1800000 | PA      | $2146911.94   | 0.22%             | 2045-06-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FNDING                   | CUSIP: N/A<br>LEI: 54930029I8ROQ4OROZ88       | Long             | DBT              | CORP              | US        |     400000 | PA      | $453450.05    | 0.05%             | 2032-06-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     210000 | PA      | $218371.65    | 0.02%             | 2035-09-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |     600000 | PA      | $642518.22    | 0.07%             | 2055-09-23      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Public Property Invest AS                                                       | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |    4200000 | PA      | $4872932.55   | 0.50%             | 2032-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Czechoslovak Group AS                                                           | CZECHOSLOVAK GRO                   | CUSIP: N/A<br>LEI: 315700SWFD7G70AVG768       | Long             | DBT              | CORP              | CZ        |    4800000 | PA      | $5787921.82   | 0.59%             | 2031-01-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                     | YORKSHIRE WATER                    | CUSIP: N/A<br>LEI: 213800O8BDOGHJMTCP32       | Long             | DBT              | CORP              | GB        |    1200000 | PA      | $1567834.81   | 0.16%             | 2040-07-22      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| SW Finance I PLC                                                                | SW (FINANCE)I/SW                   | CUSIP: N/A<br>LEI: 549300BHN1HB5BNG2R96       | Long             | DBT              | CORP              | GB        |     800000 | PA      | $1102518.19   | 0.11%             | 2032-08-07      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nippon Life Insurance Co                                                        | NIPPON LIFE INS                    | CUSIP: N/A<br>LEI: 549300Y0HHMFW3EVWY08       | Long             | DBT              | CORP              | JP        |     600000 | PA      | $682071.11    | 0.07%             | 2055-09-02      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Bank of Cyprus Holdings PLC                                                     | BANK OF CYPRUS                     | CUSIP: N/A<br>LEI: 635400L14KNHZXPUZM19       | Long             | DBT              | CORP              | IE        |    2200000 | PA      | $2538876.53   | 0.26%             | 2036-09-18      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Lithuania Government International Bond                                         | LITHUANIA                          | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | LT        |    6989000 | PA      | $8047272.00   | 0.82%             | 2036-03-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| GA Global Funding Trust                                                         | GA GLOBAL FNDING                   | CUSIP: N/A<br>LEI: 54930029I8ROQ4OROZ88       | Long             | DBT              | CORP              | US        |    2700000 | PA      | $3065109.22   | 0.31%             | 2035-09-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Bidvest Group UK PLC/The                                                        | BIDVEST GROUP UK                   | CUSIP: N/A<br>LEI: 984500A80C777F496830       | Long             | DBT              | CORP              | GB        |     500000 | PA      | $502557.90    | 0.05%             | 2032-09-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                            | UNITED MEXICAN                     | CUSIP: 91087BBP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     185000 | PA      | $213092.60    | 0.02%             | 2038-03-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Artea Bankas AB                                                                 | ARTEA BANKAS AB                    | CUSIP: N/A<br>LEI: 549300TK038P6EV4YU51       | Long             | DBT              | CORP              | LT        |    2600000 | PA      | $3032019.05   | 0.31%             | 2029-10-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Treasury Corp of Victoria                                                       | TREAS CORP VICT                    | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |    2516000 | PA      | $2881879.28   | 0.29%             | 2040-09-29      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cassa Depositi e Prestiti SpA                                                   | CASSA DEPOSITI E                   | CUSIP: N/A<br>LEI: 81560029E2CE4D14F425       | Long             | DBT              | NUSS              | IT        |    1987000 | PA      | $1966131.73   | 0.20%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen Bank GmbH                                                            | VOLKSWAGEN BANK                    | CUSIP: N/A<br>LEI: 529900GJD3OQLRZCKW37       | Long             | DBT              | CORP              | DE        |     500000 | PA      | $573629.30    | 0.06%             | 2032-10-02      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIA                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | RO        |     670000 | PA      | $772240.12    | 0.08%             | 2033-06-07      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                         | INDONESIA (REP)                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | ID        |    6380000 | PA      | $7246506.72   | 0.74%             | 2033-10-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wuestenrot & Wuerttembergische AG                                               | WUESTENROT&WUERT                   | CUSIP: N/A<br>LEI: 5299003H07ZT0Z5ZNN35       | Long             | DBT              | CORP              | DE        |     800000 | PA      | $922275.95    | 0.09%             | 2045-10-27      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Viridium Group Sarl                                                             | VIRIDIUM GRP                       | CUSIP: N/A<br>LEI: 529900KV8TZ3U89I6O72       | Long             | DBT              | CORP              | LU        |     500000 | PA      | $554733.95    | 0.06%             | 2035-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Public Property Invest AS                                                       | PUBLIC PROPERTY                    | CUSIP: N/A<br>LEI: 254900QSCB9T0W2KE886       | Long             | DBT              | CORP              | NO        |    3100000 | PA      | $3543597.65   | 0.36%             | 2031-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| British American Tobacco PLC                                                    | BRIT AMER TOBACC                   | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | DBT              | CORP              | GB        |    1700000 | PA      | $1943334.46   | 0.20%             | 2079-12-31      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                            | AMCOR UK FINANCE                   | CUSIP: 0234EVAD3<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |    1500000 | PA      | $1720593.20   | 0.18%             | 2033-02-20      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Digital Euro Finco LLC                                                          | DIGITAL EURO FIN                   | CUSIP: N/A<br>LEI: 635400OUEAPTXSW3SC91       | Long             | DBT              | CORP              | US        |     400000 | PA      | $457950.16    | 0.05%             | 2033-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Grand City Properties Finance Sarl                                              | GRAND CITY FINAN                   | CUSIP: N/A<br>LEI: 8945006UT2CWIRXJSL95       | Long             | DBT              | CORP              | LU        |    1400000 | PA      | $1566027.44   | 0.16%             | 2079-12-31      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Aroundtown SA                                                                   | AROUNDTOWN SA                      | CUSIP: N/A<br>LEI: 529900H4DWG3KWMBMQ39       | Long             | DBT              | CORP              | LU        |     500000 | PA      | $636466.25    | 0.07%             | 2032-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                         | ENI SPA                            | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | DBT              | CORP              | IT        |    2200000 | PA      | $2517342.66   | 0.26%             | 2079-12-31      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY                            | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HU        |    1841000 | PA      | $2190495.50   | 0.22%             | 2033-05-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Close Brothers Group PLC                                                        | CLOSE BROS GRP                     | CUSIP: N/A<br>LEI: 213800W73SYHR14I3X91       | Long             | DBT              | CORP              | GB        |    1900000 | PA      | $2498942.28   | 0.26%             | 2036-08-03      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Cyprus Government International Bond                                            | REP OF CYPRUS                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | CY        |    2846000 | PA      | $3256392.40   | 0.33%             | 2036-01-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                       | CUSIP: 02079KBV8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     500000 | PA      | $630106.51    | 0.06%             | 2126-02-13      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                    | WP CAREY INC                       | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |    2100000 | PA      | $2350938.70   | 0.24%             | 2035-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                     | GOLDMAN SACHS GP                   | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |    5400000 | PA      | $6214233.03   | 0.63%             | 2033-08-17      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                                             | AUST 3YR BOND FUT Jun26            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |       -479 | NC      | $176350.99    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of South Africa Government Bond                                        | REP SOUTH AFRICA                   | CUSIP: EF5565850<br>LEI: N/A                  | Long             | DBT              | NUSS              | ZA        |   25960000 | PA      | $1285763.46   | 0.13%             | 2036-03-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-25

**Name of Applicant:** VANGUARD CHARLOTTE FUNDS

**Signature:** My Trieu-Gatt

**Name of Signer:** My Trieu-Gatt

**Title:** Treasurer